CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 1.6060 1.6107 0.0047 0.3% 1.6441
High 1.6060 1.6171 0.0111 0.7% 1.6453
Low 1.6060 1.6107 0.0047 0.3% 1.6300
Close 1.6060 1.6171 0.0111 0.7% 1.6300
Range 0.0000 0.0064 0.0064 0.0153
ATR 0.0047 0.0051 0.0005 9.8% 0.0000
Volume 5 5 0 0.0% 93
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6342 1.6320 1.6206
R3 1.6278 1.6256 1.6189
R2 1.6214 1.6214 1.6183
R1 1.6192 1.6192 1.6177 1.6203
PP 1.6150 1.6150 1.6150 1.6155
S1 1.6128 1.6128 1.6165 1.6139
S2 1.6086 1.6086 1.6159
S3 1.6022 1.6064 1.6153
S4 1.5958 1.6000 1.6136
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 1.6366 1.6060 0.0306 1.9% 0.0026 0.2% 36% False False 4
10 1.6552 1.6060 0.0492 3.0% 0.0016 0.1% 23% False False 23
20 1.6690 1.6060 0.0630 3.9% 0.0010 0.1% 18% False False 22
40 1.7085 1.6060 0.1025 6.3% 0.0007 0.0% 11% False False 12
60 1.7109 1.6060 0.1049 6.5% 0.0005 0.0% 11% False False 12
80 1.7109 1.6060 0.1049 6.5% 0.0004 0.0% 11% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6443
2.618 1.6339
1.618 1.6275
1.000 1.6235
0.618 1.6211
HIGH 1.6171
0.618 1.6147
0.500 1.6139
0.382 1.6131
LOW 1.6107
0.618 1.6067
1.000 1.6043
1.618 1.6003
2.618 1.5939
4.250 1.5835
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 1.6160 1.6153
PP 1.6150 1.6134
S1 1.6139 1.6116

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

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