CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 1.6300 1.6087 -0.0213 -1.3% 1.6441
High 1.6300 1.6087 -0.0213 -1.3% 1.6453
Low 1.6300 1.6087 -0.0213 -1.3% 1.6300
Close 1.6300 1.6087 -0.0213 -1.3% 1.6300
Range
ATR 0.0036 0.0048 0.0013 35.4% 0.0000
Volume 5 5 0 0.0% 93
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6087 1.6087 1.6087
R3 1.6087 1.6087 1.6087
R2 1.6087 1.6087 1.6087
R1 1.6087 1.6087 1.6087 1.6087
PP 1.6087 1.6087 1.6087 1.6087
S1 1.6087 1.6087 1.6087 1.6087
S2 1.6087 1.6087 1.6087
S3 1.6087 1.6087 1.6087
S4 1.6087 1.6087 1.6087
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 1.6453 1.6087 0.0366 2.3% 0.0019 0.1% 0% False True 19
10 1.6552 1.6087 0.0465 2.9% 0.0010 0.1% 0% False True 30
20 1.6771 1.6087 0.0684 4.3% 0.0007 0.0% 0% False True 22
40 1.7096 1.6087 0.1009 6.3% 0.0005 0.0% 0% False True 12
60 1.7109 1.6087 0.1022 6.4% 0.0004 0.0% 0% False True 12
80 1.7109 1.6087 0.1022 6.4% 0.0003 0.0% 0% False True 9
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.6087
2.618 1.6087
1.618 1.6087
1.000 1.6087
0.618 1.6087
HIGH 1.6087
0.618 1.6087
0.500 1.6087
0.382 1.6087
LOW 1.6087
0.618 1.6087
1.000 1.6087
1.618 1.6087
2.618 1.6087
4.250 1.6087
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 1.6087 1.6227
PP 1.6087 1.6180
S1 1.6087 1.6134

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

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