CME British Pound Future March 2015

Trading Metrics calculated at close of trading on 24-Nov-2014

Day Change Summary
	Previous	Current
	21-Nov-2014	24-Nov-2014	Change	Change %	Previous Week
Open	1.5684	1.5631	-0.0053	-0.3%	1.5654
High	1.5700	1.5700	0.0000	0.0%	1.5721
Low	1.5613	1.5620	0.0007	0.0%	1.5577
Close	1.5632	1.5683	0.0051	0.3%	1.5632
Range	0.0087	0.0080	-0.0007	-8.0%	0.0144
ATR	0.0095	0.0094	-0.0001	-1.1%	0.0000
Volume	195	208	13	6.7%	1,420

Daily Pivots for day following 24-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.5908	1.5875	1.5727
R3	1.5828	1.5795	1.5705
R2	1.5748	1.5748	1.5698
R1	1.5715	1.5715	1.5690	1.5732
PP	1.5668	1.5668	1.5668	1.5676
S1	1.5635	1.5635	1.5676	1.5652
S2	1.5588	1.5588	1.5668
S3	1.5508	1.5555	1.5661
S4	1.5428	1.5475	1.5639

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6075	1.5998	1.5711
R3	1.5931	1.5854	1.5672
R2	1.5787	1.5787	1.5658
R1	1.5710	1.5710	1.5645	1.5677
PP	1.5643	1.5643	1.5643	1.5627
S1	1.5566	1.5566	1.5619	1.5533
S2	1.5499	1.5499	1.5606
S3	1.5355	1.5422	1.5592
S4	1.5211	1.5278	1.5553

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5721	1.5577	0.0144	0.9%	0.0087	0.6%	74%	False	False	259
10	1.5915	1.5576	0.0339	2.2%	0.0096	0.6%	32%	False	False	254
20	1.6160	1.5576	0.0584	3.7%	0.0094	0.6%	18%	False	False	281
40	1.6251	1.5576	0.0675	4.3%	0.0095	0.6%	16%	False	False	194
60	1.6494	1.5576	0.0918	5.9%	0.0081	0.5%	12%	False	False	141
80	1.6831	1.5576	0.1255	8.0%	0.0061	0.4%	9%	False	False	110
100	1.7108	1.5576	0.1532	9.8%	0.0050	0.3%	7%	False	False	89
120	1.7109	1.5576	0.1533	9.8%	0.0042	0.3%	7%	False	False	75

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	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6040
2.618	1.5909
1.618	1.5829
1.000	1.5780
0.618	1.5749
HIGH	1.5700
0.618	1.5669
0.500	1.5660
0.382	1.5651
LOW	1.5620
0.618	1.5571
1.000	1.5540
1.618	1.5491
2.618	1.5411
4.250	1.5280

Fisher Pivots for day following 24-Nov-2014
Pivot	1 day	3 day
R1	1.5675	1.5678
PP	1.5668	1.5672
S1	1.5660	1.5667

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