CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 18-Dec-2014
Day Change Summary
Previous Current
17-Dec-2014 18-Dec-2014 Change Change % Previous Week
Open 1.5737 1.5563 -0.0174 -1.1% 1.5557
High 1.5740 1.5668 -0.0072 -0.5% 1.5746
Low 1.5536 1.5540 0.0004 0.0% 1.5530
Close 1.5542 1.5661 0.0119 0.8% 1.5696
Range 0.0204 0.0128 -0.0076 -37.3% 0.0216
ATR 0.0117 0.0118 0.0001 0.7% 0.0000
Volume 122,677 85,257 -37,420 -30.5% 286,336
Daily Pivots for day following 18-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.6007 1.5962 1.5731
R3 1.5879 1.5834 1.5696
R2 1.5751 1.5751 1.5684
R1 1.5706 1.5706 1.5673 1.5729
PP 1.5623 1.5623 1.5623 1.5634
S1 1.5578 1.5578 1.5649 1.5601
S2 1.5495 1.5495 1.5638
S3 1.5367 1.5450 1.5626
S4 1.5239 1.5322 1.5591
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.6305 1.6217 1.5815
R3 1.6089 1.6001 1.5755
R2 1.5873 1.5873 1.5736
R1 1.5785 1.5785 1.5716 1.5829
PP 1.5657 1.5657 1.5657 1.5680
S1 1.5569 1.5569 1.5676 1.5613
S2 1.5441 1.5441 1.5656
S3 1.5225 1.5353 1.5637
S4 1.5009 1.5137 1.5577
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5776 1.5536 0.0240 1.5% 0.0141 0.9% 52% False False 99,203
10 1.5776 1.5530 0.0246 1.6% 0.0123 0.8% 53% False False 71,536
20 1.5813 1.5530 0.0283 1.8% 0.0119 0.8% 46% False False 36,759
40 1.6160 1.5530 0.0630 4.0% 0.0103 0.7% 21% False False 18,508
60 1.6312 1.5530 0.0782 5.0% 0.0102 0.6% 17% False False 12,372
80 1.6552 1.5530 0.1022 6.5% 0.0087 0.6% 13% False False 9,285
100 1.6871 1.5530 0.1341 8.6% 0.0070 0.4% 10% False False 7,431
120 1.7109 1.5530 0.1579 10.1% 0.0059 0.4% 8% False False 6,193
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 0.0024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6212
2.618 1.6003
1.618 1.5875
1.000 1.5796
0.618 1.5747
HIGH 1.5668
0.618 1.5619
0.500 1.5604
0.382 1.5589
LOW 1.5540
0.618 1.5461
1.000 1.5412
1.618 1.5333
2.618 1.5205
4.250 1.4996
Fisher Pivots for day following 18-Dec-2014
Pivot 1 day 3 day
R1 1.5642 1.5659
PP 1.5623 1.5658
S1 1.5604 1.5656

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

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