CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 1.6378 1.6289 -0.0089 -0.5% 1.6178
High 1.6378 1.6289 -0.0089 -0.5% 1.6327
Low 1.6345 1.6289 -0.0056 -0.3% 1.6178
Close 1.6355 1.6289 -0.0066 -0.4% 1.6261
Range 0.0033 0.0000 -0.0033 -100.0% 0.0149
ATR 0.0052 0.0053 0.0001 1.9% 0.0000
Volume 23 2 -21 -91.3% 28
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6289 1.6289 1.6289
R3 1.6289 1.6289 1.6289
R2 1.6289 1.6289 1.6289
R1 1.6289 1.6289 1.6289 1.6289
PP 1.6289 1.6289 1.6289 1.6289
S1 1.6289 1.6289 1.6289 1.6289
S2 1.6289 1.6289 1.6289
S3 1.6289 1.6289 1.6289
S4 1.6289 1.6289 1.6289
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 1.6378 1.6246 0.0132 0.8% 0.0023 0.1% 33% False False 14
10 1.6378 1.6172 0.0206 1.3% 0.0016 0.1% 57% False False 7
20 1.6531 1.6042 0.0489 3.0% 0.0008 0.1% 51% False False 4
Crabel Price Patterns
NR True
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6289
2.618 1.6289
1.618 1.6289
1.000 1.6289
0.618 1.6289
HIGH 1.6289
0.618 1.6289
0.500 1.6289
0.382 1.6289
LOW 1.6289
0.618 1.6289
1.000 1.6289
1.618 1.6289
2.618 1.6289
4.250 1.6289
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 1.6289 1.6334
PP 1.6289 1.6319
S1 1.6289 1.6304

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

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