CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 1.5635 1.5622 -0.0013 -0.1% 1.5614
High 1.5703 1.5654 -0.0049 -0.3% 1.5703
Low 1.5635 1.5619 -0.0016 -0.1% 1.5608
Close 1.5673 1.5619 -0.0054 -0.3% 1.5619
Range 0.0068 0.0035 -0.0033 -48.5% 0.0095
ATR 0.0051 0.0051 0.0000 0.4% 0.0000
Volume 1 3 2 200.0% 7
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.5736 1.5712 1.5638
R3 1.5701 1.5677 1.5629
R2 1.5666 1.5666 1.5625
R1 1.5642 1.5642 1.5622 1.5637
PP 1.5631 1.5631 1.5631 1.5628
S1 1.5607 1.5607 1.5616 1.5602
S2 1.5596 1.5596 1.5613
S3 1.5561 1.5572 1.5609
S4 1.5526 1.5537 1.5600
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.5928 1.5869 1.5671
R3 1.5833 1.5774 1.5645
R2 1.5738 1.5738 1.5636
R1 1.5679 1.5679 1.5628 1.5709
PP 1.5643 1.5643 1.5643 1.5658
S1 1.5584 1.5584 1.5610 1.5614
S2 1.5548 1.5548 1.5602
S3 1.5453 1.5489 1.5593
S4 1.5358 1.5394 1.5567
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% 0.0029 0.2% 12% False False 1
10 1.5854 1.5608 0.0246 1.6% 0.0020 0.1% 4% False False 1
20 1.6132 1.5608 0.0524 3.4% 0.0017 0.1% 2% False False 2
40 1.6205 1.5608 0.0597 3.8% 0.0012 0.1% 2% False False 1
60 1.6508 1.5608 0.0900 5.8% 0.0011 0.1% 1% False False 2
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 1.5803
2.618 1.5746
1.618 1.5711
1.000 1.5689
0.618 1.5676
HIGH 1.5654
0.618 1.5641
0.500 1.5637
0.382 1.5632
LOW 1.5619
0.618 1.5597
1.000 1.5584
1.618 1.5562
2.618 1.5527
4.250 1.5470
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 1.5637 1.5661
PP 1.5631 1.5647
S1 1.5625 1.5633

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

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