CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 1.6529 1.6441 -0.0088 -0.5% 1.6543
High 1.6529 1.6441 -0.0088 -0.5% 1.6552
Low 1.6529 1.6441 -0.0088 -0.5% 1.6513
Close 1.6529 1.6441 -0.0088 -0.5% 1.6529
Range
ATR 0.0028 0.0032 0.0004 15.4% 0.0000
Volume 42 42 0 0.0% 210
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6441 1.6441 1.6441
R3 1.6441 1.6441 1.6441
R2 1.6441 1.6441 1.6441
R1 1.6441 1.6441 1.6441 1.6441
PP 1.6441 1.6441 1.6441 1.6441
S1 1.6441 1.6441 1.6441 1.6441
S2 1.6441 1.6441 1.6441
S3 1.6441 1.6441 1.6441
S4 1.6441 1.6441 1.6441
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.6648 1.6628 1.6550
R3 1.6609 1.6589 1.6540
R2 1.6570 1.6570 1.6536
R1 1.6550 1.6550 1.6533 1.6541
PP 1.6531 1.6531 1.6531 1.6527
S1 1.6511 1.6511 1.6525 1.6502
S2 1.6492 1.6492 1.6522
S3 1.6453 1.6472 1.6518
S4 1.6414 1.6433 1.6508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6552 1.6441 0.0111 0.7% 0.0000 0.0% 0% False True 42
10 1.6620 1.6441 0.0179 1.1% 0.0004 0.0% 0% False True 37
20 1.6831 1.6441 0.0390 2.4% 0.0002 0.0% 0% False True 19
40 1.7108 1.6441 0.0667 4.1% 0.0003 0.0% 0% False True 12
60 1.7109 1.6441 0.0668 4.1% 0.0002 0.0% 0% False True 11
80 1.7109 1.6441 0.0668 4.1% 0.0002 0.0% 0% False True 8
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 1.6441
2.618 1.6441
1.618 1.6441
1.000 1.6441
0.618 1.6441
HIGH 1.6441
0.618 1.6441
0.500 1.6441
0.382 1.6441
LOW 1.6441
0.618 1.6441
1.000 1.6441
1.618 1.6441
2.618 1.6441
4.250 1.6441
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 1.6441 1.6497
PP 1.6441 1.6478
S1 1.6441 1.6460

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

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