CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 1.5659 1.5684 0.0025 0.2% 1.5654
High 1.5721 1.5700 -0.0021 -0.1% 1.5721
Low 1.5622 1.5613 -0.0009 -0.1% 1.5577
Close 1.5685 1.5632 -0.0053 -0.3% 1.5632
Range 0.0099 0.0087 -0.0012 -12.1% 0.0144
ATR 0.0096 0.0095 -0.0001 -0.7% 0.0000
Volume 511 195 -316 -61.8% 1,420
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.5909 1.5858 1.5680
R3 1.5822 1.5771 1.5656
R2 1.5735 1.5735 1.5648
R1 1.5684 1.5684 1.5640 1.5666
PP 1.5648 1.5648 1.5648 1.5640
S1 1.5597 1.5597 1.5624 1.5579
S2 1.5561 1.5561 1.5616
S3 1.5474 1.5510 1.5608
S4 1.5387 1.5423 1.5584
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.6075 1.5998 1.5711
R3 1.5931 1.5854 1.5672
R2 1.5787 1.5787 1.5658
R1 1.5710 1.5710 1.5645 1.5677
PP 1.5643 1.5643 1.5643 1.5627
S1 1.5566 1.5566 1.5619 1.5533
S2 1.5499 1.5499 1.5606
S3 1.5355 1.5422 1.5592
S4 1.5211 1.5278 1.5553
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5721 1.5577 0.0144 0.9% 0.0091 0.6% 38% False False 284
10 1.5915 1.5576 0.0339 2.2% 0.0095 0.6% 17% False False 253
20 1.6160 1.5576 0.0584 3.7% 0.0092 0.6% 10% False False 287
40 1.6251 1.5576 0.0675 4.3% 0.0094 0.6% 8% False False 189
60 1.6529 1.5576 0.0953 6.1% 0.0080 0.5% 6% False False 138
80 1.6831 1.5576 0.1255 8.0% 0.0060 0.4% 4% False False 107
100 1.7108 1.5576 0.1532 9.8% 0.0049 0.3% 4% False False 87
120 1.7109 1.5576 0.1533 9.8% 0.0041 0.3% 4% False False 74
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6070
2.618 1.5928
1.618 1.5841
1.000 1.5787
0.618 1.5754
HIGH 1.5700
0.618 1.5667
0.500 1.5657
0.382 1.5646
LOW 1.5613
0.618 1.5559
1.000 1.5526
1.618 1.5472
2.618 1.5385
4.250 1.5243
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 1.5657 1.5649
PP 1.5648 1.5643
S1 1.5640 1.5638

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

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