CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 29-Jul-2014
Day Change Summary
Previous Current
28-Jul-2014 29-Jul-2014 Change Change % Previous Week
Open 1.6945 1.6905 -0.0040 -0.2% 1.7037
High 1.6945 1.6905 -0.0040 -0.2% 1.7037
Low 1.6934 1.6900 -0.0034 -0.2% 1.6930
Close 1.6934 1.6900 -0.0034 -0.2% 1.6930
Range 0.0011 0.0005 -0.0006 -54.5% 0.0107
ATR 0.0027 0.0028 0.0000 1.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 29-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.6917 1.6913 1.6903
R3 1.6912 1.6908 1.6901
R2 1.6907 1.6907 1.6901
R1 1.6903 1.6903 1.6900 1.6903
PP 1.6902 1.6902 1.6902 1.6901
S1 1.6898 1.6898 1.6900 1.6898
S2 1.6897 1.6897 1.6899
S3 1.6892 1.6893 1.6899
S4 1.6887 1.6888 1.6897
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.7287 1.7215 1.6989
R3 1.7180 1.7108 1.6959
R2 1.7073 1.7073 1.6950
R1 1.7001 1.7001 1.6940 1.6984
PP 1.6966 1.6966 1.6966 1.6957
S1 1.6894 1.6894 1.6920 1.6877
S2 1.6859 1.6859 1.6910
S3 1.6752 1.6787 1.6901
S4 1.6645 1.6680 1.6871
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6998 1.6900 0.0098 0.6% 0.0006 0.0% 0% False True 1
10 1.7085 1.6900 0.0185 1.1% 0.0008 0.0% 0% False True 4
20 1.7109 1.6900 0.0209 1.2% 0.0004 0.0% 0% False True 7
40 1.7109 1.6697 0.0412 2.4% 0.0002 0.0% 49% False False 7
60 1.7109 1.6662 0.0447 2.6% 0.0002 0.0% 53% 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 1.6926
2.618 1.6918
1.618 1.6913
1.000 1.6910
0.618 1.6908
HIGH 1.6905
0.618 1.6903
0.500 1.6903
0.382 1.6902
LOW 1.6900
0.618 1.6897
1.000 1.6895
1.618 1.6892
2.618 1.6887
4.250 1.6879
Fisher Pivots for day following 29-Jul-2014
Pivot 1 day 3 day
R1 1.6903 1.6923
PP 1.6902 1.6915
S1 1.6901 1.6908

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

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