CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 1.5911 1.5762 -0.0149 -0.9% 1.5969
High 1.5937 1.5778 -0.0159 -1.0% 1.6027
Low 1.5771 1.5690 -0.0081 -0.5% 1.5786
Close 1.5777 1.5715 -0.0062 -0.4% 1.5860
Range 0.0166 0.0088 -0.0078 -47.0% 0.0241
ATR 0.0113 0.0112 -0.0002 -1.6% 0.0000
Volume 141,612 77,977 -63,635 -44.9% 490,159
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.5992 1.5941 1.5763
R3 1.5904 1.5853 1.5739
R2 1.5816 1.5816 1.5731
R1 1.5765 1.5765 1.5723 1.5747
PP 1.5728 1.5728 1.5728 1.5718
S1 1.5677 1.5677 1.5707 1.5659
S2 1.5640 1.5640 1.5699
S3 1.5552 1.5589 1.5691
S4 1.5464 1.5501 1.5667
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.6614 1.6478 1.5993
R3 1.6373 1.6237 1.5926
R2 1.6132 1.6132 1.5904
R1 1.5996 1.5996 1.5882 1.5944
PP 1.5891 1.5891 1.5891 1.5865
S1 1.5755 1.5755 1.5838 1.5703
S2 1.5650 1.5650 1.5816
S3 1.5409 1.5514 1.5794
S4 1.5168 1.5273 1.5727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5942 1.5690 0.0252 1.6% 0.0108 0.7% 10% False True 92,315
10 1.6027 1.5690 0.0337 2.1% 0.0110 0.7% 7% False True 94,778
20 1.6178 1.5690 0.0488 3.1% 0.0103 0.7% 5% False True 84,950
40 1.6515 1.5690 0.0825 5.2% 0.0116 0.7% 3% False True 102,559
60 1.6629 1.5690 0.0939 6.0% 0.0107 0.7% 3% False True 82,912
80 1.7017 1.5690 0.1327 8.4% 0.0094 0.6% 2% False True 62,281
100 1.7165 1.5690 0.1475 9.4% 0.0086 0.5% 2% False True 49,860
120 1.7165 1.5690 0.1475 9.4% 0.0077 0.5% 2% False True 41,558
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6152
2.618 1.6008
1.618 1.5920
1.000 1.5866
0.618 1.5832
HIGH 1.5778
0.618 1.5744
0.500 1.5734
0.382 1.5724
LOW 1.5690
0.618 1.5636
1.000 1.5602
1.618 1.5548
2.618 1.5460
4.250 1.5316
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 1.5734 1.5816
PP 1.5728 1.5782
S1 1.5721 1.5749

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

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