CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 1.5779 1.5621 -0.0158 -1.0% 1.5631
High 1.5813 1.5750 -0.0063 -0.4% 1.5813
Low 1.5603 1.5573 -0.0030 -0.2% 1.5603
Close 1.5606 1.5729 0.0123 0.8% 1.5606
Range 0.0210 0.0177 -0.0033 -15.7% 0.0210
ATR 0.0104 0.0109 0.0005 5.0% 0.0000
Volume 1,973 2,325 352 17.8% 4,150
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.6215 1.6149 1.5826
R3 1.6038 1.5972 1.5778
R2 1.5861 1.5861 1.5761
R1 1.5795 1.5795 1.5745 1.5828
PP 1.5684 1.5684 1.5684 1.5701
S1 1.5618 1.5618 1.5713 1.5651
S2 1.5507 1.5507 1.5697
S3 1.5330 1.5441 1.5680
S4 1.5153 1.5264 1.5632
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.6304 1.6165 1.5722
R3 1.6094 1.5955 1.5664
R2 1.5884 1.5884 1.5645
R1 1.5745 1.5745 1.5625 1.5710
PP 1.5674 1.5674 1.5674 1.5656
S1 1.5535 1.5535 1.5587 1.5500
S2 1.5464 1.5464 1.5568
S3 1.5254 1.5325 1.5548
S4 1.5044 1.5115 1.5491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5813 1.5573 0.0240 1.5% 0.0135 0.9% 65% False True 1,295
10 1.5813 1.5573 0.0240 1.5% 0.0113 0.7% 65% False True 789
20 1.6010 1.5573 0.0437 2.8% 0.0106 0.7% 36% False True 550
40 1.6202 1.5573 0.0629 4.0% 0.0099 0.6% 25% False True 344
60 1.6494 1.5573 0.0921 5.9% 0.0090 0.6% 17% False True 244
80 1.6771 1.5573 0.1198 7.6% 0.0069 0.4% 13% False True 188
100 1.7096 1.5573 0.1523 9.7% 0.0056 0.4% 10% False True 151
120 1.7109 1.5573 0.1536 9.8% 0.0047 0.3% 10% False True 128
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6502
2.618 1.6213
1.618 1.6036
1.000 1.5927
0.618 1.5859
HIGH 1.5750
0.618 1.5682
0.500 1.5662
0.382 1.5641
LOW 1.5573
0.618 1.5464
1.000 1.5396
1.618 1.5287
2.618 1.5110
4.250 1.4821
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 1.5707 1.5717
PP 1.5684 1.5705
S1 1.5662 1.5693

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

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