CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 02-Mar-2015
Day Change Summary
Previous Current
27-Feb-2015 02-Mar-2015 Change Change % Previous Week
Open 1.5408 1.5424 0.0016 0.1% 1.5389
High 1.5458 1.5429 -0.0029 -0.2% 1.5552
Low 1.5382 1.5349 -0.0033 -0.2% 1.5330
Close 1.5436 1.5361 -0.0075 -0.5% 1.5436
Range 0.0076 0.0080 0.0004 5.3% 0.0222
ATR 0.0113 0.0111 -0.0002 -1.7% 0.0000
Volume 85,598 75,267 -10,331 -12.1% 402,741
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.5620 1.5570 1.5405
R3 1.5540 1.5490 1.5383
R2 1.5460 1.5460 1.5376
R1 1.5410 1.5410 1.5368 1.5395
PP 1.5380 1.5380 1.5380 1.5372
S1 1.5330 1.5330 1.5354 1.5315
S2 1.5300 1.5300 1.5346
S3 1.5220 1.5250 1.5339
S4 1.5140 1.5170 1.5317
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.6105 1.5993 1.5558
R3 1.5883 1.5771 1.5497
R2 1.5661 1.5661 1.5477
R1 1.5549 1.5549 1.5456 1.5605
PP 1.5439 1.5439 1.5439 1.5468
S1 1.5327 1.5327 1.5416 1.5383
S2 1.5217 1.5217 1.5395
S3 1.4995 1.5105 1.5375
S4 1.4773 1.4883 1.5314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5552 1.5349 0.0203 1.3% 0.0096 0.6% 6% False True 81,804
10 1.5552 1.5313 0.0239 1.6% 0.0104 0.7% 20% False False 85,827
20 1.5552 1.4983 0.0569 3.7% 0.0113 0.7% 66% False False 87,210
40 1.5577 1.4946 0.0631 4.1% 0.0121 0.8% 66% False False 94,149
60 1.5776 1.4946 0.0830 5.4% 0.0115 0.7% 50% False False 80,529
80 1.6003 1.4946 0.1057 6.9% 0.0113 0.7% 39% False False 60,576
100 1.6202 1.4946 0.1256 8.2% 0.0108 0.7% 33% False False 48,489
120 1.6494 1.4946 0.1548 10.1% 0.0103 0.7% 27% False False 40,415
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5769
2.618 1.5638
1.618 1.5558
1.000 1.5509
0.618 1.5478
HIGH 1.5429
0.618 1.5398
0.500 1.5389
0.382 1.5380
LOW 1.5349
0.618 1.5300
1.000 1.5269
1.618 1.5220
2.618 1.5140
4.250 1.5009
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 1.5389 1.5451
PP 1.5380 1.5421
S1 1.5370 1.5391

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

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