CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 1.4890 1.4741 -0.0149 -1.0% 1.5042
High 1.4898 1.4820 -0.0078 -0.5% 1.5136
Low 1.4699 1.4741 0.0042 0.3% 1.4699
Close 1.4723 1.4805 0.0082 0.6% 1.4723
Range 0.0199 0.0079 -0.0120 -60.3% 0.0437
ATR 0.0128 0.0126 -0.0002 -1.7% 0.0000
Volume 34,959 3,399 -31,560 -90.3% 623,887
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.5026 1.4994 1.4848
R3 1.4947 1.4915 1.4827
R2 1.4868 1.4868 1.4819
R1 1.4836 1.4836 1.4812 1.4852
PP 1.4789 1.4789 1.4789 1.4797
S1 1.4757 1.4757 1.4798 1.4773
S2 1.4710 1.4710 1.4791
S3 1.4631 1.4678 1.4783
S4 1.4552 1.4599 1.4762
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.6164 1.5880 1.4963
R3 1.5727 1.5443 1.4843
R2 1.5290 1.5290 1.4803
R1 1.5006 1.5006 1.4763 1.4930
PP 1.4853 1.4853 1.4853 1.4814
S1 1.4569 1.4569 1.4683 1.4493
S2 1.4416 1.4416 1.4643
S3 1.3979 1.4132 1.4603
S4 1.3542 1.3695 1.4483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5131 1.4699 0.0432 2.9% 0.0152 1.0% 25% False False 104,989
10 1.5396 1.4699 0.0697 4.7% 0.0132 0.9% 15% False False 99,735
20 1.5552 1.4699 0.0853 5.8% 0.0118 0.8% 12% False False 92,781
40 1.5552 1.4699 0.0853 5.8% 0.0123 0.8% 12% False False 92,356
60 1.5740 1.4699 0.1041 7.0% 0.0119 0.8% 10% False False 88,541
80 1.5813 1.4699 0.1114 7.5% 0.0117 0.8% 10% False False 73,001
100 1.6162 1.4699 0.1463 9.9% 0.0111 0.7% 7% False False 58,454
120 1.6377 1.4699 0.1678 11.3% 0.0109 0.7% 6% False False 48,724
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.5156
2.618 1.5027
1.618 1.4948
1.000 1.4899
0.618 1.4869
HIGH 1.4820
0.618 1.4790
0.500 1.4781
0.382 1.4771
LOW 1.4741
0.618 1.4692
1.000 1.4662
1.618 1.4613
2.618 1.4534
4.250 1.4405
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 1.4797 1.4863
PP 1.4789 1.4844
S1 1.4781 1.4824

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

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