CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 26-Nov-2014
Day Change Summary
Previous Current
25-Nov-2014 26-Nov-2014 Change Change % Previous Week
Open 1.5669 1.5695 0.0026 0.2% 1.5654
High 1.5723 1.5792 0.0069 0.4% 1.5721
Low 1.5637 1.5669 0.0032 0.2% 1.5577
Close 1.5695 1.5785 0.0090 0.6% 1.5632
Range 0.0086 0.0123 0.0037 43.0% 0.0144
ATR 0.0094 0.0096 0.0002 2.2% 0.0000
Volume 443 1,526 1,083 244.5% 1,420
Daily Pivots for day following 26-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.6118 1.6074 1.5853
R3 1.5995 1.5951 1.5819
R2 1.5872 1.5872 1.5808
R1 1.5828 1.5828 1.5796 1.5850
PP 1.5749 1.5749 1.5749 1.5760
S1 1.5705 1.5705 1.5774 1.5727
S2 1.5626 1.5626 1.5762
S3 1.5503 1.5582 1.5751
S4 1.5380 1.5459 1.5717
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 1.5792 1.5613 0.0179 1.1% 0.0095 0.6% 96% True False 576
10 1.5792 1.5576 0.0216 1.4% 0.0093 0.6% 97% True False 412
20 1.6017 1.5576 0.0441 2.8% 0.0093 0.6% 47% False False 374
40 1.6202 1.5576 0.0626 4.0% 0.0096 0.6% 33% False False 241
60 1.6494 1.5576 0.0918 5.8% 0.0084 0.5% 23% False False 172
80 1.6803 1.5576 0.1227 7.8% 0.0064 0.4% 17% False False 134
100 1.7108 1.5576 0.1532 9.7% 0.0052 0.3% 14% False False 108
120 1.7109 1.5576 0.1533 9.7% 0.0043 0.3% 14% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6315
2.618 1.6114
1.618 1.5991
1.000 1.5915
0.618 1.5868
HIGH 1.5792
0.618 1.5745
0.500 1.5731
0.382 1.5716
LOW 1.5669
0.618 1.5593
1.000 1.5546
1.618 1.5470
2.618 1.5347
4.250 1.5146
Fisher Pivots for day following 26-Nov-2014
Pivot 1 day 3 day
R1 1.5767 1.5759
PP 1.5749 1.5732
S1 1.5731 1.5706

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

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