CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 18-Nov-2014
Day Change Summary
Previous Current
17-Nov-2014 18-Nov-2014 Change Change % Previous Week
Open 1.5614 1.5614 0.0000 0.0% 1.5819
High 1.5614 1.5614 0.0000 0.0% 1.5854
Low 1.5614 1.5608 -0.0006 0.0% 1.5652
Close 1.5614 1.5608 -0.0006 0.0% 1.5652
Range 0.0000 0.0006 0.0006 0.0202
ATR 0.0051 0.0047 -0.0003 -6.3% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 18-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.5628 1.5624 1.5611
R3 1.5622 1.5618 1.5610
R2 1.5616 1.5616 1.5609
R1 1.5612 1.5612 1.5609 1.5611
PP 1.5610 1.5610 1.5610 1.5610
S1 1.5606 1.5606 1.5607 1.5605
S2 1.5604 1.5604 1.5607
S3 1.5598 1.5600 1.5606
S4 1.5592 1.5594 1.5605
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.6325 1.6191 1.5763
R3 1.6123 1.5989 1.5708
R2 1.5921 1.5921 1.5689
R1 1.5787 1.5787 1.5671 1.5753
PP 1.5719 1.5719 1.5719 1.5703
S1 1.5585 1.5585 1.5633 1.5551
S2 1.5517 1.5517 1.5615
S3 1.5315 1.5383 1.5596
S4 1.5113 1.5181 1.5541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5807 1.5608 0.0199 1.3% 0.0013 0.1% 0% False True 1
10 1.5943 1.5608 0.0335 2.1% 0.0006 0.0% 0% False True 2
20 1.6132 1.5608 0.0524 3.4% 0.0010 0.1% 0% False True 2
40 1.6289 1.5608 0.0681 4.4% 0.0009 0.1% 0% False True 1
60 1.6531 1.5608 0.0923 5.9% 0.0009 0.1% 0% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5640
2.618 1.5630
1.618 1.5624
1.000 1.5620
0.618 1.5618
HIGH 1.5614
0.618 1.5612
0.500 1.5611
0.382 1.5610
LOW 1.5608
0.618 1.5604
1.000 1.5602
1.618 1.5598
2.618 1.5592
4.250 1.5583
Fisher Pivots for day following 18-Nov-2014
Pivot 1 day 3 day
R1 1.5611 1.5632
PP 1.5610 1.5624
S1 1.5609 1.5616

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

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