CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 14-Jan-2015
Day Change Summary
Previous Current
13-Jan-2015 14-Jan-2015 Change Change % Previous Week
Open 1.5095 1.5180 0.0085 0.6% 1.5200
High 1.5121 1.5201 0.0080 0.5% 1.5229
Low 1.5095 1.5180 0.0085 0.6% 1.5058
Close 1.5121 1.5195 0.0074 0.5% 1.5139
Range 0.0026 0.0021 -0.0005 -19.2% 0.0171
ATR 0.0066 0.0067 0.0001 1.5% 0.0000
Volume 5 1 -4 -80.0% 5
Daily Pivots for day following 14-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5255 1.5246 1.5207
R3 1.5234 1.5225 1.5201
R2 1.5213 1.5213 1.5199
R1 1.5204 1.5204 1.5197 1.5209
PP 1.5192 1.5192 1.5192 1.5194
S1 1.5183 1.5183 1.5193 1.5188
S2 1.5171 1.5171 1.5191
S3 1.5150 1.5162 1.5189
S4 1.5129 1.5141 1.5183
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5655 1.5568 1.5233
R3 1.5484 1.5397 1.5186
R2 1.5313 1.5313 1.5170
R1 1.5226 1.5226 1.5155 1.5184
PP 1.5142 1.5142 1.5142 1.5121
S1 1.5055 1.5055 1.5123 1.5013
S2 1.4971 1.4971 1.5108
S3 1.4800 1.4884 1.5092
S4 1.4629 1.4713 1.5045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5201 1.5058 0.0143 0.9% 0.0037 0.2% 96% True False 2
10 1.5551 1.5058 0.0493 3.2% 0.0022 0.1% 28% False False 1
20 1.5699 1.5058 0.0641 4.2% 0.0012 0.1% 21% False False 1
40 1.5761 1.5058 0.0703 4.6% 0.0006 0.0% 19% False False 1
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5290
2.618 1.5256
1.618 1.5235
1.000 1.5222
0.618 1.5214
HIGH 1.5201
0.618 1.5193
0.500 1.5191
0.382 1.5188
LOW 1.5180
0.618 1.5167
1.000 1.5159
1.618 1.5146
2.618 1.5125
4.250 1.5091
Fisher Pivots for day following 14-Jan-2015
Pivot 1 day 3 day
R1 1.5194 1.5179
PP 1.5192 1.5164
S1 1.5191 1.5148

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

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