CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 20-Apr-2015

Day Change Summary
	Previous	Current
	17-Apr-2015	20-Apr-2015	Change	Change %	Previous Week
Open	1.4918	1.4935	0.0017	0.1%	1.4626
High	1.5033	1.4958	-0.0075	-0.5%	1.5033
Low	1.4915	1.4881	-0.0034	-0.2%	1.4592
Close	1.4946	1.4888	-0.0058	-0.4%	1.4946
Range	0.0118	0.0077	-0.0041	-34.7%	0.0441
ATR	0.0121	0.0118	-0.0003	-2.6%	0.0000
Volume	190	174	-16	-8.4%	671

Daily Pivots for day following 20-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5140	1.5091	1.4930
R3	1.5063	1.5014	1.4909
R2	1.4986	1.4986	1.4902
R1	1.4937	1.4937	1.4895	1.4923
PP	1.4909	1.4909	1.4909	1.4902
S1	1.4860	1.4860	1.4881	1.4846
S2	1.4832	1.4832	1.4874
S3	1.4755	1.4783	1.4867
S4	1.4678	1.4706	1.4846

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6180	1.6004	1.5189
R3	1.5739	1.5563	1.5067
R2	1.5298	1.5298	1.5027
R1	1.5122	1.5122	1.4986	1.5210
PP	1.4857	1.4857	1.4857	1.4901
S1	1.4681	1.4681	1.4906	1.4769
S2	1.4416	1.4416	1.4865
S3	1.3975	1.4240	1.4825
S4	1.3534	1.3799	1.4703

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5033	1.4600	0.0433	2.9%	0.0130	0.9%	67%	False	False	133
10	1.5033	1.4591	0.0442	3.0%	0.0125	0.8%	67%	False	False	99
20	1.5033	1.4591	0.0442	3.0%	0.0110	0.7%	67%	False	False	78
40	1.5510	1.4591	0.0919	6.2%	0.0099	0.7%	32%	False	False	48
60	1.5510	1.4591	0.0919	6.2%	0.0069	0.5%	32%	False	False	34
80	1.5551	1.4591	0.0960	6.4%	0.0055	0.4%	31%	False	False	26
100	1.5761	1.4591	0.1170	7.9%	0.0044	0.3%	25%	False	False	21
120	1.6078	1.4591	0.1487	10.0%	0.0038	0.3%	20%	False	False	19

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.5285
2.618	1.5160
1.618	1.5083
1.000	1.5035
0.618	1.5006
HIGH	1.4958
0.618	1.4929
0.500	1.4920
0.382	1.4910
LOW	1.4881
0.618	1.4833
1.000	1.4804
1.618	1.4756
2.618	1.4679
4.250	1.4554

Fisher Pivots for day following 20-Apr-2015
Pivot	1 day	3 day
R1	1.4920	1.4923
PP	1.4909	1.4911
S1	1.4899	1.4900

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols