CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 1.6562 1.6550 -0.0012 -0.1% 1.6745
High 1.6562 1.6550 -0.0012 -0.1% 1.6771
Low 1.6562 1.6550 -0.0012 -0.1% 1.6648
Close 1.6562 1.6550 -0.0012 -0.1% 1.6661
Range
ATR 0.0035 0.0034 -0.0002 -4.7% 0.0000
Volume 42 42 0 0.0% 8
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.6550 1.6550 1.6550
R3 1.6550 1.6550 1.6550
R2 1.6550 1.6550 1.6550
R1 1.6550 1.6550 1.6550 1.6550
PP 1.6550 1.6550 1.6550 1.6550
S1 1.6550 1.6550 1.6550 1.6550
S2 1.6550 1.6550 1.6550
S3 1.6550 1.6550 1.6550
S4 1.6550 1.6550 1.6550
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 1.6550 0.0140 0.8% 0.0007 0.0% 0% False True 17
10 1.6771 1.6550 0.0221 1.3% 0.0004 0.0% 0% False True 9
20 1.6945 1.6550 0.0395 2.4% 0.0003 0.0% 0% False True 5
40 1.7109 1.6550 0.0559 3.4% 0.0003 0.0% 0% False True 7
60 1.7109 1.6550 0.0559 3.4% 0.0002 0.0% 0% False True 6
80 1.7109 1.6550 0.0559 3.4% 0.0002 0.0% 0% False True 5
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.6550
2.618 1.6550
1.618 1.6550
1.000 1.6550
0.618 1.6550
HIGH 1.6550
0.618 1.6550
0.500 1.6550
0.382 1.6550
LOW 1.6550
0.618 1.6550
1.000 1.6550
1.618 1.6550
2.618 1.6550
4.250 1.6550
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 1.6550 1.6585
PP 1.6550 1.6573
S1 1.6550 1.6562

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

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