CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 12-Jan-2015
Day Change Summary
Previous Current
09-Jan-2015 12-Jan-2015 Change Change % Previous Week
Open 1.5073 1.5098 0.0025 0.2% 1.5200
High 1.5139 1.5154 0.0015 0.1% 1.5229
Low 1.5059 1.5098 0.0039 0.3% 1.5058
Close 1.5139 1.5154 0.0015 0.1% 1.5139
Range 0.0080 0.0056 -0.0024 -30.0% 0.0171
ATR 0.0067 0.0066 -0.0001 -1.2% 0.0000
Volume 1 2 1 100.0% 5
Daily Pivots for day following 12-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5303 1.5285 1.5185
R3 1.5247 1.5229 1.5169
R2 1.5191 1.5191 1.5164
R1 1.5173 1.5173 1.5159 1.5182
PP 1.5135 1.5135 1.5135 1.5140
S1 1.5117 1.5117 1.5149 1.5126
S2 1.5079 1.5079 1.5144
S3 1.5023 1.5061 1.5139
S4 1.4967 1.5005 1.5123
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5655 1.5568 1.5233
R3 1.5484 1.5397 1.5186
R2 1.5313 1.5313 1.5170
R1 1.5226 1.5226 1.5155 1.5184
PP 1.5142 1.5142 1.5142 1.5121
S1 1.5055 1.5055 1.5123 1.5013
S2 1.4971 1.4971 1.5108
S3 1.4800 1.4884 1.5092
S4 1.4629 1.4713 1.5045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5154 1.5058 0.0096 0.6% 0.0028 0.2% 100% True False 1
10 1.5551 1.5058 0.0493 3.3% 0.0020 0.1% 19% False False 1
20 1.5699 1.5058 0.0641 4.2% 0.0010 0.1% 15% False False 1
40 1.5761 1.5058 0.0703 4.6% 0.0005 0.0% 14% False False 1
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5392
2.618 1.5301
1.618 1.5245
1.000 1.5210
0.618 1.5189
HIGH 1.5154
0.618 1.5133
0.500 1.5126
0.382 1.5119
LOW 1.5098
0.618 1.5063
1.000 1.5042
1.618 1.5007
2.618 1.4951
4.250 1.4860
Fisher Pivots for day following 12-Jan-2015
Pivot 1 day 3 day
R1 1.5145 1.5138
PP 1.5135 1.5122
S1 1.5126 1.5106

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

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