CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 21-Jan-2015
Day Change Summary
Previous Current
20-Jan-2015 21-Jan-2015 Change Change % Previous Week
Open 1.5126 1.5101 -0.0025 -0.2% 1.5098
High 1.5137 1.5101 -0.0036 -0.2% 1.5201
Low 1.5126 1.5101 -0.0025 -0.2% 1.5095
Close 1.5133 1.5101 -0.0032 -0.2% 1.5142
Range 0.0011 0.0000 -0.0011 -100.0% 0.0106
ATR 0.0058 0.0056 -0.0002 -3.2% 0.0000
Volume 2 7 5 250.0% 12
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5101 1.5101 1.5101
R3 1.5101 1.5101 1.5101
R2 1.5101 1.5101 1.5101
R1 1.5101 1.5101 1.5101 1.5101
PP 1.5101 1.5101 1.5101 1.5101
S1 1.5101 1.5101 1.5101 1.5101
S2 1.5101 1.5101 1.5101
S3 1.5101 1.5101 1.5101
S4 1.5101 1.5101 1.5101
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5464 1.5409 1.5200
R3 1.5358 1.5303 1.5171
R2 1.5252 1.5252 1.5161
R1 1.5197 1.5197 1.5152 1.5225
PP 1.5146 1.5146 1.5146 1.5160
S1 1.5091 1.5091 1.5132 1.5119
S2 1.5040 1.5040 1.5123
S3 1.4934 1.4985 1.5113
S4 1.4828 1.4879 1.5084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5201 1.5101 0.0100 0.7% 0.0006 0.0% 0% False True 2
10 1.5201 1.5058 0.0143 0.9% 0.0019 0.1% 30% False False 2
20 1.5564 1.5058 0.0506 3.4% 0.0013 0.1% 8% False False 1
40 1.5761 1.5058 0.0703 4.7% 0.0006 0.0% 6% False False 1
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5101
2.618 1.5101
1.618 1.5101
1.000 1.5101
0.618 1.5101
HIGH 1.5101
0.618 1.5101
0.500 1.5101
0.382 1.5101
LOW 1.5101
0.618 1.5101
1.000 1.5101
1.618 1.5101
2.618 1.5101
4.250 1.5101
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 1.5101 1.5122
PP 1.5101 1.5115
S1 1.5101 1.5108

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

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