CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 1.5157 1.5199 0.0042 0.3% 1.5106
High 1.5241 1.5199 -0.0042 -0.3% 1.5241
Low 1.5127 1.5111 -0.0016 -0.1% 1.4956
Close 1.5231 1.5144 -0.0087 -0.6% 1.5231
Range 0.0114 0.0088 -0.0026 -22.8% 0.0285
ATR 0.0113 0.0113 0.0001 0.5% 0.0000
Volume 30,924 1,513 -29,411 -95.1% 457,712
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5415 1.5368 1.5192
R3 1.5327 1.5280 1.5168
R2 1.5239 1.5239 1.5160
R1 1.5192 1.5192 1.5152 1.5172
PP 1.5151 1.5151 1.5151 1.5141
S1 1.5104 1.5104 1.5136 1.5084
S2 1.5063 1.5063 1.5128
S3 1.4975 1.5016 1.5120
S4 1.4887 1.4928 1.5096
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5998 1.5899 1.5388
R3 1.5713 1.5614 1.5309
R2 1.5428 1.5428 1.5283
R1 1.5329 1.5329 1.5257 1.5379
PP 1.5143 1.5143 1.5143 1.5167
S1 1.5044 1.5044 1.5205 1.5094
S2 1.4858 1.4858 1.5179
S3 1.4573 1.4759 1.5153
S4 1.4288 1.4474 1.5074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5241 1.4956 0.0285 1.9% 0.0118 0.8% 66% False False 77,687
10 1.5241 1.4893 0.0348 2.3% 0.0126 0.8% 72% False False 86,904
20 1.5333 1.4893 0.0440 2.9% 0.0107 0.7% 57% False False 76,825
40 1.5514 1.4893 0.0621 4.1% 0.0104 0.7% 40% False False 76,495
60 1.5561 1.4893 0.0668 4.4% 0.0107 0.7% 38% False False 77,264
80 1.5805 1.4893 0.0912 6.0% 0.0112 0.7% 28% False False 66,649
100 1.5805 1.4893 0.0912 6.0% 0.0107 0.7% 28% False False 53,348
120 1.5805 1.4893 0.0912 6.0% 0.0105 0.7% 28% False False 44,464
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5573
2.618 1.5429
1.618 1.5341
1.000 1.5287
0.618 1.5253
HIGH 1.5199
0.618 1.5165
0.500 1.5155
0.382 1.5145
LOW 1.5111
0.618 1.5057
1.000 1.5023
1.618 1.4969
2.618 1.4881
4.250 1.4737
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 1.5155 1.5176
PP 1.5151 1.5165
S1 1.5148 1.5155

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

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