CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 1.5870 1.5880 0.0010 0.1% 1.6016
High 1.5870 1.5892 0.0022 0.1% 1.6119
Low 1.5870 1.5880 0.0010 0.1% 1.6011
Close 1.5870 1.5892 0.0022 0.1% 1.6011
Range 0.0000 0.0012 0.0012 0.0108
ATR 0.0060 0.0058 -0.0003 -4.5% 0.0000
Volume 2 2 0 0.0% 7
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.5924 1.5920 1.5899
R3 1.5912 1.5908 1.5895
R2 1.5900 1.5900 1.5894
R1 1.5896 1.5896 1.5893 1.5898
PP 1.5888 1.5888 1.5888 1.5889
S1 1.5884 1.5884 1.5891 1.5886
S2 1.5876 1.5876 1.5890
S3 1.5864 1.5872 1.5889
S4 1.5852 1.5860 1.5885
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6371 1.6299 1.6070
R3 1.6263 1.6191 1.6041
R2 1.6155 1.6155 1.6031
R1 1.6083 1.6083 1.6021 1.6065
PP 1.6047 1.6047 1.6047 1.6038
S1 1.5975 1.5975 1.6001 1.5957
S2 1.5939 1.5939 1.5991
S3 1.5831 1.5867 1.5981
S4 1.5723 1.5759 1.5952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6077 1.5870 0.0207 1.3% 0.0003 0.0% 11% False False 1
10 1.6119 1.5870 0.0249 1.6% 0.0015 0.1% 9% False False 1
20 1.6378 1.5870 0.0508 3.2% 0.0013 0.1% 4% False False 4
40 1.6538 1.5870 0.0668 4.2% 0.0008 0.1% 3% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5943
2.618 1.5923
1.618 1.5911
1.000 1.5904
0.618 1.5899
HIGH 1.5892
0.618 1.5887
0.500 1.5886
0.382 1.5885
LOW 1.5880
0.618 1.5873
1.000 1.5868
1.618 1.5861
2.618 1.5849
4.250 1.5829
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 1.5890 1.5944
PP 1.5888 1.5926
S1 1.5886 1.5909

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

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