CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 10-Feb-2015
Day Change Summary
Previous Current
09-Feb-2015 10-Feb-2015 Change Change % Previous Week
Open 1.5213 1.5236 0.0023 0.2% 1.5015
High 1.5228 1.5236 0.0008 0.1% 1.5311
Low 1.5200 1.5236 0.0036 0.2% 1.5015
Close 1.5216 1.5236 0.0020 0.1% 1.5214
Range 0.0028 0.0000 -0.0028 -100.0% 0.0296
ATR 0.0064 0.0061 -0.0003 -4.9% 0.0000
Volume 1 25 24 2,400.0% 23
Daily Pivots for day following 10-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.5236 1.5236 1.5236
R3 1.5236 1.5236 1.5236
R2 1.5236 1.5236 1.5236
R1 1.5236 1.5236 1.5236 1.5236
PP 1.5236 1.5236 1.5236 1.5236
S1 1.5236 1.5236 1.5236 1.5236
S2 1.5236 1.5236 1.5236
S3 1.5236 1.5236 1.5236
S4 1.5236 1.5236 1.5236
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.6068 1.5937 1.5377
R3 1.5772 1.5641 1.5295
R2 1.5476 1.5476 1.5268
R1 1.5345 1.5345 1.5241 1.5411
PP 1.5180 1.5180 1.5180 1.5213
S1 1.5049 1.5049 1.5187 1.5115
S2 1.4884 1.4884 1.5160
S3 1.4588 1.4753 1.5133
S4 1.4292 1.4457 1.5051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5311 1.5200 0.0111 0.7% 0.0006 0.0% 32% False False 7
10 1.5311 1.5015 0.0296 1.9% 0.0003 0.0% 75% False False 7
20 1.5311 1.4995 0.0316 2.1% 0.0004 0.0% 76% False False 5
40 1.5699 1.4995 0.0704 4.6% 0.0007 0.0% 34% False False 3
60 1.5761 1.4995 0.0766 5.0% 0.0005 0.0% 31% False False 3
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5236
2.618 1.5236
1.618 1.5236
1.000 1.5236
0.618 1.5236
HIGH 1.5236
0.618 1.5236
0.500 1.5236
0.382 1.5236
LOW 1.5236
0.618 1.5236
1.000 1.5236
1.618 1.5236
2.618 1.5236
4.250 1.5236
Fisher Pivots for day following 10-Feb-2015
Pivot 1 day 3 day
R1 1.5236 1.5230
PP 1.5236 1.5224
S1 1.5236 1.5218

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

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