CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 1.5759 1.5676 -0.0083 -0.5% 1.5870
High 1.5763 1.5676 -0.0087 -0.6% 1.5915
Low 1.5680 1.5576 -0.0104 -0.7% 1.5576
Close 1.5703 1.5665 -0.0038 -0.2% 1.5665
Range 0.0083 0.0100 0.0017 20.5% 0.0339
ATR 0.0095 0.0097 0.0002 2.4% 0.0000
Volume 416 111 -305 -73.3% 1,119
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.5939 1.5902 1.5720
R3 1.5839 1.5802 1.5693
R2 1.5739 1.5739 1.5683
R1 1.5702 1.5702 1.5674 1.5671
PP 1.5639 1.5639 1.5639 1.5623
S1 1.5602 1.5602 1.5656 1.5571
S2 1.5539 1.5539 1.5647
S3 1.5439 1.5502 1.5638
S4 1.5339 1.5402 1.5610
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.6736 1.6539 1.5851
R3 1.6397 1.6200 1.5758
R2 1.6058 1.6058 1.5727
R1 1.5861 1.5861 1.5696 1.5790
PP 1.5719 1.5719 1.5719 1.5683
S1 1.5522 1.5522 1.5634 1.5451
S2 1.5380 1.5380 1.5603
S3 1.5041 1.5183 1.5572
S4 1.4702 1.4844 1.5479
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5915 1.5576 0.0339 2.2% 0.0098 0.6% 26% False True 223
10 1.6010 1.5576 0.0434 2.8% 0.0099 0.6% 21% False True 312
20 1.6162 1.5576 0.0586 3.7% 0.0086 0.5% 15% False True 253
40 1.6377 1.5576 0.0801 5.1% 0.0091 0.6% 11% False True 162
60 1.6552 1.5576 0.0976 6.2% 0.0072 0.5% 9% False True 118
80 1.6945 1.5576 0.1369 8.7% 0.0055 0.4% 7% False True 90
100 1.7109 1.5576 0.1533 9.8% 0.0044 0.3% 6% False True 73
120 1.7109 1.5576 0.1533 9.8% 0.0037 0.2% 6% False True 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6101
2.618 1.5938
1.618 1.5838
1.000 1.5776
0.618 1.5738
HIGH 1.5676
0.618 1.5638
0.500 1.5626
0.382 1.5614
LOW 1.5576
0.618 1.5514
1.000 1.5476
1.618 1.5414
2.618 1.5314
4.250 1.5151
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 1.5652 1.5746
PP 1.5639 1.5719
S1 1.5626 1.5692

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

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