CME British Pound Future September 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 1.5603 1.5596 -0.0007 0.0% 1.5805
High 1.5603 1.5596 -0.0007 0.0% 1.5840
Low 1.5602 1.5596 -0.0006 0.0% 1.5640
Close 1.5602 1.5596 -0.0006 0.0% 1.5640
Range 0.0001 0.0000 -0.0001 -100.0% 0.0200
ATR 0.0048 0.0045 -0.0003 -6.2% 0.0000
Volume 8 2 -6 -75.0% 40
Daily Pivots for day following 18-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.5596 1.5596 1.5596
R3 1.5596 1.5596 1.5596
R2 1.5596 1.5596 1.5596
R1 1.5596 1.5596 1.5596 1.5596
PP 1.5596 1.5596 1.5596 1.5596
S1 1.5596 1.5596 1.5596 1.5596
S2 1.5596 1.5596 1.5596
S3 1.5596 1.5596 1.5596
S4 1.5596 1.5596 1.5596
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.6307 1.6173 1.5750
R3 1.6107 1.5973 1.5695
R2 1.5907 1.5907 1.5677
R1 1.5773 1.5773 1.5658 1.5740
PP 1.5707 1.5707 1.5707 1.5690
S1 1.5573 1.5573 1.5622 1.5540
S2 1.5507 1.5507 1.5603
S3 1.5307 1.5373 1.5585
S4 1.5107 1.5173 1.5530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5740 1.5596 0.0144 0.9% 0.0000 0.0% 0% False True 6
10 1.5927 1.5596 0.0331 2.1% 0.0008 0.1% 0% False True 8
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 1.5596
2.618 1.5596
1.618 1.5596
1.000 1.5596
0.618 1.5596
HIGH 1.5596
0.618 1.5596
0.500 1.5596
0.382 1.5596
LOW 1.5596
0.618 1.5596
1.000 1.5596
1.618 1.5596
2.618 1.5596
4.250 1.5596
Fisher Pivots for day following 18-Nov-2014
Pivot 1 day 3 day
R1 1.5596 1.5618
PP 1.5596 1.5611
S1 1.5596 1.5603

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

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