CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 1.5557 1.5523 -0.0034 -0.2% 1.5630
High 1.5571 1.5533 -0.0038 -0.2% 1.5750
Low 1.5486 1.5523 0.0037 0.2% 1.5530
Close 1.5498 1.5533 0.0035 0.2% 1.5612
Range 0.0085 0.0010 -0.0075 -88.2% 0.0220
ATR 0.0076 0.0073 -0.0003 -3.9% 0.0000
Volume 26 24 -2 -7.7% 32
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.5560 1.5556 1.5539
R3 1.5550 1.5546 1.5536
R2 1.5540 1.5540 1.5535
R1 1.5536 1.5536 1.5534 1.5538
PP 1.5530 1.5530 1.5530 1.5531
S1 1.5526 1.5526 1.5532 1.5528
S2 1.5520 1.5520 1.5531
S3 1.5510 1.5516 1.5530
S4 1.5500 1.5506 1.5528
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 1.5650 1.5486 0.0164 1.1% 0.0047 0.3% 29% False False 14
10 1.5750 1.5486 0.0264 1.7% 0.0067 0.4% 18% False False 12
20 1.5772 1.5486 0.0286 1.8% 0.0058 0.4% 16% False False 8
40 1.6087 1.5486 0.0601 3.9% 0.0038 0.2% 8% False False 5
60 1.6132 1.5486 0.0646 4.2% 0.0028 0.2% 7% False False 4
80 1.6400 1.5486 0.0914 5.9% 0.0023 0.2% 5% False False 4
100 1.6804 1.5486 0.1318 8.5% 0.0019 0.1% 4% False False 4
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 0.0006
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.5576
2.618 1.5559
1.618 1.5549
1.000 1.5543
0.618 1.5539
HIGH 1.5533
0.618 1.5529
0.500 1.5528
0.382 1.5527
LOW 1.5523
0.618 1.5517
1.000 1.5513
1.618 1.5507
2.618 1.5497
4.250 1.5481
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 1.5531 1.5545
PP 1.5530 1.5541
S1 1.5528 1.5537

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

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