CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 07-Oct-2014
Day Change Summary
Previous Current
06-Oct-2014 07-Oct-2014 Change Change % Previous Week
Open 1.5959 1.6005 0.0046 0.3% 1.6220
High 1.6069 1.6091 0.0022 0.1% 1.6251
Low 1.5950 1.6005 0.0055 0.3% 1.5930
Close 1.6035 1.6071 0.0036 0.2% 1.5937
Range 0.0119 0.0086 -0.0033 -27.7% 0.0321
ATR 0.0084 0.0084 0.0000 0.2% 0.0000
Volume 76 58 -18 -23.7% 268
Daily Pivots for day following 07-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6314 1.6278 1.6118
R3 1.6228 1.6192 1.6095
R2 1.6142 1.6142 1.6087
R1 1.6106 1.6106 1.6079 1.6124
PP 1.6056 1.6056 1.6056 1.6065
S1 1.6020 1.6020 1.6063 1.6038
S2 1.5970 1.5970 1.6055
S3 1.5884 1.5934 1.6047
S4 1.5798 1.5848 1.6024
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 1.6224 1.5930 0.0294 1.8% 0.0109 0.7% 48% False False 70
10 1.6377 1.5930 0.0447 2.8% 0.0089 0.6% 32% False False 69
20 1.6494 1.5930 0.0564 3.5% 0.0080 0.5% 25% False False 48
40 1.6771 1.5930 0.0841 5.2% 0.0043 0.3% 17% False False 35
60 1.7096 1.5930 0.1166 7.3% 0.0030 0.2% 12% False False 24
80 1.7109 1.5930 0.1179 7.3% 0.0023 0.1% 12% False False 21
100 1.7109 1.5930 0.1179 7.3% 0.0018 0.1% 12% False False 17
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6457
2.618 1.6316
1.618 1.6230
1.000 1.6177
0.618 1.6144
HIGH 1.6091
0.618 1.6058
0.500 1.6048
0.382 1.6038
LOW 1.6005
0.618 1.5952
1.000 1.5919
1.618 1.5866
2.618 1.5780
4.250 1.5640
Fisher Pivots for day following 07-Oct-2014
Pivot 1 day 3 day
R1 1.6063 1.6053
PP 1.6056 1.6036
S1 1.6048 1.6018

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

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