CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary
Previous Current
20-Mar-2015 23-Mar-2015 Change Change % Previous Week
Open 1.4747 1.4963 0.0216 1.5% 1.4730
High 1.4982 1.4966 -0.0016 -0.1% 1.5145
Low 1.4714 1.4831 0.0117 0.8% 1.4625
Close 1.4934 1.4932 -0.0002 0.0% 1.4934
Range 0.0268 0.0135 -0.0133 -49.6% 0.0520
ATR 0.0170 0.0168 -0.0003 -1.5% 0.0000
Volume 125,721 121,095 -4,626 -3.7% 634,397
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.5315 1.5258 1.5006
R3 1.5180 1.5123 1.4969
R2 1.5045 1.5045 1.4957
R1 1.4988 1.4988 1.4944 1.4949
PP 1.4910 1.4910 1.4910 1.4890
S1 1.4853 1.4853 1.4920 1.4814
S2 1.4775 1.4775 1.4907
S3 1.4640 1.4718 1.4895
S4 1.4505 1.4583 1.4858
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.6461 1.6218 1.5220
R3 1.5941 1.5698 1.5077
R2 1.5421 1.5421 1.5029
R1 1.5178 1.5178 1.4982 1.5300
PP 1.4901 1.4901 1.4901 1.4962
S1 1.4658 1.4658 1.4886 1.4780
S2 1.4381 1.4381 1.4839
S3 1.3861 1.4138 1.4791
S4 1.3341 1.3618 1.4648
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5145 1.4625 0.0520 3.5% 0.0273 1.8% 59% False False 132,826
10 1.5145 1.4625 0.0520 3.5% 0.0216 1.4% 59% False False 116,413
20 1.5541 1.4625 0.0916 6.1% 0.0158 1.1% 34% False False 61,393
40 1.5541 1.4625 0.0916 6.1% 0.0132 0.9% 34% False False 30,818
60 1.5568 1.4625 0.0943 6.3% 0.0117 0.8% 33% False False 20,580
80 1.5772 1.4625 0.1147 7.7% 0.0102 0.7% 27% False False 15,437
100 1.6132 1.4625 0.1507 10.1% 0.0086 0.6% 20% False False 12,350
120 1.6155 1.4625 0.1530 10.2% 0.0073 0.5% 20% False False 10,292
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0038
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5540
2.618 1.5319
1.618 1.5184
1.000 1.5101
0.618 1.5049
HIGH 1.4966
0.618 1.4914
0.500 1.4899
0.382 1.4883
LOW 1.4831
0.618 1.4748
1.000 1.4696
1.618 1.4613
2.618 1.4478
4.250 1.4257
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 1.4921 1.4902
PP 1.4910 1.4871
S1 1.4899 1.4841

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

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