CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 1.5807 1.5690 -0.0117 -0.7% 1.5942
High 1.5807 1.5690 -0.0117 -0.7% 1.5968
Low 1.5752 1.5690 -0.0062 -0.4% 1.5805
Close 1.5752 1.5690 -0.0062 -0.4% 1.5832
Range 0.0055 0.0000 -0.0055 -100.0% 0.0163
ATR 0.0052 0.0053 0.0001 1.4% 0.0000
Volume 3 1 -2 -66.7% 15
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.5690 1.5690 1.5690
R3 1.5690 1.5690 1.5690
R2 1.5690 1.5690 1.5690
R1 1.5690 1.5690 1.5690 1.5690
PP 1.5690 1.5690 1.5690 1.5690
S1 1.5690 1.5690 1.5690 1.5690
S2 1.5690 1.5690 1.5690
S3 1.5690 1.5690 1.5690
S4 1.5690 1.5690 1.5690
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 1.5690 0.0164 1.0% 0.0011 0.1% 0% False True 2
10 1.5968 1.5690 0.0278 1.8% 0.0006 0.0% 0% False True 2
20 1.6132 1.5690 0.0442 2.8% 0.0010 0.1% 0% False True 2
40 1.6378 1.5690 0.0688 4.4% 0.0010 0.1% 0% False True 3
60 1.6531 1.5690 0.0841 5.4% 0.0009 0.1% 0% False True 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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5690
2.618 1.5690
1.618 1.5690
1.000 1.5690
0.618 1.5690
HIGH 1.5690
0.618 1.5690
0.500 1.5690
0.382 1.5690
LOW 1.5690
0.618 1.5690
1.000 1.5690
1.618 1.5690
2.618 1.5690
4.250 1.5690
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 1.5690 1.5772
PP 1.5690 1.5745
S1 1.5690 1.5717

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

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