CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 18-Sep-2014
Day Change Summary
Previous Current
17-Sep-2014 18-Sep-2014 Change Change % Previous Week
Open 1.6269 1.6258 -0.0011 -0.1% 1.6069
High 1.6288 1.6327 0.0039 0.2% 1.6209
Low 1.6241 1.6246 0.0005 0.0% 1.6042
Close 1.6241 1.6327 0.0086 0.5% 1.6209
Range 0.0047 0.0081 0.0034 72.3% 0.0167
ATR 0.0047 0.0050 0.0003 5.9% 0.0000
Volume 1 2 1 100.0% 5
Daily Pivots for day following 18-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6543 1.6516 1.6372
R3 1.6462 1.6435 1.6349
R2 1.6381 1.6381 1.6342
R1 1.6354 1.6354 1.6334 1.6368
PP 1.6300 1.6300 1.6300 1.6307
S1 1.6273 1.6273 1.6320 1.6287
S2 1.6219 1.6219 1.6312
S3 1.6138 1.6192 1.6305
S4 1.6057 1.6111 1.6282
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6654 1.6599 1.6301
R3 1.6487 1.6432 1.6255
R2 1.6320 1.6320 1.6240
R1 1.6265 1.6265 1.6224 1.6293
PP 1.6153 1.6153 1.6153 1.6167
S1 1.6098 1.6098 1.6194 1.6126
S2 1.5986 1.5986 1.6178
S3 1.5819 1.5931 1.6163
S4 1.5652 1.5764 1.6117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6327 1.6178 0.0149 0.9% 0.0026 0.2% 100% True False 1
10 1.6327 1.6042 0.0285 1.7% 0.0013 0.1% 100% True False 1
20 1.6531 1.6042 0.0489 3.0% 0.0007 0.0% 58% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.6671
2.618 1.6539
1.618 1.6458
1.000 1.6408
0.618 1.6377
HIGH 1.6327
0.618 1.6296
0.500 1.6287
0.382 1.6277
LOW 1.6246
0.618 1.6196
1.000 1.6165
1.618 1.6115
2.618 1.6034
4.250 1.5902
Fisher Pivots for day following 18-Sep-2014
Pivot 1 day 3 day
R1 1.6314 1.6311
PP 1.6300 1.6295
S1 1.6287 1.6279

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

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