CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 22-Oct-2014
Day Change Summary
Previous Current
21-Oct-2014 22-Oct-2014 Change Change % Previous Week
Open 1.6136 1.6094 -0.0042 -0.3% 1.6054
High 1.6162 1.6100 -0.0062 -0.4% 1.6103
Low 1.6099 1.5995 -0.0104 -0.6% 1.5859
Close 1.6099 1.6030 -0.0069 -0.4% 1.6088
Range 0.0063 0.0105 0.0042 66.7% 0.0244
ATR 0.0097 0.0098 0.0001 0.6% 0.0000
Volume 520 33 -487 -93.7% 513
Daily Pivots for day following 22-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6357 1.6298 1.6088
R3 1.6252 1.6193 1.6059
R2 1.6147 1.6147 1.6049
R1 1.6088 1.6088 1.6040 1.6065
PP 1.6042 1.6042 1.6042 1.6030
S1 1.5983 1.5983 1.6020 1.5960
S2 1.5937 1.5937 1.6011
S3 1.5832 1.5878 1.6001
S4 1.5727 1.5773 1.5972
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6749 1.6662 1.6222
R3 1.6505 1.6418 1.6155
R2 1.6261 1.6261 1.6133
R1 1.6174 1.6174 1.6110 1.6218
PP 1.6017 1.6017 1.6017 1.6038
S1 1.5930 1.5930 1.6066 1.5974
S2 1.5773 1.5773 1.6043
S3 1.5529 1.5686 1.6021
S4 1.5285 1.5442 1.5954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6162 1.5941 0.0221 1.4% 0.0090 0.6% 40% False False 198
10 1.6202 1.5859 0.0343 2.1% 0.0101 0.6% 50% False False 127
20 1.6312 1.5859 0.0453 2.8% 0.0098 0.6% 38% False False 100
40 1.6552 1.5859 0.0693 4.3% 0.0071 0.4% 25% False False 63
60 1.6871 1.5859 0.1012 6.3% 0.0048 0.3% 17% False False 46
80 1.7109 1.5859 0.1250 7.8% 0.0037 0.2% 14% False False 36
100 1.7109 1.5859 0.1250 7.8% 0.0030 0.2% 14% False False 30
120 1.7109 1.5859 0.1250 7.8% 0.0025 0.2% 14% False False 25
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 0.0020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6546
2.618 1.6375
1.618 1.6270
1.000 1.6205
0.618 1.6165
HIGH 1.6100
0.618 1.6060
0.500 1.6048
0.382 1.6035
LOW 1.5995
0.618 1.5930
1.000 1.5890
1.618 1.5825
2.618 1.5720
4.250 1.5549
Fisher Pivots for day following 22-Oct-2014
Pivot 1 day 3 day
R1 1.6048 1.6079
PP 1.6042 1.6062
S1 1.6036 1.6046

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

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