CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 18-Jul-2014
Day Change Summary
Previous Current
17-Jul-2014 18-Jul-2014 Change Change % Previous Week
Open 1.7064 1.7013 -0.0051 -0.3% 1.7033
High 1.7064 1.7046 -0.0018 -0.1% 1.7096
Low 1.7064 1.7013 -0.0051 -0.3% 1.7013
Close 1.7064 1.7046 -0.0018 -0.1% 1.7046
Range 0.0000 0.0033 0.0033 0.0083
ATR 0.0029 0.0031 0.0002 5.4% 0.0000
Volume 11 11 0 0.0% 55
Daily Pivots for day following 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.7134 1.7123 1.7064
R3 1.7101 1.7090 1.7055
R2 1.7068 1.7068 1.7052
R1 1.7057 1.7057 1.7049 1.7063
PP 1.7035 1.7035 1.7035 1.7038
S1 1.7024 1.7024 1.7043 1.7030
S2 1.7002 1.7002 1.7040
S3 1.6969 1.6991 1.7037
S4 1.6936 1.6958 1.7028
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.7301 1.7256 1.7092
R3 1.7218 1.7173 1.7069
R2 1.7135 1.7135 1.7061
R1 1.7090 1.7090 1.7054 1.7113
PP 1.7052 1.7052 1.7052 1.7063
S1 1.7007 1.7007 1.7038 1.7030
S2 1.6969 1.6969 1.7031
S3 1.6886 1.6924 1.7023
S4 1.6803 1.6841 1.7000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7096 1.7013 0.0083 0.5% 0.0007 0.0% 40% False True 11
10 1.7108 1.7013 0.0095 0.6% 0.0003 0.0% 35% False True 11
20 1.7109 1.6928 0.0181 1.1% 0.0002 0.0% 65% False False 11
40 1.7109 1.6662 0.0447 2.6% 0.0001 0.0% 86% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 57 trading days
Fibonacci Retracements and Extensions
4.250 1.7186
2.618 1.7132
1.618 1.7099
1.000 1.7079
0.618 1.7066
HIGH 1.7046
0.618 1.7033
0.500 1.7030
0.382 1.7026
LOW 1.7013
0.618 1.6993
1.000 1.6980
1.618 1.6960
2.618 1.6927
4.250 1.6873
Fisher Pivots for day following 18-Jul-2014
Pivot 1 day 3 day
R1 1.7041 1.7049
PP 1.7035 1.7048
S1 1.7030 1.7047

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

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