CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 1.6175 1.6106 -0.0069 -0.4% 1.6220
High 1.6178 1.6106 -0.0072 -0.4% 1.6251
Low 1.6092 1.5930 -0.0162 -1.0% 1.5930
Close 1.6120 1.5937 -0.0183 -1.1% 1.5937
Range 0.0086 0.0176 0.0090 104.7% 0.0321
ATR 0.0072 0.0080 0.0008 11.8% 0.0000
Volume 148 29 -119 -80.4% 268
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6519 1.6404 1.6034
R3 1.6343 1.6228 1.5985
R2 1.6167 1.6167 1.5969
R1 1.6052 1.6052 1.5953 1.6022
PP 1.5991 1.5991 1.5991 1.5976
S1 1.5876 1.5876 1.5921 1.5846
S2 1.5815 1.5815 1.5905
S3 1.5639 1.5700 1.5889
S4 1.5463 1.5524 1.5840
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.7002 1.6791 1.6114
R3 1.6681 1.6470 1.6025
R2 1.6360 1.6360 1.5996
R1 1.6149 1.6149 1.5966 1.6094
PP 1.6039 1.6039 1.6039 1.6012
S1 1.5828 1.5828 1.5908 1.5773
S2 1.5718 1.5718 1.5878
S3 1.5397 1.5507 1.5849
S4 1.5076 1.5186 1.5760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6251 1.5930 0.0321 2.0% 0.0095 0.6% 2% False True 53
10 1.6377 1.5930 0.0447 2.8% 0.0081 0.5% 2% False True 61
20 1.6494 1.5930 0.0564 3.5% 0.0070 0.4% 1% False True 42
40 1.6771 1.5930 0.0841 5.3% 0.0038 0.2% 1% False True 32
60 1.7096 1.5930 0.1166 7.3% 0.0027 0.2% 1% False True 22
80 1.7109 1.5930 0.1179 7.4% 0.0020 0.1% 1% False True 19
100 1.7109 1.5930 0.1179 7.4% 0.0016 0.1% 1% False True 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.6854
2.618 1.6567
1.618 1.6391
1.000 1.6282
0.618 1.6215
HIGH 1.6106
0.618 1.6039
0.500 1.6018
0.382 1.5997
LOW 1.5930
0.618 1.5821
1.000 1.5754
1.618 1.5645
2.618 1.5469
4.250 1.5182
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 1.6018 1.6077
PP 1.5991 1.6030
S1 1.5964 1.5984

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

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