CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 10-Mar-2015
Day Change Summary
Previous Current
09-Mar-2015 10-Mar-2015 Change Change % Previous Week
Open 1.5042 1.5129 0.0087 0.6% 1.5424
High 1.5136 1.5131 -0.0005 0.0% 1.5429
Low 1.5033 1.5028 -0.0005 0.0% 1.5026
Close 1.5130 1.5073 -0.0057 -0.4% 1.5048
Range 0.0103 0.0103 0.0000 0.0% 0.0403
ATR 0.0112 0.0112 -0.0001 -0.6% 0.0000
Volume 102,341 131,307 28,966 28.3% 445,337
Daily Pivots for day following 10-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.5386 1.5333 1.5130
R3 1.5283 1.5230 1.5101
R2 1.5180 1.5180 1.5092
R1 1.5127 1.5127 1.5082 1.5102
PP 1.5077 1.5077 1.5077 1.5065
S1 1.5024 1.5024 1.5064 1.4999
S2 1.4974 1.4974 1.5054
S3 1.4871 1.4921 1.5045
S4 1.4768 1.4818 1.5016
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 1.5372 1.5026 0.0346 2.3% 0.0121 0.8% 14% False False 108,453
10 1.5552 1.5026 0.0526 3.5% 0.0107 0.7% 9% False False 93,350
20 1.5552 1.5026 0.0526 3.5% 0.0106 0.7% 9% False False 90,253
40 1.5552 1.4946 0.0606 4.0% 0.0118 0.8% 21% False False 93,892
60 1.5776 1.4946 0.0830 5.5% 0.0116 0.8% 15% False False 87,958
80 1.5915 1.4946 0.0969 6.4% 0.0114 0.8% 13% False False 68,093
100 1.6162 1.4946 0.1216 8.1% 0.0109 0.7% 10% False False 54,523
120 1.6494 1.4946 0.1548 10.3% 0.0107 0.7% 8% False False 45,445
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0011
Fibonacci Retracements and Extensions
4.250 1.5569
2.618 1.5401
1.618 1.5298
1.000 1.5234
0.618 1.5195
HIGH 1.5131
0.618 1.5092
0.500 1.5080
0.382 1.5067
LOW 1.5028
0.618 1.4964
1.000 1.4925
1.618 1.4861
2.618 1.4758
4.250 1.4590
Fisher Pivots for day following 10-Mar-2015
Pivot 1 day 3 day
R1 1.5080 1.5139
PP 1.5077 1.5117
S1 1.5075 1.5095

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

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