CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 1.5675 1.5663 -0.0012 -0.1% 1.5621
High 1.5713 1.5682 -0.0031 -0.2% 1.5750
Low 1.5632 1.5557 -0.0075 -0.5% 1.5557
Close 1.5662 1.5570 -0.0092 -0.6% 1.5570
Range 0.0081 0.0125 0.0044 54.3% 0.0193
ATR 0.0106 0.0108 0.0001 1.2% 0.0000
Volume 5,895 6,245 350 5.9% 21,214
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.5978 1.5899 1.5639
R3 1.5853 1.5774 1.5604
R2 1.5728 1.5728 1.5593
R1 1.5649 1.5649 1.5581 1.5626
PP 1.5603 1.5603 1.5603 1.5592
S1 1.5524 1.5524 1.5559 1.5501
S2 1.5478 1.5478 1.5547
S3 1.5353 1.5399 1.5536
S4 1.5228 1.5274 1.5501
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.6205 1.6080 1.5676
R3 1.6012 1.5887 1.5623
R2 1.5819 1.5819 1.5605
R1 1.5694 1.5694 1.5588 1.5660
PP 1.5626 1.5626 1.5626 1.5609
S1 1.5501 1.5501 1.5552 1.5467
S2 1.5433 1.5433 1.5535
S3 1.5240 1.5308 1.5517
S4 1.5047 1.5115 1.5464
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5750 1.5557 0.0193 1.2% 0.0118 0.8% 7% False True 4,242
10 1.5813 1.5557 0.0256 1.6% 0.0118 0.8% 5% False True 2,555
20 1.5915 1.5557 0.0358 2.3% 0.0106 0.7% 4% False True 1,401
40 1.6162 1.5557 0.0605 3.9% 0.0098 0.6% 2% False True 810
60 1.6494 1.5557 0.0937 6.0% 0.0095 0.6% 1% False True 558
80 1.6690 1.5557 0.1133 7.3% 0.0074 0.5% 1% False True 424
100 1.7064 1.5557 0.1507 9.7% 0.0060 0.4% 1% False True 340
120 1.7109 1.5557 0.1552 10.0% 0.0050 0.3% 1% False True 285
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6213
2.618 1.6009
1.618 1.5884
1.000 1.5807
0.618 1.5759
HIGH 1.5682
0.618 1.5634
0.500 1.5620
0.382 1.5605
LOW 1.5557
0.618 1.5480
1.000 1.5432
1.618 1.5355
2.618 1.5230
4.250 1.5026
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 1.5620 1.5635
PP 1.5603 1.5613
S1 1.5587 1.5592

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

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