CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 1.6256 1.6216 -0.0040 -0.2% 1.6175
High 1.6261 1.6299 0.0038 0.2% 1.6263
Low 1.6208 1.6150 -0.0058 -0.4% 1.6039
Close 1.6213 1.6266 0.0053 0.3% 1.6244
Range 0.0053 0.0149 0.0096 181.1% 0.0224
ATR 0.0084 0.0089 0.0005 5.5% 0.0000
Volume 61,974 127,204 65,230 105.3% 386,800
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6685 1.6625 1.6348
R3 1.6536 1.6476 1.6307
R2 1.6387 1.6387 1.6293
R1 1.6327 1.6327 1.6280 1.6357
PP 1.6238 1.6238 1.6238 1.6254
S1 1.6178 1.6178 1.6252 1.6208
S2 1.6089 1.6089 1.6239
S3 1.5940 1.6029 1.6225
S4 1.5791 1.5880 1.6184
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6854 1.6773 1.6367
R3 1.6630 1.6549 1.6306
R2 1.6406 1.6406 1.6285
R1 1.6325 1.6325 1.6265 1.6366
PP 1.6182 1.6182 1.6182 1.6202
S1 1.6101 1.6101 1.6223 1.6142
S2 1.5958 1.5958 1.6203
S3 1.5734 1.5877 1.6182
S4 1.5510 1.5653 1.6121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6299 1.6039 0.0260 1.6% 0.0107 0.7% 87% True False 94,899
10 1.6482 1.6039 0.0443 2.7% 0.0101 0.6% 51% False False 60,151
20 1.6706 1.6039 0.0667 4.1% 0.0088 0.5% 34% False False 30,689
40 1.7066 1.6039 0.1027 6.3% 0.0068 0.4% 22% False False 15,500
60 1.7165 1.6039 0.1126 6.9% 0.0063 0.4% 20% False False 10,389
80 1.7165 1.6039 0.1126 6.9% 0.0055 0.3% 20% False False 7,804
100 1.7165 1.6039 0.1126 6.9% 0.0045 0.3% 20% False False 6,243
120 1.7165 1.6039 0.1126 6.9% 0.0040 0.2% 20% False False 5,205
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6932
2.618 1.6689
1.618 1.6540
1.000 1.6448
0.618 1.6391
HIGH 1.6299
0.618 1.6242
0.500 1.6225
0.382 1.6207
LOW 1.6150
0.618 1.6058
1.000 1.6001
1.618 1.5909
2.618 1.5760
4.250 1.5517
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 1.6252 1.6252
PP 1.6238 1.6238
S1 1.6225 1.6225

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These figures are updated between 7pm and 10pm EST after a trading day.

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