CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 29-Oct-2014
Day Change Summary
Previous Current
28-Oct-2014 29-Oct-2014 Change Change % Previous Week
Open 1.6132 1.6087 -0.0045 -0.3% 1.6130
High 1.6132 1.6087 -0.0045 -0.3% 1.6130
Low 1.6094 1.5985 -0.0109 -0.7% 1.5993
Close 1.6094 1.5985 -0.0109 -0.7% 1.6041
Range 0.0038 0.0102 0.0064 168.4% 0.0137
ATR 0.0056 0.0060 0.0004 6.8% 0.0000
Volume 1 2 1 100.0% 8
Daily Pivots for day following 29-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6325 1.6257 1.6041
R3 1.6223 1.6155 1.6013
R2 1.6121 1.6121 1.6004
R1 1.6053 1.6053 1.5994 1.6036
PP 1.6019 1.6019 1.6019 1.6011
S1 1.5951 1.5951 1.5976 1.5934
S2 1.5917 1.5917 1.5966
S3 1.5815 1.5849 1.5957
S4 1.5713 1.5747 1.5929
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6466 1.6390 1.6116
R3 1.6329 1.6253 1.6079
R2 1.6192 1.6192 1.6066
R1 1.6116 1.6116 1.6054 1.6086
PP 1.6055 1.6055 1.6055 1.6039
S1 1.5979 1.5979 1.6028 1.5949
S2 1.5918 1.5918 1.6016
S3 1.5781 1.5842 1.6003
S4 1.5644 1.5705 1.5966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6132 1.5985 0.0147 0.9% 0.0028 0.2% 0% False True 1
10 1.6132 1.5985 0.0147 0.9% 0.0014 0.1% 0% False True 1
20 1.6132 1.5870 0.0262 1.6% 0.0015 0.1% 44% False False 1
40 1.6378 1.5870 0.0508 3.2% 0.0011 0.1% 23% False False 3
60 1.6776 1.5870 0.0906 5.7% 0.0008 0.0% 13% False False 4
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 0.0000
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.6521
2.618 1.6354
1.618 1.6252
1.000 1.6189
0.618 1.6150
HIGH 1.6087
0.618 1.6048
0.500 1.6036
0.382 1.6024
LOW 1.5985
0.618 1.5922
1.000 1.5883
1.618 1.5820
2.618 1.5718
4.250 1.5552
Fisher Pivots for day following 29-Oct-2014
Pivot 1 day 3 day
R1 1.6036 1.6059
PP 1.6019 1.6034
S1 1.6002 1.6010

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

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