CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 19-Feb-2015
Day Change Summary
Previous Current
18-Feb-2015 19-Feb-2015 Change Change % Previous Week
Open 1.5406 1.5439 0.0033 0.2% 1.5213
High 1.5435 1.5439 0.0004 0.0% 1.5391
Low 1.5406 1.5395 -0.0011 -0.1% 1.5200
Close 1.5418 1.5395 -0.0023 -0.1% 1.5375
Range 0.0029 0.0044 0.0015 51.7% 0.0191
ATR 0.0061 0.0060 -0.0001 -2.0% 0.0000
Volume 2 5 3 150.0% 77
Daily Pivots for day following 19-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.5542 1.5512 1.5419
R3 1.5498 1.5468 1.5407
R2 1.5454 1.5454 1.5403
R1 1.5424 1.5424 1.5399 1.5417
PP 1.5410 1.5410 1.5410 1.5406
S1 1.5380 1.5380 1.5391 1.5373
S2 1.5366 1.5366 1.5387
S3 1.5322 1.5336 1.5383
S4 1.5278 1.5292 1.5371
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.5895 1.5826 1.5480
R3 1.5704 1.5635 1.5428
R2 1.5513 1.5513 1.5410
R1 1.5444 1.5444 1.5393 1.5479
PP 1.5322 1.5322 1.5322 1.5339
S1 1.5253 1.5253 1.5357 1.5288
S2 1.5131 1.5131 1.5340
S3 1.4940 1.5062 1.5322
S4 1.4749 1.4871 1.5270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5439 1.5320 0.0119 0.8% 0.0030 0.2% 63% True False 6
10 1.5439 1.5200 0.0239 1.6% 0.0018 0.1% 82% True False 8
20 1.5439 1.4995 0.0444 2.9% 0.0009 0.1% 90% True False 7
40 1.5564 1.4995 0.0569 3.7% 0.0011 0.1% 70% False False 4
60 1.5761 1.4995 0.0766 5.0% 0.0007 0.0% 52% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5626
2.618 1.5554
1.618 1.5510
1.000 1.5483
0.618 1.5466
HIGH 1.5439
0.618 1.5422
0.500 1.5417
0.382 1.5412
LOW 1.5395
0.618 1.5368
1.000 1.5351
1.618 1.5324
2.618 1.5280
4.250 1.5208
Fisher Pivots for day following 19-Feb-2015
Pivot 1 day 3 day
R1 1.5417 1.5393
PP 1.5410 1.5391
S1 1.5402 1.5390

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

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