CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 13-Feb-2015
Day Change Summary
Previous Current
12-Feb-2015 13-Feb-2015 Change Change % Previous Week
Open 1.5234 1.5381 0.0147 1.0% 1.5228
High 1.5412 1.5419 0.0007 0.0% 1.5419
Low 1.5206 1.5368 0.0162 1.1% 1.5193
Close 1.5405 1.5389 -0.0016 -0.1% 1.5389
Range 0.0206 0.0051 -0.0155 -75.2% 0.0226
ATR 0.0126 0.0120 -0.0005 -4.2% 0.0000
Volume 130,967 58,286 -72,681 -55.5% 396,283
Daily Pivots for day following 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.5545 1.5518 1.5417
R3 1.5494 1.5467 1.5403
R2 1.5443 1.5443 1.5398
R1 1.5416 1.5416 1.5394 1.5430
PP 1.5392 1.5392 1.5392 1.5399
S1 1.5365 1.5365 1.5384 1.5379
S2 1.5341 1.5341 1.5380
S3 1.5290 1.5314 1.5375
S4 1.5239 1.5263 1.5361
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.6012 1.5926 1.5513
R3 1.5786 1.5700 1.5451
R2 1.5560 1.5560 1.5430
R1 1.5474 1.5474 1.5410 1.5517
PP 1.5334 1.5334 1.5334 1.5355
S1 1.5248 1.5248 1.5368 1.5291
S2 1.5108 1.5108 1.5348
S3 1.4882 1.5022 1.5327
S4 1.4656 1.4796 1.5265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5419 1.5193 0.0226 1.5% 0.0098 0.6% 87% True False 79,256
10 1.5419 1.4983 0.0436 2.8% 0.0122 0.8% 93% True False 88,592
20 1.5419 1.4946 0.0473 3.1% 0.0129 0.8% 94% True False 91,930
40 1.5740 1.4946 0.0794 5.2% 0.0119 0.8% 56% False False 86,420
60 1.5813 1.4946 0.0867 5.6% 0.0116 0.8% 51% False False 66,407
80 1.6162 1.4946 0.1216 7.9% 0.0109 0.7% 36% False False 49,872
100 1.6377 1.4946 0.1431 9.3% 0.0107 0.7% 31% False False 39,912
120 1.6552 1.4946 0.1606 10.4% 0.0095 0.6% 28% False False 33,265
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1.5636
2.618 1.5553
1.618 1.5502
1.000 1.5470
0.618 1.5451
HIGH 1.5419
0.618 1.5400
0.500 1.5394
0.382 1.5387
LOW 1.5368
0.618 1.5336
1.000 1.5317
1.618 1.5285
2.618 1.5234
4.250 1.5151
Fisher Pivots for day following 13-Feb-2015
Pivot 1 day 3 day
R1 1.5394 1.5364
PP 1.5392 1.5338
S1 1.5391 1.5313

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

View Archives - Comment on this page... - Back to Index of Symbols