CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 1.6403 1.6309 -0.0094 -0.6% 1.6210
High 1.6494 1.6327 -0.0167 -1.0% 1.6494
Low 1.6280 1.6295 0.0015 0.1% 1.6149
Close 1.6282 1.6327 0.0045 0.3% 1.6282
Range 0.0214 0.0032 -0.0182 -85.0% 0.0345
ATR 0.0071 0.0069 -0.0002 -2.6% 0.0000
Volume 115 48 -67 -58.3% 219
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6412 1.6402 1.6345
R3 1.6380 1.6370 1.6336
R2 1.6348 1.6348 1.6333
R1 1.6338 1.6338 1.6330 1.6343
PP 1.6316 1.6316 1.6316 1.6319
S1 1.6306 1.6306 1.6324 1.6311
S2 1.6284 1.6284 1.6321
S3 1.6252 1.6274 1.6318
S4 1.6220 1.6242 1.6309
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.7343 1.7158 1.6472
R3 1.6998 1.6813 1.6377
R2 1.6653 1.6653 1.6345
R1 1.6468 1.6468 1.6314 1.6561
PP 1.6308 1.6308 1.6308 1.6355
S1 1.6123 1.6123 1.6250 1.6216
S2 1.5963 1.5963 1.6219
S3 1.5618 1.5778 1.6187
S4 1.5273 1.5433 1.6092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6494 1.6149 0.0345 2.1% 0.0102 0.6% 52% False False 52
10 1.6494 1.6060 0.0434 2.7% 0.0062 0.4% 62% False False 28
20 1.6552 1.6060 0.0492 3.0% 0.0036 0.2% 54% False False 29
40 1.6945 1.6060 0.0885 5.4% 0.0019 0.1% 30% False False 18
60 1.7109 1.6060 0.1049 6.4% 0.0014 0.1% 25% False False 15
80 1.7109 1.6060 0.1049 6.4% 0.0011 0.1% 25% False False 12
100 1.7109 1.6060 0.1049 6.4% 0.0009 0.1% 25% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6463
2.618 1.6411
1.618 1.6379
1.000 1.6359
0.618 1.6347
HIGH 1.6327
0.618 1.6315
0.500 1.6311
0.382 1.6307
LOW 1.6295
0.618 1.6275
1.000 1.6263
1.618 1.6243
2.618 1.6211
4.250 1.6159
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 1.6322 1.6387
PP 1.6316 1.6367
S1 1.6311 1.6347

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

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