CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 1.6258 1.6261 0.0003 0.0% 1.6178
High 1.6327 1.6261 -0.0066 -0.4% 1.6327
Low 1.6246 1.6261 0.0015 0.1% 1.6178
Close 1.6327 1.6261 -0.0066 -0.4% 1.6261
Range 0.0081 0.0000 -0.0081 -100.0% 0.0149
ATR 0.0050 0.0051 0.0001 2.3% 0.0000
Volume 2 23 21 1,050.0% 28
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6261 1.6261 1.6261
R3 1.6261 1.6261 1.6261
R2 1.6261 1.6261 1.6261
R1 1.6261 1.6261 1.6261 1.6261
PP 1.6261 1.6261 1.6261 1.6261
S1 1.6261 1.6261 1.6261 1.6261
S2 1.6261 1.6261 1.6261
S3 1.6261 1.6261 1.6261
S4 1.6261 1.6261 1.6261
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6702 1.6631 1.6343
R3 1.6553 1.6482 1.6302
R2 1.6404 1.6404 1.6288
R1 1.6333 1.6333 1.6275 1.6369
PP 1.6255 1.6255 1.6255 1.6273
S1 1.6184 1.6184 1.6247 1.6220
S2 1.6106 1.6106 1.6234
S3 1.5957 1.6035 1.6220
S4 1.5808 1.5886 1.6179
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% 56% False False 5
10 1.6327 1.6042 0.0285 1.8% 0.0013 0.1% 77% False False 3
20 1.6531 1.6042 0.0489 3.0% 0.0007 0.0% 45% False False 3
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6261
2.618 1.6261
1.618 1.6261
1.000 1.6261
0.618 1.6261
HIGH 1.6261
0.618 1.6261
0.500 1.6261
0.382 1.6261
LOW 1.6261
0.618 1.6261
1.000 1.6261
1.618 1.6261
2.618 1.6261
4.250 1.6261
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 1.6261 1.6284
PP 1.6261 1.6276
S1 1.6261 1.6269

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

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