CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 03-Nov-2014
Day Change Summary
Previous Current
31-Oct-2014 03-Nov-2014 Change Change % Previous Week
Open 1.5996 1.5969 -0.0027 -0.2% 1.6078
High 1.6006 1.6027 0.0021 0.1% 1.6177
Low 1.5936 1.5920 -0.0016 -0.1% 1.5936
Close 1.5985 1.5971 -0.0014 -0.1% 1.5985
Range 0.0070 0.0107 0.0037 52.9% 0.0241
ATR 0.0108 0.0108 0.0000 -0.1% 0.0000
Volume 101,253 85,037 -16,216 -16.0% 398,296
Daily Pivots for day following 03-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.6294 1.6239 1.6030
R3 1.6187 1.6132 1.6000
R2 1.6080 1.6080 1.5991
R1 1.6025 1.6025 1.5981 1.6053
PP 1.5973 1.5973 1.5973 1.5986
S1 1.5918 1.5918 1.5961 1.5946
S2 1.5866 1.5866 1.5951
S3 1.5759 1.5811 1.5942
S4 1.5652 1.5704 1.5912
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6756 1.6611 1.6118
R3 1.6515 1.6370 1.6051
R2 1.6274 1.6274 1.6029
R1 1.6129 1.6129 1.6007 1.6081
PP 1.6033 1.6033 1.6033 1.6009
S1 1.5888 1.5888 1.5963 1.5840
S2 1.5792 1.5792 1.5941
S3 1.5551 1.5647 1.5919
S4 1.5310 1.5406 1.5852
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6177 1.5920 0.0257 1.6% 0.0104 0.6% 20% False True 86,385
10 1.6178 1.5920 0.0258 1.6% 0.0093 0.6% 20% False True 77,980
20 1.6218 1.5866 0.0352 2.2% 0.0112 0.7% 30% False False 96,798
40 1.6515 1.5866 0.0649 4.1% 0.0115 0.7% 16% False False 103,711
60 1.6824 1.5866 0.0958 6.0% 0.0101 0.6% 11% False False 70,286
80 1.7165 1.5866 0.1299 8.1% 0.0088 0.6% 8% False False 52,776
100 1.7165 1.5866 0.1299 8.1% 0.0080 0.5% 8% False False 42,251
120 1.7165 1.5866 0.1299 8.1% 0.0070 0.4% 8% False False 35,212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6482
2.618 1.6307
1.618 1.6200
1.000 1.6134
0.618 1.6093
HIGH 1.6027
0.618 1.5986
0.500 1.5974
0.382 1.5961
LOW 1.5920
0.618 1.5854
1.000 1.5813
1.618 1.5747
2.618 1.5640
4.250 1.5465
Fisher Pivots for day following 03-Nov-2014
Pivot 1 day 3 day
R1 1.5974 1.5976
PP 1.5973 1.5974
S1 1.5972 1.5973

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

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