CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 1.6086 1.6153 0.0067 0.4% 1.6061
High 1.6172 1.6178 0.0006 0.0% 1.6119
Low 1.6071 1.6101 0.0030 0.2% 1.5866
Close 1.6161 1.6113 -0.0048 -0.3% 1.6102
Range 0.0101 0.0077 -0.0024 -23.8% 0.0253
ATR 0.0123 0.0120 -0.0003 -2.7% 0.0000
Volume 62,879 66,102 3,223 5.1% 667,128
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6362 1.6314 1.6155
R3 1.6285 1.6237 1.6134
R2 1.6208 1.6208 1.6127
R1 1.6160 1.6160 1.6120 1.6146
PP 1.6131 1.6131 1.6131 1.6123
S1 1.6083 1.6083 1.6106 1.6069
S2 1.6054 1.6054 1.6099
S3 1.5977 1.6006 1.6092
S4 1.5900 1.5929 1.6071
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6788 1.6698 1.6241
R3 1.6535 1.6445 1.6172
R2 1.6282 1.6282 1.6148
R1 1.6192 1.6192 1.6125 1.6237
PP 1.6029 1.6029 1.6029 1.6052
S1 1.5939 1.5939 1.6079 1.5984
S2 1.5776 1.5776 1.6056
S3 1.5523 1.5686 1.6032
S4 1.5270 1.5433 1.5963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6178 1.5866 0.0312 1.9% 0.0126 0.8% 79% True False 120,805
10 1.6218 1.5866 0.0352 2.2% 0.0129 0.8% 70% False False 112,298
20 1.6402 1.5866 0.0536 3.3% 0.0120 0.7% 46% False False 108,429
40 1.6629 1.5866 0.0763 4.7% 0.0114 0.7% 32% False False 87,430
60 1.6966 1.5866 0.1100 6.8% 0.0094 0.6% 22% False False 58,442
80 1.7165 1.5866 0.1299 8.1% 0.0084 0.5% 19% False False 43,875
100 1.7165 1.5866 0.1299 8.1% 0.0074 0.5% 19% False False 35,117
120 1.7165 1.5866 0.1299 8.1% 0.0064 0.4% 19% False False 29,265
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6505
2.618 1.6380
1.618 1.6303
1.000 1.6255
0.618 1.6226
HIGH 1.6178
0.618 1.6149
0.500 1.6140
0.382 1.6130
LOW 1.6101
0.618 1.6053
1.000 1.6024
1.618 1.5976
2.618 1.5899
4.250 1.5774
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 1.6140 1.6109
PP 1.6131 1.6104
S1 1.6122 1.6100

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

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