CME British Pound Future March 2015

Trading Metrics calculated at close of trading on 10-Nov-2014

Day Change Summary
	Previous	Current
	07-Nov-2014	10-Nov-2014	Change	Change %	Previous Week
Open	1.5821	1.5870	0.0049	0.3%	1.5962
High	1.5865	1.5900	0.0035	0.2%	1.6010
Low	1.5787	1.5830	0.0043	0.3%	1.5787
Close	1.5847	1.5834	-0.0013	-0.1%	1.5847
Range	0.0078	0.0070	-0.0008	-10.3%	0.0223
ATR	0.0093	0.0091	-0.0002	-1.8%	0.0000
Volume	136	201	65	47.8%	2,002

Daily Pivots for day following 10-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6065	1.6019	1.5873
R3	1.5995	1.5949	1.5853
R2	1.5925	1.5925	1.5847
R1	1.5879	1.5879	1.5840	1.5867
PP	1.5855	1.5855	1.5855	1.5849
S1	1.5809	1.5809	1.5828	1.5797
S2	1.5785	1.5785	1.5821
S3	1.5715	1.5739	1.5815
S4	1.5645	1.5669	1.5796

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6550	1.6422	1.5970
R3	1.6327	1.6199	1.5908
R2	1.6104	1.6104	1.5888
R1	1.5976	1.5976	1.5867	1.5929
PP	1.5881	1.5881	1.5881	1.5858
S1	1.5753	1.5753	1.5827	1.5706
S2	1.5658	1.5658	1.5806
S3	1.5435	1.5530	1.5786
S4	1.5212	1.5307	1.5724

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6003	1.5787	0.0216	1.4%	0.0098	0.6%	22%	False	False	416
10	1.6160	1.5787	0.0373	2.4%	0.0091	0.6%	13%	False	False	308
20	1.6162	1.5787	0.0375	2.4%	0.0092	0.6%	13%	False	False	231
40	1.6494	1.5787	0.0707	4.5%	0.0093	0.6%	7%	False	False	145
60	1.6690	1.5787	0.0903	5.7%	0.0066	0.4%	5%	False	False	104
80	1.7037	1.5787	0.1250	7.9%	0.0050	0.3%	4%	False	False	78
100	1.7109	1.5787	0.1322	8.3%	0.0040	0.3%	4%	False	False	65
120	1.7109	1.5787	0.1322	8.3%	0.0034	0.2%	4%	False	False	54

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	True
Stretch	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6198
2.618	1.6083
1.618	1.6013
1.000	1.5970
0.618	1.5943
HIGH	1.5900
0.618	1.5873
0.500	1.5865
0.382	1.5857
LOW	1.5830
0.618	1.5787
1.000	1.5760
1.618	1.5717
2.618	1.5647
4.250	1.5533

Fisher Pivots for day following 10-Nov-2014
Pivot	1 day	3 day
R1	1.5865	1.5882
PP	1.5855	1.5866
S1	1.5844	1.5850

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols