CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 31-Oct-2014
Day Change Summary
Previous Current
30-Oct-2014 31-Oct-2014 Change Change % Previous Week
Open 1.5997 1.5985 -0.0012 -0.1% 1.6073
High 1.6017 1.5987 -0.0030 -0.2% 1.6160
Low 1.5950 1.5926 -0.0024 -0.2% 1.5926
Close 1.5984 1.5972 -0.0012 -0.1% 1.5972
Range 0.0067 0.0061 -0.0006 -9.0% 0.0234
ATR 0.0091 0.0089 -0.0002 -2.3% 0.0000
Volume 411 368 -43 -10.5% 1,218
Daily Pivots for day following 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6145 1.6119 1.6006
R3 1.6084 1.6058 1.5989
R2 1.6023 1.6023 1.5983
R1 1.5997 1.5997 1.5978 1.5980
PP 1.5962 1.5962 1.5962 1.5953
S1 1.5936 1.5936 1.5966 1.5919
S2 1.5901 1.5901 1.5961
S3 1.5840 1.5875 1.5955
S4 1.5779 1.5814 1.5938
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6721 1.6581 1.6101
R3 1.6487 1.6347 1.6036
R2 1.6253 1.6253 1.6015
R1 1.6113 1.6113 1.5993 1.6066
PP 1.6019 1.6019 1.6019 1.5996
S1 1.5879 1.5879 1.5951 1.5832
S2 1.5785 1.5785 1.5929
S3 1.5551 1.5645 1.5908
S4 1.5317 1.5411 1.5843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6160 1.5926 0.0234 1.5% 0.0078 0.5% 20% False True 243
10 1.6162 1.5926 0.0236 1.5% 0.0073 0.5% 19% False True 194
20 1.6202 1.5859 0.0343 2.1% 0.0093 0.6% 33% False False 138
40 1.6494 1.5859 0.0635 4.0% 0.0081 0.5% 18% False False 90
60 1.6771 1.5859 0.0912 5.7% 0.0056 0.4% 12% False False 67
80 1.7096 1.5859 0.1237 7.7% 0.0043 0.3% 9% False False 51
100 1.7109 1.5859 0.1250 7.8% 0.0035 0.2% 9% False False 43
120 1.7109 1.5859 0.1250 7.8% 0.0029 0.2% 9% False False 36
Crabel Price Patterns
NR True
NR4 True
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6246
2.618 1.6147
1.618 1.6086
1.000 1.6048
0.618 1.6025
HIGH 1.5987
0.618 1.5964
0.500 1.5957
0.382 1.5949
LOW 1.5926
0.618 1.5888
1.000 1.5865
1.618 1.5827
2.618 1.5766
4.250 1.5667
Fisher Pivots for day following 31-Oct-2014
Pivot 1 day 3 day
R1 1.5967 1.6028
PP 1.5962 1.6009
S1 1.5957 1.5991

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

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