CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 09-Mar-2015
Day Change Summary
Previous Current
06-Mar-2015 09-Mar-2015 Change Change % Previous Week
Open 1.5249 1.5042 -0.0207 -1.4% 1.5424
High 1.5251 1.5136 -0.0115 -0.8% 1.5429
Low 1.5026 1.5033 0.0007 0.0% 1.5026
Close 1.5048 1.5130 0.0082 0.5% 1.5048
Range 0.0225 0.0103 -0.0122 -54.2% 0.0403
ATR 0.0113 0.0112 -0.0001 -0.6% 0.0000
Volume 123,205 102,341 -20,864 -16.9% 445,337
Daily Pivots for day following 09-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.5409 1.5372 1.5187
R3 1.5306 1.5269 1.5158
R2 1.5203 1.5203 1.5149
R1 1.5166 1.5166 1.5139 1.5185
PP 1.5100 1.5100 1.5100 1.5109
S1 1.5063 1.5063 1.5121 1.5082
S2 1.4997 1.4997 1.5111
S3 1.4894 1.4960 1.5102
S4 1.4791 1.4857 1.5073
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.6377 1.6115 1.5270
R3 1.5974 1.5712 1.5159
R2 1.5571 1.5571 1.5122
R1 1.5309 1.5309 1.5085 1.5239
PP 1.5168 1.5168 1.5168 1.5132
S1 1.4906 1.4906 1.5011 1.4836
S2 1.4765 1.4765 1.4974
S3 1.4362 1.4503 1.4937
S4 1.3959 1.4100 1.4826
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5396 1.5026 0.0370 2.4% 0.0111 0.7% 28% False False 94,482
10 1.5552 1.5026 0.0526 3.5% 0.0104 0.7% 20% False False 88,143
20 1.5552 1.5026 0.0526 3.5% 0.0104 0.7% 20% False False 86,348
40 1.5552 1.4946 0.0606 4.0% 0.0118 0.8% 30% False False 93,635
60 1.5776 1.4946 0.0830 5.5% 0.0115 0.8% 22% False False 87,003
80 1.5915 1.4946 0.0969 6.4% 0.0114 0.8% 19% False False 66,455
100 1.6162 1.4946 0.1216 8.0% 0.0109 0.7% 15% False False 53,210
120 1.6494 1.4946 0.1548 10.2% 0.0107 0.7% 12% False False 44,351
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5574
2.618 1.5406
1.618 1.5303
1.000 1.5239
0.618 1.5200
HIGH 1.5136
0.618 1.5097
0.500 1.5085
0.382 1.5072
LOW 1.5033
0.618 1.4969
1.000 1.4930
1.618 1.4866
2.618 1.4763
4.250 1.4595
Fisher Pivots for day following 09-Mar-2015
Pivot 1 day 3 day
R1 1.5115 1.5148
PP 1.5100 1.5142
S1 1.5085 1.5136

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

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