CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 16-Dec-2014
Day Change Summary
Previous Current
15-Dec-2014 16-Dec-2014 Change Change % Previous Week
Open 1.5630 1.5620 -0.0010 -0.1% 1.5640
High 1.5639 1.5750 0.0111 0.7% 1.5720
Low 1.5618 1.5620 0.0002 0.0% 1.5640
Close 1.5619 1.5707 0.0088 0.6% 1.5684
Range 0.0021 0.0130 0.0109 519.0% 0.0080
ATR 0.0062 0.0067 0.0005 7.9% 0.0000
Volume 4 3 -1 -25.0% 50
Daily Pivots for day following 16-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.6082 1.6025 1.5779
R3 1.5952 1.5895 1.5743
R2 1.5822 1.5822 1.5731
R1 1.5765 1.5765 1.5719 1.5794
PP 1.5692 1.5692 1.5692 1.5707
S1 1.5635 1.5635 1.5695 1.5664
S2 1.5562 1.5562 1.5683
S3 1.5432 1.5505 1.5671
S4 1.5302 1.5375 1.5636
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.5921 1.5883 1.5728
R3 1.5841 1.5803 1.5706
R2 1.5761 1.5761 1.5699
R1 1.5723 1.5723 1.5691 1.5742
PP 1.5681 1.5681 1.5681 1.5691
S1 1.5643 1.5643 1.5677 1.5662
S2 1.5601 1.5601 1.5669
S3 1.5521 1.5563 1.5662
S4 1.5441 1.5483 1.5640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5750 1.5618 0.0132 0.8% 0.0053 0.3% 67% True False 8
10 1.5750 1.5558 0.0192 1.2% 0.0039 0.2% 78% True False 6
20 1.5772 1.5558 0.0214 1.4% 0.0047 0.3% 70% False False 4
40 1.6132 1.5558 0.0574 3.7% 0.0028 0.2% 26% False False 3
60 1.6378 1.5558 0.0820 5.2% 0.0022 0.1% 18% False False 3
80 1.6531 1.5558 0.0973 6.2% 0.0018 0.1% 15% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 1.6303
2.618 1.6090
1.618 1.5960
1.000 1.5880
0.618 1.5830
HIGH 1.5750
0.618 1.5700
0.500 1.5685
0.382 1.5670
LOW 1.5620
0.618 1.5540
1.000 1.5490
1.618 1.5410
2.618 1.5280
4.250 1.5068
Fisher Pivots for day following 16-Dec-2014
Pivot 1 day 3 day
R1 1.5700 1.5699
PP 1.5692 1.5692
S1 1.5685 1.5684

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

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