CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 28-Oct-2014
Day Change Summary
Previous Current
27-Oct-2014 28-Oct-2014 Change Change % Previous Week
Open 1.6073 1.6100 0.0027 0.2% 1.6083
High 1.6122 1.6160 0.0038 0.2% 1.6162
Low 1.6073 1.6085 0.0012 0.1% 1.5981
Close 1.6109 1.6110 0.0001 0.0% 1.6057
Range 0.0049 0.0075 0.0026 53.1% 0.0181
ATR 0.0090 0.0089 -0.0001 -1.2% 0.0000
Volume 341 36 -305 -89.4% 728
Daily Pivots for day following 28-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6343 1.6302 1.6151
R3 1.6268 1.6227 1.6131
R2 1.6193 1.6193 1.6124
R1 1.6152 1.6152 1.6117 1.6173
PP 1.6118 1.6118 1.6118 1.6129
S1 1.6077 1.6077 1.6103 1.6098
S2 1.6043 1.6043 1.6096
S3 1.5968 1.6002 1.6089
S4 1.5893 1.5927 1.6069
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6610 1.6514 1.6157
R3 1.6429 1.6333 1.6107
R2 1.6248 1.6248 1.6090
R1 1.6152 1.6152 1.6074 1.6110
PP 1.6067 1.6067 1.6067 1.6045
S1 1.5971 1.5971 1.6040 1.5929
S2 1.5886 1.5886 1.6024
S3 1.5705 1.5790 1.6007
S4 1.5524 1.5609 1.5957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6160 1.5981 0.0179 1.1% 0.0066 0.4% 72% True False 101
10 1.6162 1.5859 0.0303 1.9% 0.0085 0.5% 83% False False 154
20 1.6224 1.5859 0.0365 2.3% 0.0096 0.6% 69% False False 107
40 1.6494 1.5859 0.0635 3.9% 0.0077 0.5% 40% False False 70
60 1.6831 1.5859 0.0972 6.0% 0.0052 0.3% 26% False False 53
80 1.7108 1.5859 0.1249 7.8% 0.0040 0.2% 20% False False 41
100 1.7109 1.5859 0.1250 7.8% 0.0032 0.2% 20% False False 35
120 1.7109 1.5859 0.1250 7.8% 0.0027 0.2% 20% False False 29
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 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6479
2.618 1.6356
1.618 1.6281
1.000 1.6235
0.618 1.6206
HIGH 1.6160
0.618 1.6131
0.500 1.6123
0.382 1.6114
LOW 1.6085
0.618 1.6039
1.000 1.6010
1.618 1.5964
2.618 1.5889
4.250 1.5766
Fisher Pivots for day following 28-Oct-2014
Pivot 1 day 3 day
R1 1.6123 1.6103
PP 1.6118 1.6095
S1 1.6114 1.6088

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

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