CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 1.5672 1.5680 0.0008 0.1% 1.5629
High 1.5772 1.5684 -0.0088 -0.6% 1.5772
Low 1.5663 1.5594 -0.0069 -0.4% 1.5594
Close 1.5772 1.5594 -0.0178 -1.1% 1.5594
Range 0.0109 0.0090 -0.0019 -17.4% 0.0178
ATR 0.0053 0.0062 0.0009 16.6% 0.0000
Volume 2 4 2 100.0% 9
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.5894 1.5834 1.5644
R3 1.5804 1.5744 1.5619
R2 1.5714 1.5714 1.5611
R1 1.5654 1.5654 1.5602 1.5639
PP 1.5624 1.5624 1.5624 1.5617
S1 1.5564 1.5564 1.5586 1.5549
S2 1.5534 1.5534 1.5578
S3 1.5444 1.5474 1.5569
S4 1.5354 1.5384 1.5545
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.6187 1.6069 1.5692
R3 1.6009 1.5891 1.5643
R2 1.5831 1.5831 1.5627
R1 1.5713 1.5713 1.5610 1.5683
PP 1.5653 1.5653 1.5653 1.5639
S1 1.5535 1.5535 1.5578 1.5505
S2 1.5475 1.5475 1.5561
S3 1.5297 1.5357 1.5545
S4 1.5119 1.5179 1.5496
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5772 1.5594 0.0178 1.1% 0.0057 0.4% 0% False True 2
10 1.5772 1.5594 0.0178 1.1% 0.0040 0.3% 0% False True 1
20 1.5968 1.5594 0.0374 2.4% 0.0023 0.1% 0% False True 2
40 1.6132 1.5594 0.0538 3.5% 0.0019 0.1% 0% False True 1
60 1.6378 1.5594 0.0784 5.0% 0.0015 0.1% 0% False True 2
80 1.6767 1.5594 0.1173 7.5% 0.0012 0.1% 0% False True 3
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6067
2.618 1.5920
1.618 1.5830
1.000 1.5774
0.618 1.5740
HIGH 1.5684
0.618 1.5650
0.500 1.5639
0.382 1.5628
LOW 1.5594
0.618 1.5538
1.000 1.5504
1.618 1.5448
2.618 1.5358
4.250 1.5212
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 1.5639 1.5683
PP 1.5624 1.5653
S1 1.5609 1.5624

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

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