CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 1.5854 1.5807 -0.0047 -0.3% 1.5942
High 1.5854 1.5807 -0.0047 -0.3% 1.5968
Low 1.5854 1.5752 -0.0102 -0.6% 1.5805
Close 1.5854 1.5752 -0.0102 -0.6% 1.5832
Range 0.0000 0.0055 0.0055 0.0163
ATR 0.0048 0.0052 0.0004 8.0% 0.0000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.5935 1.5899 1.5782
R3 1.5880 1.5844 1.5767
R2 1.5825 1.5825 1.5762
R1 1.5789 1.5789 1.5757 1.5780
PP 1.5770 1.5770 1.5770 1.5766
S1 1.5734 1.5734 1.5747 1.5725
S2 1.5715 1.5715 1.5742
S3 1.5660 1.5679 1.5737
S4 1.5605 1.5624 1.5722
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.6357 1.6258 1.5922
R3 1.6194 1.6095 1.5877
R2 1.6031 1.6031 1.5862
R1 1.5932 1.5932 1.5847 1.5900
PP 1.5868 1.5868 1.5868 1.5853
S1 1.5769 1.5769 1.5817 1.5737
S2 1.5705 1.5705 1.5802
S3 1.5542 1.5606 1.5787
S4 1.5379 1.5443 1.5742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5854 1.5752 0.0102 0.6% 0.0011 0.1% 0% False True 3
10 1.5969 1.5752 0.0217 1.4% 0.0006 0.0% 0% False True 3
20 1.6132 1.5752 0.0380 2.4% 0.0010 0.1% 0% False True 2
40 1.6378 1.5752 0.0626 4.0% 0.0012 0.1% 0% False True 3
60 1.6538 1.5752 0.0786 5.0% 0.0009 0.1% 0% False True 3
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 10 trading days
Fibonacci Retracements and Extensions
4.250 1.6041
2.618 1.5951
1.618 1.5896
1.000 1.5862
0.618 1.5841
HIGH 1.5807
0.618 1.5786
0.500 1.5780
0.382 1.5773
LOW 1.5752
0.618 1.5718
1.000 1.5697
1.618 1.5663
2.618 1.5608
4.250 1.5518
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 1.5780 1.5803
PP 1.5770 1.5786
S1 1.5761 1.5769

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

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