CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 26-Dec-2014
Day Change Summary
Previous Current
24-Dec-2014 26-Dec-2014 Change Change % Previous Week
Open 1.5510 1.5551 0.0041 0.3% 1.5613
High 1.5548 1.5560 0.0012 0.1% 1.5656
Low 1.5495 1.5528 0.0033 0.2% 1.5476
Close 1.5544 1.5551 0.0007 0.0% 1.5551
Range 0.0053 0.0032 -0.0021 -39.6% 0.0180
ATR 0.0110 0.0104 -0.0006 -5.1% 0.0000
Volume 26,151 10,931 -15,220 -58.2% 141,262
Daily Pivots for day following 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.5642 1.5629 1.5569
R3 1.5610 1.5597 1.5560
R2 1.5578 1.5578 1.5557
R1 1.5565 1.5565 1.5554 1.5567
PP 1.5546 1.5546 1.5546 1.5548
S1 1.5533 1.5533 1.5548 1.5535
S2 1.5514 1.5514 1.5545
S3 1.5482 1.5501 1.5542
S4 1.5450 1.5469 1.5533
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.6101 1.6006 1.5650
R3 1.5921 1.5826 1.5601
R2 1.5741 1.5741 1.5584
R1 1.5646 1.5646 1.5568 1.5604
PP 1.5561 1.5561 1.5561 1.5540
S1 1.5466 1.5466 1.5535 1.5424
S2 1.5381 1.5381 1.5518
S3 1.5201 1.5286 1.5502
S4 1.5021 1.5106 1.5452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5673 1.5476 0.0197 1.3% 0.0076 0.5% 38% False False 41,810
10 1.5776 1.5476 0.0300 1.9% 0.0108 0.7% 25% False False 70,506
20 1.5813 1.5476 0.0337 2.2% 0.0114 0.7% 22% False False 47,067
40 1.6017 1.5476 0.0541 3.5% 0.0104 0.7% 14% False False 23,721
60 1.6202 1.5476 0.0726 4.7% 0.0102 0.7% 10% False False 15,850
80 1.6494 1.5476 0.1018 6.5% 0.0092 0.6% 7% False False 11,896
100 1.6803 1.5476 0.1327 8.5% 0.0074 0.5% 6% False False 9,521
120 1.7108 1.5476 0.1632 10.5% 0.0062 0.4% 5% False False 7,935
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 1.5696
2.618 1.5644
1.618 1.5612
1.000 1.5592
0.618 1.5580
HIGH 1.5560
0.618 1.5548
0.500 1.5544
0.382 1.5540
LOW 1.5528
0.618 1.5508
1.000 1.5496
1.618 1.5476
2.618 1.5444
4.250 1.5392
Fisher Pivots for day following 26-Dec-2014
Pivot 1 day 3 day
R1 1.5549 1.5547
PP 1.5546 1.5542
S1 1.5544 1.5538

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

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