CME British Pound Future March 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 1.5525 1.5408 -0.0117 -0.8% 1.5389
High 1.5552 1.5458 -0.0094 -0.6% 1.5552
Low 1.5393 1.5382 -0.0011 -0.1% 1.5330
Close 1.5405 1.5436 0.0031 0.2% 1.5436
Range 0.0159 0.0076 -0.0083 -52.2% 0.0222
ATR 0.0116 0.0113 -0.0003 -2.5% 0.0000
Volume 101,541 85,598 -15,943 -15.7% 402,741
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.5653 1.5621 1.5478
R3 1.5577 1.5545 1.5457
R2 1.5501 1.5501 1.5450
R1 1.5469 1.5469 1.5443 1.5485
PP 1.5425 1.5425 1.5425 1.5434
S1 1.5393 1.5393 1.5429 1.5409
S2 1.5349 1.5349 1.5422
S3 1.5273 1.5317 1.5415
S4 1.5197 1.5241 1.5394
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.6105 1.5993 1.5558
R3 1.5883 1.5771 1.5497
R2 1.5661 1.5661 1.5477
R1 1.5549 1.5549 1.5456 1.5605
PP 1.5439 1.5439 1.5439 1.5468
S1 1.5327 1.5327 1.5416 1.5383
S2 1.5217 1.5217 1.5395
S3 1.4995 1.5105 1.5375
S4 1.4773 1.4883 1.5314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5552 1.5330 0.0222 1.4% 0.0108 0.7% 48% False False 80,548
10 1.5552 1.5313 0.0239 1.5% 0.0101 0.7% 51% False False 84,129
20 1.5552 1.4983 0.0569 3.7% 0.0114 0.7% 80% False False 88,140
40 1.5612 1.4946 0.0666 4.3% 0.0121 0.8% 74% False False 93,308
60 1.5776 1.4946 0.0830 5.4% 0.0115 0.7% 59% False False 79,332
80 1.6010 1.4946 0.1064 6.9% 0.0113 0.7% 46% False False 59,636
100 1.6202 1.4946 0.1256 8.1% 0.0109 0.7% 39% False False 47,737
120 1.6494 1.4946 0.1548 10.0% 0.0102 0.7% 32% False False 39,788
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 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5781
2.618 1.5657
1.618 1.5581
1.000 1.5534
0.618 1.5505
HIGH 1.5458
0.618 1.5429
0.500 1.5420
0.382 1.5411
LOW 1.5382
0.618 1.5335
1.000 1.5306
1.618 1.5259
2.618 1.5183
4.250 1.5059
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 1.5431 1.5467
PP 1.5425 1.5457
S1 1.5420 1.5446

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

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