CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 24-Jul-2014
Day Change Summary
Previous Current
23-Jul-2014 24-Jul-2014 Change Change % Previous Week
Open 1.6998 1.6938 -0.0060 -0.4% 1.7033
High 1.6998 1.6938 -0.0060 -0.4% 1.7096
Low 1.6982 1.6938 -0.0044 -0.3% 1.7013
Close 1.6982 1.6938 -0.0044 -0.3% 1.7046
Range 0.0016 0.0000 -0.0016 -100.0% 0.0083
ATR 0.0029 0.0030 0.0001 3.8% 0.0000
Volume 1 1 0 0.0% 55
Daily Pivots for day following 24-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.6938 1.6938 1.6938
R3 1.6938 1.6938 1.6938
R2 1.6938 1.6938 1.6938
R1 1.6938 1.6938 1.6938 1.6938
PP 1.6938 1.6938 1.6938 1.6938
S1 1.6938 1.6938 1.6938 1.6938
S2 1.6938 1.6938 1.6938
S3 1.6938 1.6938 1.6938
S4 1.6938 1.6938 1.6938
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 1.7046 1.6938 0.0108 0.6% 0.0012 0.1% 0% False True 3
10 1.7096 1.6938 0.0158 0.9% 0.0006 0.0% 0% False True 7
20 1.7109 1.6938 0.0171 1.0% 0.0003 0.0% 0% False True 9
40 1.7109 1.6674 0.0435 2.6% 0.0002 0.0% 61% False False 7
60 1.7109 1.6662 0.0447 2.6% 0.0002 0.0% 62% False False 5
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6938
2.618 1.6938
1.618 1.6938
1.000 1.6938
0.618 1.6938
HIGH 1.6938
0.618 1.6938
0.500 1.6938
0.382 1.6938
LOW 1.6938
0.618 1.6938
1.000 1.6938
1.618 1.6938
2.618 1.6938
4.250 1.6938
Fisher Pivots for day following 24-Jul-2014
Pivot 1 day 3 day
R1 1.6938 1.6975
PP 1.6938 1.6963
S1 1.6938 1.6950

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

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