CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 1.5141 1.5097 -0.0044 -0.3% 1.5493
High 1.5141 1.5097 -0.0044 -0.3% 1.5551
Low 1.5137 1.5097 -0.0040 -0.3% 1.5308
Close 1.5137 1.5097 -0.0040 -0.3% 1.5308
Range 0.0004 0.0000 -0.0004 -100.0% 0.0243
ATR 0.0070 0.0068 -0.0002 -3.1% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5097 1.5097 1.5097
R3 1.5097 1.5097 1.5097
R2 1.5097 1.5097 1.5097
R1 1.5097 1.5097 1.5097 1.5097
PP 1.5097 1.5097 1.5097 1.5097
S1 1.5097 1.5097 1.5097 1.5097
S2 1.5097 1.5097 1.5097
S3 1.5097 1.5097 1.5097
S4 1.5097 1.5097 1.5097
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 1.5097 0.0454 3.0% 0.0007 0.0% 0% False True 1
10 1.5551 1.5097 0.0454 3.0% 0.0006 0.0% 0% False True 1
20 1.5699 1.5097 0.0602 4.0% 0.0003 0.0% 0% False True 1
40 1.5840 1.5097 0.0743 4.9% 0.0002 0.0% 0% False True 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5097
2.618 1.5097
1.618 1.5097
1.000 1.5097
0.618 1.5097
HIGH 1.5097
0.618 1.5097
0.500 1.5097
0.382 1.5097
LOW 1.5097
0.618 1.5097
1.000 1.5097
1.618 1.5097
2.618 1.5097
4.250 1.5097
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 1.5097 1.5163
PP 1.5097 1.5141
S1 1.5097 1.5119

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

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