CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 13-Jan-2015
Day Change Summary
Previous Current
12-Jan-2015 13-Jan-2015 Change Change % Previous Week
Open 1.5181 1.5158 -0.0023 -0.2% 1.5275
High 1.5188 1.5185 -0.0003 0.0% 1.5311
Low 1.5092 1.5070 -0.0022 -0.1% 1.5027
Close 1.5172 1.5139 -0.0033 -0.2% 1.5157
Range 0.0096 0.0115 0.0019 19.8% 0.0284
ATR 0.0109 0.0109 0.0000 0.4% 0.0000
Volume 79,325 112,876 33,551 42.3% 504,298
Daily Pivots for day following 13-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5476 1.5423 1.5202
R3 1.5361 1.5308 1.5171
R2 1.5246 1.5246 1.5160
R1 1.5193 1.5193 1.5150 1.5162
PP 1.5131 1.5131 1.5131 1.5116
S1 1.5078 1.5078 1.5128 1.5047
S2 1.5016 1.5016 1.5118
S3 1.4901 1.4963 1.5107
S4 1.4786 1.4848 1.5076
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.6017 1.5871 1.5313
R3 1.5733 1.5587 1.5235
R2 1.5449 1.5449 1.5209
R1 1.5303 1.5303 1.5183 1.5234
PP 1.5165 1.5165 1.5165 1.5131
S1 1.5019 1.5019 1.5131 1.4950
S2 1.4881 1.4881 1.5105
S3 1.4597 1.4735 1.5079
S4 1.4313 1.4451 1.5001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5188 1.5027 0.0161 1.1% 0.0099 0.7% 70% False False 97,822
10 1.5612 1.5027 0.0585 3.9% 0.0115 0.8% 19% False False 89,294
20 1.5776 1.5027 0.0749 4.9% 0.0113 0.7% 15% False False 78,508
40 1.5813 1.5027 0.0786 5.2% 0.0109 0.7% 14% False False 47,085
60 1.6162 1.5027 0.1135 7.5% 0.0101 0.7% 10% False False 31,475
80 1.6494 1.5027 0.1467 9.7% 0.0102 0.7% 8% False False 23,623
100 1.6552 1.5027 0.1525 10.1% 0.0086 0.6% 7% False False 18,904
120 1.6945 1.5027 0.1918 12.7% 0.0072 0.5% 6% False False 15,754
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5674
2.618 1.5486
1.618 1.5371
1.000 1.5300
0.618 1.5256
HIGH 1.5185
0.618 1.5141
0.500 1.5128
0.382 1.5114
LOW 1.5070
0.618 1.4999
1.000 1.4955
1.618 1.4884
2.618 1.4769
4.250 1.4581
Fisher Pivots for day following 13-Jan-2015
Pivot 1 day 3 day
R1 1.5135 1.5136
PP 1.5131 1.5132
S1 1.5128 1.5129

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

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