CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 1.5004 1.5079 0.0075 0.5% 1.5128
High 1.5099 1.5219 0.0120 0.8% 1.5208
Low 1.4983 1.5055 0.0072 0.5% 1.4946
Close 1.5071 1.5196 0.0125 0.8% 1.5011
Range 0.0116 0.0164 0.0048 41.4% 0.0262
ATR 0.0121 0.0124 0.0003 2.5% 0.0000
Volume 74,184 97,411 23,227 31.3% 408,859
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5649 1.5586 1.5286
R3 1.5485 1.5422 1.5241
R2 1.5321 1.5321 1.5226
R1 1.5258 1.5258 1.5211 1.5290
PP 1.5157 1.5157 1.5157 1.5172
S1 1.5094 1.5094 1.5181 1.5126
S2 1.4993 1.4993 1.5166
S3 1.4829 1.4930 1.5151
S4 1.4665 1.4766 1.5106
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5841 1.5688 1.5155
R3 1.5579 1.5426 1.5083
R2 1.5317 1.5317 1.5059
R1 1.5164 1.5164 1.5035 1.5110
PP 1.5055 1.5055 1.5055 1.5028
S1 1.4902 1.4902 1.4987 1.4848
S2 1.4793 1.4793 1.4963
S3 1.4531 1.4640 1.4939
S4 1.4269 1.4378 1.4867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5219 1.4946 0.0273 1.8% 0.0142 0.9% 92% True False 95,808
10 1.5263 1.4946 0.0317 2.1% 0.0137 0.9% 79% False False 106,429
20 1.5612 1.4946 0.0666 4.4% 0.0124 0.8% 38% False False 94,488
40 1.5813 1.4946 0.0867 5.7% 0.0119 0.8% 29% False False 70,777
60 1.6017 1.4946 0.1071 7.0% 0.0111 0.7% 23% False False 47,310
80 1.6202 1.4946 0.1256 8.3% 0.0108 0.7% 20% False False 35,509
100 1.6494 1.4946 0.1548 10.2% 0.0098 0.6% 16% False False 28,414
120 1.6803 1.4946 0.1857 12.2% 0.0082 0.5% 13% False False 23,682
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 0.0038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5916
2.618 1.5648
1.618 1.5484
1.000 1.5383
0.618 1.5320
HIGH 1.5219
0.618 1.5156
0.500 1.5137
0.382 1.5118
LOW 1.5055
0.618 1.4954
1.000 1.4891
1.618 1.4790
2.618 1.4626
4.250 1.4358
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 1.5176 1.5158
PP 1.5157 1.5120
S1 1.5137 1.5083

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

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