CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 1.5603 1.5557 -0.0046 -0.3% 1.5630
High 1.5603 1.5571 -0.0032 -0.2% 1.5750
Low 1.5557 1.5486 -0.0071 -0.5% 1.5530
Close 1.5572 1.5498 -0.0074 -0.5% 1.5612
Range 0.0046 0.0085 0.0039 84.8% 0.0220
ATR 0.0076 0.0076 0.0001 1.0% 0.0000
Volume 9 26 17 188.9% 32
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.5773 1.5721 1.5545
R3 1.5688 1.5636 1.5521
R2 1.5603 1.5603 1.5514
R1 1.5551 1.5551 1.5506 1.5535
PP 1.5518 1.5518 1.5518 1.5510
S1 1.5466 1.5466 1.5490 1.5450
S2 1.5433 1.5433 1.5482
S3 1.5348 1.5381 1.5475
S4 1.5263 1.5296 1.5451
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.6291 1.6171 1.5733
R3 1.6071 1.5951 1.5673
R2 1.5851 1.5851 1.5652
R1 1.5731 1.5731 1.5632 1.5681
PP 1.5631 1.5631 1.5631 1.5606
S1 1.5511 1.5511 1.5592 1.5461
S2 1.5411 1.5411 1.5572
S3 1.5191 1.5291 1.5552
S4 1.4971 1.5071 1.5491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5719 1.5486 0.0233 1.5% 0.0083 0.5% 5% False True 12
10 1.5750 1.5486 0.0264 1.7% 0.0068 0.4% 5% False True 10
20 1.5772 1.5486 0.0286 1.8% 0.0058 0.4% 4% False True 7
40 1.6132 1.5486 0.0646 4.2% 0.0039 0.2% 2% False True 4
60 1.6155 1.5486 0.0669 4.3% 0.0028 0.2% 2% False True 3
80 1.6420 1.5486 0.0934 6.0% 0.0023 0.2% 1% False True 3
100 1.6804 1.5486 0.1318 8.5% 0.0019 0.1% 1% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5932
2.618 1.5794
1.618 1.5709
1.000 1.5656
0.618 1.5624
HIGH 1.5571
0.618 1.5539
0.500 1.5529
0.382 1.5518
LOW 1.5486
0.618 1.5433
1.000 1.5401
1.618 1.5348
2.618 1.5263
4.250 1.5125
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 1.5529 1.5565
PP 1.5518 1.5542
S1 1.5508 1.5520

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

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