CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 1.5308 1.5200 -0.0108 -0.7% 1.5493
High 1.5308 1.5229 -0.0079 -0.5% 1.5551
Low 1.5308 1.5200 -0.0108 -0.7% 1.5308
Close 1.5308 1.5229 -0.0079 -0.5% 1.5308
Range 0.0000 0.0029 0.0029 0.0243
ATR 0.0066 0.0069 0.0003 4.6% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5306 1.5297 1.5245
R3 1.5277 1.5268 1.5237
R2 1.5248 1.5248 1.5234
R1 1.5239 1.5239 1.5232 1.5244
PP 1.5219 1.5219 1.5219 1.5222
S1 1.5210 1.5210 1.5226 1.5215
S2 1.5190 1.5190 1.5224
S3 1.5161 1.5181 1.5221
S4 1.5132 1.5152 1.5213
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.6118 1.5956 1.5442
R3 1.5875 1.5713 1.5375
R2 1.5632 1.5632 1.5353
R1 1.5470 1.5470 1.5330 1.5430
PP 1.5389 1.5389 1.5389 1.5369
S1 1.5227 1.5227 1.5286 1.5187
S2 1.5146 1.5146 1.5263
S3 1.4903 1.4984 1.5241
S4 1.4660 1.4741 1.5174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5551 1.5200 0.0351 2.3% 0.0011 0.1% 8% False True 1
10 1.5605 1.5200 0.0405 2.7% 0.0006 0.0% 7% False True 1
20 1.5699 1.5200 0.0499 3.3% 0.0003 0.0% 6% False True 1
40 1.5840 1.5200 0.0640 4.2% 0.0001 0.0% 5% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 1.5352
2.618 1.5305
1.618 1.5276
1.000 1.5258
0.618 1.5247
HIGH 1.5229
0.618 1.5218
0.500 1.5215
0.382 1.5211
LOW 1.5200
0.618 1.5182
1.000 1.5171
1.618 1.5153
2.618 1.5124
4.250 1.5077
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 1.5224 1.5376
PP 1.5219 1.5327
S1 1.5215 1.5278

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

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