CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 10-Dec-2014
Day Change Summary
Previous Current
09-Dec-2014 10-Dec-2014 Change Change % Previous Week
Open 1.5647 1.5658 0.0011 0.1% 1.5621
High 1.5706 1.5708 0.0002 0.0% 1.5750
Low 1.5616 1.5637 0.0021 0.1% 1.5557
Close 1.5653 1.5693 0.0040 0.3% 1.5570
Range 0.0090 0.0071 -0.0019 -21.1% 0.0193
ATR 0.0108 0.0106 -0.0003 -2.5% 0.0000
Volume 50,612 73,990 23,378 46.2% 21,214
Daily Pivots for day following 10-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.5892 1.5864 1.5732
R3 1.5821 1.5793 1.5713
R2 1.5750 1.5750 1.5706
R1 1.5722 1.5722 1.5700 1.5736
PP 1.5679 1.5679 1.5679 1.5687
S1 1.5651 1.5651 1.5686 1.5665
S2 1.5608 1.5608 1.5680
S3 1.5537 1.5580 1.5673
S4 1.5466 1.5509 1.5654
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 1.5713 1.5530 0.0183 1.2% 0.0101 0.6% 89% False False 30,930
10 1.5813 1.5530 0.0283 1.8% 0.0122 0.8% 58% False False 16,722
20 1.5915 1.5530 0.0385 2.5% 0.0109 0.7% 42% False False 8,499
40 1.6162 1.5530 0.0632 4.0% 0.0099 0.6% 26% False False 4,370
60 1.6494 1.5530 0.0964 6.1% 0.0098 0.6% 17% False False 2,933
80 1.6620 1.5530 0.1090 6.9% 0.0078 0.5% 15% False False 2,205
100 1.7012 1.5530 0.1482 9.4% 0.0063 0.4% 11% False False 1,765
120 1.7109 1.5530 0.1579 10.1% 0.0052 0.3% 10% False False 1,472
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0029
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.6010
2.618 1.5894
1.618 1.5823
1.000 1.5779
0.618 1.5752
HIGH 1.5708
0.618 1.5681
0.500 1.5673
0.382 1.5664
LOW 1.5637
0.618 1.5593
1.000 1.5566
1.618 1.5522
2.618 1.5451
4.250 1.5335
Fisher Pivots for day following 10-Dec-2014
Pivot 1 day 3 day
R1 1.5686 1.5668
PP 1.5679 1.5644
S1 1.5673 1.5619

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

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