CME British Pound Future March 2015

Trading Metrics calculated at close of trading on 21-Jul-2014

Day Change Summary
	Previous	Current
	18-Jul-2014	21-Jul-2014	Change	Change %	Previous Week
Open	1.7013	1.7037	0.0024	0.1%	1.7033
High	1.7046	1.7037	-0.0009	-0.1%	1.7096
Low	1.7013	1.7027	0.0014	0.1%	1.7013
Close	1.7046	1.7027	-0.0019	-0.1%	1.7046
Range	0.0033	0.0010	-0.0023	-69.7%	0.0083
ATR	0.0031	0.0030	-0.0001	-2.7%	0.0000
Volume	11	1	-10	-90.9%	55

Daily Pivots for day following 21-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7060	1.7054	1.7033
R3	1.7050	1.7044	1.7030
R2	1.7040	1.7040	1.7029
R1	1.7034	1.7034	1.7028	1.7032
PP	1.7030	1.7030	1.7030	1.7030
S1	1.7024	1.7024	1.7026	1.7022
S2	1.7020	1.7020	1.7025
S3	1.7010	1.7014	1.7024
S4	1.7000	1.7004	1.7022

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%	0.0009	0.1%	17%	False	False	9
10	1.7108	1.7013	0.0095	0.6%	0.0004	0.0%	15%	False	False	10
20	1.7109	1.6928	0.0181	1.1%	0.0002	0.0%	55%	False	False	10
40	1.7109	1.6662	0.0447	2.6%	0.0001	0.0%	82%	False	False	7

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	1.7080
2.618	1.7063
1.618	1.7053
1.000	1.7047
0.618	1.7043
HIGH	1.7037
0.618	1.7033
0.500	1.7032
0.382	1.7031
LOW	1.7027
0.618	1.7021
1.000	1.7017
1.618	1.7011
2.618	1.7001
4.250	1.6985

Fisher Pivots for day following 21-Jul-2014
Pivot	1 day	3 day
R1	1.7032	1.7039
PP	1.7030	1.7035
S1	1.7029	1.7031

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols