CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 1.5101 1.4996 -0.0105 -0.7% 1.5098
High 1.5101 1.4996 -0.0105 -0.7% 1.5201
Low 1.5101 1.4996 -0.0105 -0.7% 1.5095
Close 1.5101 1.4996 -0.0105 -0.7% 1.5142
Range
ATR 0.0056 0.0060 0.0003 6.2% 0.0000
Volume 7 7 0 0.0% 12
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.4996 1.4996 1.4996
R3 1.4996 1.4996 1.4996
R2 1.4996 1.4996 1.4996
R1 1.4996 1.4996 1.4996 1.4996
PP 1.4996 1.4996 1.4996 1.4996
S1 1.4996 1.4996 1.4996 1.4996
S2 1.4996 1.4996 1.4996
S3 1.4996 1.4996 1.4996
S4 1.4996 1.4996 1.4996
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5464 1.5409 1.5200
R3 1.5358 1.5303 1.5171
R2 1.5252 1.5252 1.5161
R1 1.5197 1.5197 1.5152 1.5225
PP 1.5146 1.5146 1.5146 1.5160
S1 1.5091 1.5091 1.5132 1.5119
S2 1.5040 1.5040 1.5123
S3 1.4934 1.4985 1.5113
S4 1.4828 1.4879 1.5084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5158 1.4996 0.0162 1.1% 0.0002 0.0% 0% False True 4
10 1.5201 1.4996 0.0205 1.4% 0.0019 0.1% 0% False True 3
20 1.5551 1.4996 0.0555 3.7% 0.0013 0.1% 0% False True 2
40 1.5761 1.4996 0.0765 5.1% 0.0006 0.0% 0% False True 1
60 1.6078 1.4996 0.1082 7.2% 0.0006 0.0% 0% False True 3
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.4996
2.618 1.4996
1.618 1.4996
1.000 1.4996
0.618 1.4996
HIGH 1.4996
0.618 1.4996
0.500 1.4996
0.382 1.4996
LOW 1.4996
0.618 1.4996
1.000 1.4996
1.618 1.4996
2.618 1.4996
4.250 1.4996
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 1.4996 1.5067
PP 1.4996 1.5043
S1 1.4996 1.5020

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

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