CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 30-Oct-2014
Day Change Summary
Previous Current
29-Oct-2014 30-Oct-2014 Change Change % Previous Week
Open 1.6087 1.5969 -0.0118 -0.7% 1.6130
High 1.6087 1.5969 -0.0118 -0.7% 1.6130
Low 1.5985 1.5969 -0.0016 -0.1% 1.5993
Close 1.5985 1.5969 -0.0016 -0.1% 1.6041
Range 0.0102 0.0000 -0.0102 -100.0% 0.0137
ATR 0.0060 0.0057 -0.0003 -5.2% 0.0000
Volume 2 3 1 50.0% 8
Daily Pivots for day following 30-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.5969 1.5969 1.5969
R3 1.5969 1.5969 1.5969
R2 1.5969 1.5969 1.5969
R1 1.5969 1.5969 1.5969 1.5969
PP 1.5969 1.5969 1.5969 1.5969
S1 1.5969 1.5969 1.5969 1.5969
S2 1.5969 1.5969 1.5969
S3 1.5969 1.5969 1.5969
S4 1.5969 1.5969 1.5969
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 1.5969 0.0163 1.0% 0.0028 0.2% 0% False True 1
10 1.6132 1.5969 0.0163 1.0% 0.0014 0.1% 0% False True 1
20 1.6132 1.5870 0.0262 1.6% 0.0015 0.1% 38% False False 1
40 1.6378 1.5870 0.0508 3.2% 0.0011 0.1% 19% False False 3
60 1.6767 1.5870 0.0897 5.6% 0.0008 0.0% 11% False False 3
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5969
2.618 1.5969
1.618 1.5969
1.000 1.5969
0.618 1.5969
HIGH 1.5969
0.618 1.5969
0.500 1.5969
0.382 1.5969
LOW 1.5969
0.618 1.5969
1.000 1.5969
1.618 1.5969
2.618 1.5969
4.250 1.5969
Fisher Pivots for day following 30-Oct-2014
Pivot 1 day 3 day
R1 1.5969 1.6051
PP 1.5969 1.6023
S1 1.5969 1.5996

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

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