CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 1.5687 1.5635 -0.0052 -0.3% 1.5819
High 1.5687 1.5703 0.0016 0.1% 1.5854
Low 1.5652 1.5635 -0.0017 -0.1% 1.5652
Close 1.5652 1.5673 0.0021 0.1% 1.5652
Range 0.0035 0.0068 0.0033 94.3% 0.0202
ATR 0.0050 0.0051 0.0001 2.6% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.5874 1.5842 1.5710
R3 1.5806 1.5774 1.5692
R2 1.5738 1.5738 1.5685
R1 1.5706 1.5706 1.5679 1.5722
PP 1.5670 1.5670 1.5670 1.5679
S1 1.5638 1.5638 1.5667 1.5654
S2 1.5602 1.5602 1.5661
S3 1.5534 1.5570 1.5654
S4 1.5466 1.5502 1.5636
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 1.5703 1.5608 0.0095 0.6% 0.0022 0.1% 68% True False 1
10 1.5854 1.5608 0.0246 1.6% 0.0017 0.1% 26% False False 1
20 1.6132 1.5608 0.0524 3.3% 0.0015 0.1% 12% False False 2
40 1.6205 1.5608 0.0597 3.8% 0.0012 0.1% 11% False False 1
60 1.6531 1.5608 0.0923 5.9% 0.0010 0.1% 7% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.5992
2.618 1.5881
1.618 1.5813
1.000 1.5771
0.618 1.5745
HIGH 1.5703
0.618 1.5677
0.500 1.5669
0.382 1.5661
LOW 1.5635
0.618 1.5593
1.000 1.5567
1.618 1.5525
2.618 1.5457
4.250 1.5346
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 1.5672 1.5667
PP 1.5670 1.5661
S1 1.5669 1.5656

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

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