CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 02-Dec-2014
Day Change Summary
Previous Current
01-Dec-2014 02-Dec-2014 Change Change % Previous Week
Open 1.5621 1.5718 0.0097 0.6% 1.5631
High 1.5750 1.5730 -0.0020 -0.1% 1.5813
Low 1.5573 1.5621 0.0048 0.3% 1.5603
Close 1.5729 1.5626 -0.0103 -0.7% 1.5606
Range 0.0177 0.0109 -0.0068 -38.4% 0.0210
ATR 0.0109 0.0109 0.0000 0.0% 0.0000
Volume 2,325 3,404 1,079 46.4% 4,150
Daily Pivots for day following 02-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.5986 1.5915 1.5686
R3 1.5877 1.5806 1.5656
R2 1.5768 1.5768 1.5646
R1 1.5697 1.5697 1.5636 1.5678
PP 1.5659 1.5659 1.5659 1.5650
S1 1.5588 1.5588 1.5616 1.5569
S2 1.5550 1.5550 1.5606
S3 1.5441 1.5479 1.5596
S4 1.5332 1.5370 1.5566
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 1.5573 0.0240 1.5% 0.0141 0.9% 22% False False 1,934
10 1.5813 1.5573 0.0240 1.5% 0.0114 0.7% 22% False False 1,096
20 1.6003 1.5573 0.0430 2.8% 0.0108 0.7% 12% False False 715
40 1.6202 1.5573 0.0629 4.0% 0.0099 0.6% 8% False False 428
60 1.6494 1.5573 0.0921 5.9% 0.0091 0.6% 6% False False 300
80 1.6771 1.5573 0.1198 7.7% 0.0070 0.4% 4% False False 231
100 1.7096 1.5573 0.1523 9.7% 0.0057 0.4% 3% False False 185
120 1.7109 1.5573 0.1536 9.8% 0.0048 0.3% 3% False False 156
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6193
2.618 1.6015
1.618 1.5906
1.000 1.5839
0.618 1.5797
HIGH 1.5730
0.618 1.5688
0.500 1.5676
0.382 1.5663
LOW 1.5621
0.618 1.5554
1.000 1.5512
1.618 1.5445
2.618 1.5336
4.250 1.5158
Fisher Pivots for day following 02-Dec-2014
Pivot 1 day 3 day
R1 1.5676 1.5693
PP 1.5659 1.5671
S1 1.5643 1.5648

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

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