CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 1.6909 1.6919 0.0010 0.1% 1.6749
High 1.6920 1.6919 -0.0001 0.0% 1.6920
Low 1.6907 1.6919 0.0012 0.1% 1.6709
Close 1.6911 1.6919 0.0008 0.0% 1.6911
Range 0.0013 0.0000 -0.0013 -100.0% 0.0211
ATR 0.0040 0.0037 -0.0002 -5.7% 0.0000
Volume 1 11 10 1,000.0% 5
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.6919 1.6919 1.6919
R3 1.6919 1.6919 1.6919
R2 1.6919 1.6919 1.6919
R1 1.6919 1.6919 1.6919 1.6919
PP 1.6919 1.6919 1.6919 1.6919
S1 1.6919 1.6919 1.6919 1.6919
S2 1.6919 1.6919 1.6919
S3 1.6919 1.6919 1.6919
S4 1.6919 1.6919 1.6919
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.7480 1.7406 1.7027
R3 1.7269 1.7195 1.6969
R2 1.7058 1.7058 1.6950
R1 1.6984 1.6984 1.6930 1.7021
PP 1.6847 1.6847 1.6847 1.6865
S1 1.6773 1.6773 1.6892 1.6810
S2 1.6636 1.6636 1.6872
S3 1.6425 1.6562 1.6853
S4 1.6214 1.6351 1.6795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6920 1.6709 0.0211 1.2% 0.0003 0.0% 100% False False 3
10 1.6920 1.6697 0.0223 1.3% 0.0001 0.0% 100% False False 2
20 1.6920 1.6662 0.0258 1.5% 0.0001 0.0% 100% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6919
2.618 1.6919
1.618 1.6919
1.000 1.6919
0.618 1.6919
HIGH 1.6919
0.618 1.6919
0.500 1.6919
0.382 1.6919
LOW 1.6919
0.618 1.6919
1.000 1.6919
1.618 1.6919
2.618 1.6919
4.250 1.6919
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 1.6919 1.6898
PP 1.6919 1.6877
S1 1.6919 1.6857

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

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