CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 1.5660 1.5613 -0.0047 -0.3% 1.5715
High 1.5673 1.5656 -0.0017 -0.1% 1.5776
Low 1.5595 1.5563 -0.0032 -0.2% 1.5536
Close 1.5624 1.5583 -0.0041 -0.3% 1.5624
Range 0.0078 0.0093 0.0015 19.2% 0.0240
ATR 0.0115 0.0113 -0.0002 -1.4% 0.0000
Volume 67,789 41,509 -26,280 -38.8% 490,569
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.5880 1.5824 1.5634
R3 1.5787 1.5731 1.5609
R2 1.5694 1.5694 1.5600
R1 1.5638 1.5638 1.5592 1.5620
PP 1.5601 1.5601 1.5601 1.5591
S1 1.5545 1.5545 1.5574 1.5527
S2 1.5508 1.5508 1.5566
S3 1.5415 1.5452 1.5557
S4 1.5322 1.5359 1.5532
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.6365 1.6235 1.5756
R3 1.6125 1.5995 1.5690
R2 1.5885 1.5885 1.5668
R1 1.5755 1.5755 1.5646 1.5700
PP 1.5645 1.5645 1.5645 1.5618
S1 1.5515 1.5515 1.5602 1.5460
S2 1.5405 1.5405 1.5580
S3 1.5165 1.5275 1.5558
S4 1.4925 1.5035 1.5492
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% 0.0136 0.9% 20% False False 86,997
10 1.5776 1.5536 0.0240 1.5% 0.0114 0.7% 20% False False 80,050
20 1.5813 1.5530 0.0283 1.8% 0.0118 0.8% 19% False False 42,188
40 1.6160 1.5530 0.0630 4.0% 0.0105 0.7% 8% False False 21,238
60 1.6251 1.5530 0.0721 4.6% 0.0102 0.7% 7% False False 14,189
80 1.6529 1.5530 0.0999 6.4% 0.0090 0.6% 5% False False 10,651
100 1.6831 1.5530 0.1301 8.3% 0.0072 0.5% 4% False False 8,523
120 1.7108 1.5530 0.1578 10.1% 0.0061 0.4% 3% False False 7,104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6051
2.618 1.5899
1.618 1.5806
1.000 1.5749
0.618 1.5713
HIGH 1.5656
0.618 1.5620
0.500 1.5610
0.382 1.5599
LOW 1.5563
0.618 1.5506
1.000 1.5470
1.618 1.5413
2.618 1.5320
4.250 1.5168
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 1.5610 1.5607
PP 1.5601 1.5599
S1 1.5592 1.5591

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

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