CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 03-Mar-2015
Day Change Summary
Previous Current
02-Mar-2015 03-Mar-2015 Change Change % Previous Week
Open 1.5414 1.5348 -0.0066 -0.4% 1.5437
High 1.5414 1.5348 -0.0066 -0.4% 1.5510
Low 1.5345 1.5348 0.0003 0.0% 1.5389
Close 1.5345 1.5348 0.0003 0.0% 1.5420
Range 0.0069 0.0000 -0.0069 -100.0% 0.0121
ATR 0.0058 0.0055 -0.0004 -6.8% 0.0000
Volume 1 7 6 600.0% 5
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.5348 1.5348 1.5348
R3 1.5348 1.5348 1.5348
R2 1.5348 1.5348 1.5348
R1 1.5348 1.5348 1.5348 1.5348
PP 1.5348 1.5348 1.5348 1.5348
S1 1.5348 1.5348 1.5348 1.5348
S2 1.5348 1.5348 1.5348
S3 1.5348 1.5348 1.5348
S4 1.5348 1.5348 1.5348
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.5803 1.5732 1.5487
R3 1.5682 1.5611 1.5453
R2 1.5561 1.5561 1.5442
R1 1.5490 1.5490 1.5431 1.5465
PP 1.5440 1.5440 1.5440 1.5427
S1 1.5369 1.5369 1.5409 1.5344
S2 1.5319 1.5319 1.5398
S3 1.5198 1.5248 1.5387
S4 1.5077 1.5127 1.5353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5510 1.5345 0.0165 1.1% 0.0014 0.1% 2% False False 2
10 1.5510 1.5345 0.0165 1.1% 0.0014 0.1% 2% False False 2
20 1.5510 1.5145 0.0365 2.4% 0.0012 0.1% 56% False False 5
40 1.5510 1.4995 0.0515 3.4% 0.0012 0.1% 69% False False 4
60 1.5699 1.4995 0.0704 4.6% 0.0008 0.1% 50% False False 3
80 1.5927 1.4995 0.0932 6.1% 0.0007 0.0% 38% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5348
2.618 1.5348
1.618 1.5348
1.000 1.5348
0.618 1.5348
HIGH 1.5348
0.618 1.5348
0.500 1.5348
0.382 1.5348
LOW 1.5348
0.618 1.5348
1.000 1.5348
1.618 1.5348
2.618 1.5348
4.250 1.5348
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 1.5348 1.5383
PP 1.5348 1.5371
S1 1.5348 1.5360

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

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