CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 1.5900 1.5759 -0.0141 -0.9% 1.5962
High 1.5915 1.5763 -0.0152 -1.0% 1.6010
Low 1.5763 1.5680 -0.0083 -0.5% 1.5787
Close 1.5765 1.5703 -0.0062 -0.4% 1.5847
Range 0.0152 0.0083 -0.0069 -45.4% 0.0223
ATR 0.0095 0.0095 -0.0001 -0.8% 0.0000
Volume 160 416 256 160.0% 2,002
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.5964 1.5917 1.5749
R3 1.5881 1.5834 1.5726
R2 1.5798 1.5798 1.5718
R1 1.5751 1.5751 1.5711 1.5733
PP 1.5715 1.5715 1.5715 1.5707
S1 1.5668 1.5668 1.5695 1.5650
S2 1.5632 1.5632 1.5688
S3 1.5549 1.5585 1.5680
S4 1.5466 1.5502 1.5657
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.6550 1.6422 1.5970
R3 1.6327 1.6199 1.5908
R2 1.6104 1.6104 1.5888
R1 1.5976 1.5976 1.5867 1.5929
PP 1.5881 1.5881 1.5881 1.5858
S1 1.5753 1.5753 1.5827 1.5706
S2 1.5658 1.5658 1.5806
S3 1.5435 1.5530 1.5786
S4 1.5212 1.5307 1.5724
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5915 1.5680 0.0235 1.5% 0.0094 0.6% 10% False True 228
10 1.6010 1.5680 0.0330 2.1% 0.0095 0.6% 7% False True 337
20 1.6162 1.5680 0.0482 3.1% 0.0085 0.5% 5% False True 257
40 1.6494 1.5680 0.0814 5.2% 0.0094 0.6% 3% False True 162
60 1.6552 1.5680 0.0872 5.6% 0.0071 0.4% 3% False True 117
80 1.6945 1.5680 0.1265 8.1% 0.0054 0.3% 2% False True 88
100 1.7109 1.5680 0.1429 9.1% 0.0043 0.3% 2% False True 72
120 1.7109 1.5680 0.1429 9.1% 0.0036 0.2% 2% False True 61
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6116
2.618 1.5980
1.618 1.5897
1.000 1.5846
0.618 1.5814
HIGH 1.5763
0.618 1.5731
0.500 1.5722
0.382 1.5712
LOW 1.5680
0.618 1.5629
1.000 1.5597
1.618 1.5546
2.618 1.5463
4.250 1.5327
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 1.5722 1.5798
PP 1.5715 1.5766
S1 1.5709 1.5735

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

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