CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 1.6620 1.6562 -0.0058 -0.3% 1.6745
High 1.6620 1.6562 -0.0058 -0.3% 1.6771
Low 1.6583 1.6562 -0.0021 -0.1% 1.6648
Close 1.6583 1.6562 -0.0021 -0.1% 1.6661
Range 0.0037 0.0000 -0.0037 -100.0% 0.0123
ATR 0.0036 0.0035 -0.0001 -3.0% 0.0000
Volume 1 42 41 4,100.0% 8
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.6562 1.6562 1.6562
R3 1.6562 1.6562 1.6562
R2 1.6562 1.6562 1.6562
R1 1.6562 1.6562 1.6562 1.6562
PP 1.6562 1.6562 1.6562 1.6562
S1 1.6562 1.6562 1.6562 1.6562
S2 1.6562 1.6562 1.6562
S3 1.6562 1.6562 1.6562
S4 1.6562 1.6562 1.6562
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.7062 1.6985 1.6729
R3 1.6939 1.6862 1.6695
R2 1.6816 1.6816 1.6684
R1 1.6739 1.6739 1.6672 1.6716
PP 1.6693 1.6693 1.6693 1.6682
S1 1.6616 1.6616 1.6650 1.6593
S2 1.6570 1.6570 1.6638
S3 1.6447 1.6493 1.6627
S4 1.6324 1.6370 1.6593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6690 1.6562 0.0128 0.8% 0.0007 0.0% 0% False True 9
10 1.6793 1.6562 0.0231 1.4% 0.0004 0.0% 0% False True 5
20 1.6945 1.6562 0.0383 2.3% 0.0003 0.0% 0% False True 3
40 1.7109 1.6562 0.0547 3.3% 0.0003 0.0% 0% False True 6
60 1.7109 1.6562 0.0547 3.3% 0.0002 0.0% 0% False True 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 1.6562
2.618 1.6562
1.618 1.6562
1.000 1.6562
0.618 1.6562
HIGH 1.6562
0.618 1.6562
0.500 1.6562
0.382 1.6562
LOW 1.6562
0.618 1.6562
1.000 1.6562
1.618 1.6562
2.618 1.6562
4.250 1.6562
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 1.6562 1.6626
PP 1.6562 1.6605
S1 1.6562 1.6583

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

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