CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 1.6366 1.6300 -0.0066 -0.4% 1.6441
High 1.6366 1.6300 -0.0066 -0.4% 1.6453
Low 1.6301 1.6300 -0.0001 0.0% 1.6300
Close 1.6301 1.6300 -0.0001 0.0% 1.6300
Range 0.0065 0.0000 -0.0065 -100.0% 0.0153
ATR 0.0038 0.0036 -0.0003 -7.0% 0.0000
Volume 4 5 1 25.0% 93
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6300 1.6300 1.6300
R3 1.6300 1.6300 1.6300
R2 1.6300 1.6300 1.6300
R1 1.6300 1.6300 1.6300 1.6300
PP 1.6300 1.6300 1.6300 1.6300
S1 1.6300 1.6300 1.6300 1.6300
S2 1.6300 1.6300 1.6300
S3 1.6300 1.6300 1.6300
S4 1.6300 1.6300 1.6300
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6810 1.6708 1.6384
R3 1.6657 1.6555 1.6342
R2 1.6504 1.6504 1.6328
R1 1.6402 1.6402 1.6314 1.6377
PP 1.6351 1.6351 1.6351 1.6338
S1 1.6249 1.6249 1.6286 1.6224
S2 1.6198 1.6198 1.6272
S3 1.6045 1.6096 1.6258
S4 1.5892 1.5943 1.6216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6529 1.6300 0.0229 1.4% 0.0019 0.1% 0% False True 27
10 1.6552 1.6300 0.0252 1.5% 0.0010 0.1% 0% False True 34
20 1.6771 1.6300 0.0471 2.9% 0.0007 0.0% 0% False True 22
40 1.7096 1.6300 0.0796 4.9% 0.0005 0.0% 0% False True 13
60 1.7109 1.6300 0.0809 5.0% 0.0004 0.0% 0% False True 12
80 1.7109 1.6300 0.0809 5.0% 0.0003 0.0% 0% False True 9
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6300
2.618 1.6300
1.618 1.6300
1.000 1.6300
0.618 1.6300
HIGH 1.6300
0.618 1.6300
0.500 1.6300
0.382 1.6300
LOW 1.6300
0.618 1.6300
1.000 1.6300
1.618 1.6300
2.618 1.6300
4.250 1.6300
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 1.6300 1.6377
PP 1.6300 1.6351
S1 1.6300 1.6326

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

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