CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 1.5695 1.5779 0.0084 0.5% 1.5631
High 1.5792 1.5813 0.0021 0.1% 1.5813
Low 1.5669 1.5603 -0.0066 -0.4% 1.5603
Close 1.5785 1.5606 -0.0179 -1.1% 1.5606
Range 0.0123 0.0210 0.0087 70.7% 0.0210
ATR 0.0096 0.0104 0.0008 8.5% 0.0000
Volume 1,526 1,973 447 29.3% 4,150
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.6304 1.6165 1.5722
R3 1.6094 1.5955 1.5664
R2 1.5884 1.5884 1.5645
R1 1.5745 1.5745 1.5625 1.5710
PP 1.5674 1.5674 1.5674 1.5656
S1 1.5535 1.5535 1.5587 1.5500
S2 1.5464 1.5464 1.5568
S3 1.5254 1.5325 1.5548
S4 1.5044 1.5115 1.5491
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.6304 1.6165 1.5722
R3 1.6094 1.5955 1.5664
R2 1.5884 1.5884 1.5645
R1 1.5745 1.5745 1.5625 1.5710
PP 1.5674 1.5674 1.5674 1.5656
S1 1.5535 1.5535 1.5587 1.5500
S2 1.5464 1.5464 1.5568
S3 1.5254 1.5325 1.5548
S4 1.5044 1.5115 1.5491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5813 1.5603 0.0210 1.3% 0.0117 0.8% 1% True True 869
10 1.5813 1.5576 0.0237 1.5% 0.0106 0.7% 13% True False 568
20 1.6010 1.5576 0.0434 2.8% 0.0100 0.6% 7% False False 452
40 1.6202 1.5576 0.0626 4.0% 0.0099 0.6% 5% False False 287
60 1.6494 1.5576 0.0918 5.9% 0.0087 0.6% 3% False False 205
80 1.6793 1.5576 0.1217 7.8% 0.0067 0.4% 2% False False 159
100 1.7096 1.5576 0.1520 9.7% 0.0054 0.3% 2% False False 128
120 1.7109 1.5576 0.1533 9.8% 0.0045 0.3% 2% False False 108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 1.6706
2.618 1.6363
1.618 1.6153
1.000 1.6023
0.618 1.5943
HIGH 1.5813
0.618 1.5733
0.500 1.5708
0.382 1.5683
LOW 1.5603
0.618 1.5473
1.000 1.5393
1.618 1.5263
2.618 1.5053
4.250 1.4711
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 1.5708 1.5708
PP 1.5674 1.5674
S1 1.5640 1.5640

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

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