CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 29-Jan-2015
Day Change Summary
Previous Current
28-Jan-2015 29-Jan-2015 Change Change % Previous Week
Open 1.5186 1.5139 -0.0047 -0.3% 1.5128
High 1.5216 1.5158 -0.0058 -0.4% 1.5208
Low 1.5127 1.5013 -0.0114 -0.8% 1.4946
Close 1.5153 1.5043 -0.0110 -0.7% 1.5011
Range 0.0089 0.0145 0.0056 62.9% 0.0262
ATR 0.0122 0.0123 0.0002 1.4% 0.0000
Volume 81,516 88,774 7,258 8.9% 408,859
Daily Pivots for day following 29-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5506 1.5420 1.5123
R3 1.5361 1.5275 1.5083
R2 1.5216 1.5216 1.5070
R1 1.5130 1.5130 1.5056 1.5101
PP 1.5071 1.5071 1.5071 1.5057
S1 1.4985 1.4985 1.5030 1.4956
S2 1.4926 1.4926 1.5016
S3 1.4781 1.4840 1.5003
S4 1.4636 1.4695 1.4963
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% 0.0120 0.8% 36% False False 89,062
10 1.5261 1.4946 0.0315 2.1% 0.0137 0.9% 31% False False 101,506
20 1.5612 1.4946 0.0666 4.4% 0.0128 0.9% 15% False False 98,475
40 1.5776 1.4946 0.0830 5.5% 0.0116 0.8% 12% False False 74,927
60 1.6010 1.4946 0.1064 7.1% 0.0112 0.7% 9% False False 50,135
80 1.6202 1.4946 0.1256 8.3% 0.0107 0.7% 8% False False 37,636
100 1.6494 1.4946 0.1548 10.3% 0.0100 0.7% 6% False False 30,117
120 1.6771 1.4946 0.1825 12.1% 0.0084 0.6% 5% False False 25,101
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5774
2.618 1.5538
1.618 1.5393
1.000 1.5303
0.618 1.5248
HIGH 1.5158
0.618 1.5103
0.500 1.5086
0.382 1.5068
LOW 1.5013
0.618 1.4923
1.000 1.4868
1.618 1.4778
2.618 1.4633
4.250 1.4397
Fisher Pivots for day following 29-Jan-2015
Pivot 1 day 3 day
R1 1.5086 1.5116
PP 1.5071 1.5092
S1 1.5057 1.5067

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

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