CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 1.6044 1.5887 -0.0157 -1.0% 1.5959
High 1.6044 1.6037 -0.0007 0.0% 1.6202
Low 1.5885 1.5859 -0.0026 -0.2% 1.5950
Close 1.5886 1.5909 0.0023 0.1% 1.6030
Range 0.0159 0.0178 0.0019 11.9% 0.0252
ATR 0.0094 0.0100 0.0006 6.4% 0.0000
Volume 36 82 46 127.8% 317
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6469 1.6367 1.6007
R3 1.6291 1.6189 1.5958
R2 1.6113 1.6113 1.5942
R1 1.6011 1.6011 1.5925 1.6062
PP 1.5935 1.5935 1.5935 1.5961
S1 1.5833 1.5833 1.5893 1.5884
S2 1.5757 1.5757 1.5876
S3 1.5579 1.5655 1.5860
S4 1.5401 1.5477 1.5811
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6817 1.6675 1.6169
R3 1.6565 1.6423 1.6099
R2 1.6313 1.6313 1.6076
R1 1.6171 1.6171 1.6053 1.6242
PP 1.6061 1.6061 1.6061 1.6096
S1 1.5919 1.5919 1.6007 1.5990
S2 1.5809 1.5809 1.5984
S3 1.5557 1.5667 1.5961
S4 1.5305 1.5415 1.5891
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6202 1.5859 0.0343 2.2% 0.0113 0.7% 15% False True 57
10 1.6202 1.5859 0.0343 2.2% 0.0117 0.7% 15% False True 64
20 1.6494 1.5859 0.0635 4.0% 0.0099 0.6% 8% False True 63
40 1.6562 1.5859 0.0703 4.4% 0.0060 0.4% 7% False True 43
60 1.6998 1.5859 0.1139 7.2% 0.0041 0.3% 4% False True 29
80 1.7109 1.5859 0.1250 7.9% 0.0031 0.2% 4% False True 24
100 1.7109 1.5859 0.1250 7.9% 0.0025 0.2% 4% False True 20
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 0.0016
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.6794
2.618 1.6503
1.618 1.6325
1.000 1.6215
0.618 1.6147
HIGH 1.6037
0.618 1.5969
0.500 1.5948
0.382 1.5927
LOW 1.5859
0.618 1.5749
1.000 1.5681
1.618 1.5571
2.618 1.5393
4.250 1.5103
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 1.5948 1.5968
PP 1.5935 1.5948
S1 1.5922 1.5929

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

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