CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 1.5703 1.5717 0.0014 0.1% 1.5557
High 1.5746 1.5732 -0.0014 -0.1% 1.5746
Low 1.5641 1.5684 0.0043 0.3% 1.5530
Close 1.5690 1.5696 0.0006 0.0% 1.5696
Range 0.0105 0.0048 -0.0057 -54.3% 0.0216
ATR 0.0106 0.0102 -0.0004 -3.9% 0.0000
Volume 70,586 73,236 2,650 3.8% 286,336
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.5848 1.5820 1.5722
R3 1.5800 1.5772 1.5709
R2 1.5752 1.5752 1.5705
R1 1.5724 1.5724 1.5700 1.5714
PP 1.5704 1.5704 1.5704 1.5699
S1 1.5676 1.5676 1.5692 1.5666
S2 1.5656 1.5656 1.5687
S3 1.5608 1.5628 1.5683
S4 1.5560 1.5580 1.5670
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.6305 1.6217 1.5815
R3 1.6089 1.6001 1.5755
R2 1.5873 1.5873 1.5736
R1 1.5785 1.5785 1.5716 1.5829
PP 1.5657 1.5657 1.5657 1.5680
S1 1.5569 1.5569 1.5676 1.5613
S2 1.5441 1.5441 1.5656
S3 1.5225 1.5353 1.5637
S4 1.5009 1.5137 1.5577
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5746 1.5530 0.0216 1.4% 0.0090 0.6% 77% False False 57,267
10 1.5750 1.5530 0.0220 1.4% 0.0104 0.7% 75% False False 30,755
20 1.5813 1.5530 0.0283 1.8% 0.0105 0.7% 59% False False 15,661
40 1.6162 1.5530 0.0632 4.0% 0.0095 0.6% 26% False False 7,959
60 1.6494 1.5530 0.0964 6.1% 0.0098 0.6% 17% False False 5,329
80 1.6552 1.5530 0.1022 6.5% 0.0079 0.5% 16% False False 4,003
100 1.6945 1.5530 0.1415 9.0% 0.0064 0.4% 12% False False 3,203
120 1.7109 1.5530 0.1579 10.1% 0.0054 0.3% 11% False False 2,670
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.5936
2.618 1.5858
1.618 1.5810
1.000 1.5780
0.618 1.5762
HIGH 1.5732
0.618 1.5714
0.500 1.5708
0.382 1.5702
LOW 1.5684
0.618 1.5654
1.000 1.5636
1.618 1.5606
2.618 1.5558
4.250 1.5480
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 1.5708 1.5695
PP 1.5704 1.5693
S1 1.5700 1.5692

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

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