CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 04-Dec-2014
Day Change Summary
Previous Current
03-Dec-2014 04-Dec-2014 Change Change % Previous Week
Open 1.5618 1.5650 0.0032 0.2% 1.5629
High 1.5662 1.5650 -0.0012 -0.1% 1.5772
Low 1.5600 1.5650 0.0050 0.3% 1.5594
Close 1.5662 1.5650 -0.0012 -0.1% 1.5594
Range 0.0062 0.0000 -0.0062 -100.0% 0.0178
ATR 0.0069 0.0065 -0.0004 -5.9% 0.0000
Volume 6 2 -4 -66.7% 9
Daily Pivots for day following 04-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.5650 1.5650 1.5650
R3 1.5650 1.5650 1.5650
R2 1.5650 1.5650 1.5650
R1 1.5650 1.5650 1.5650 1.5650
PP 1.5650 1.5650 1.5650 1.5650
S1 1.5650 1.5650 1.5650 1.5650
S2 1.5650 1.5650 1.5650
S3 1.5650 1.5650 1.5650
S4 1.5650 1.5650 1.5650
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 1.5722 1.5594 0.0128 0.8% 0.0061 0.4% 44% False False 5
10 1.5772 1.5594 0.0178 1.1% 0.0057 0.4% 31% False False 3
20 1.5854 1.5594 0.0260 1.7% 0.0034 0.2% 22% False False 2
40 1.6132 1.5594 0.0538 3.4% 0.0021 0.1% 10% False False 2
60 1.6378 1.5594 0.0784 5.0% 0.0019 0.1% 7% False False 3
80 1.6666 1.5594 0.1072 6.8% 0.0014 0.1% 5% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.5650
2.618 1.5650
1.618 1.5650
1.000 1.5650
0.618 1.5650
HIGH 1.5650
0.618 1.5650
0.500 1.5650
0.382 1.5650
LOW 1.5650
0.618 1.5650
1.000 1.5650
1.618 1.5650
2.618 1.5650
4.250 1.5650
Fisher Pivots for day following 04-Dec-2014
Pivot 1 day 3 day
R1 1.5650 1.5644
PP 1.5650 1.5637
S1 1.5650 1.5631

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

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