CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 31-Dec-2014
Day Change Summary
Previous Current
30-Dec-2014 31-Dec-2014 Change Change % Previous Week
Open 1.5493 1.5532 0.0039 0.3% 1.5603
High 1.5553 1.5568 0.0015 0.1% 1.5603
Low 1.5493 1.5532 0.0039 0.3% 1.5486
Close 1.5536 1.5558 0.0022 0.1% 1.5539
Range 0.0060 0.0036 -0.0024 -40.0% 0.0117
ATR 0.0067 0.0065 -0.0002 -3.3% 0.0000
Volume 7 231 224 3,200.0% 66
Daily Pivots for day following 31-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.5661 1.5645 1.5578
R3 1.5625 1.5609 1.5568
R2 1.5589 1.5589 1.5565
R1 1.5573 1.5573 1.5561 1.5581
PP 1.5553 1.5553 1.5553 1.5557
S1 1.5537 1.5537 1.5555 1.5545
S2 1.5517 1.5517 1.5551
S3 1.5481 1.5501 1.5548
S4 1.5445 1.5465 1.5538
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.5894 1.5833 1.5603
R3 1.5777 1.5716 1.5571
R2 1.5660 1.5660 1.5560
R1 1.5599 1.5599 1.5550 1.5571
PP 1.5543 1.5543 1.5543 1.5529
S1 1.5482 1.5482 1.5528 1.5454
S2 1.5426 1.5426 1.5518
S3 1.5309 1.5365 1.5507
S4 1.5192 1.5248 1.5475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5568 1.5493 0.0075 0.5% 0.0033 0.2% 87% True False 54
10 1.5719 1.5486 0.0233 1.5% 0.0058 0.4% 31% False False 33
20 1.5750 1.5486 0.0264 1.7% 0.0048 0.3% 27% False False 19
40 1.5968 1.5486 0.0482 3.1% 0.0039 0.3% 15% False False 11
60 1.6132 1.5486 0.0646 4.2% 0.0029 0.2% 11% False False 8
80 1.6378 1.5486 0.0892 5.7% 0.0025 0.2% 8% False False 7
100 1.6744 1.5486 0.1258 8.1% 0.0021 0.1% 6% False False 6
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5721
2.618 1.5662
1.618 1.5626
1.000 1.5604
0.618 1.5590
HIGH 1.5568
0.618 1.5554
0.500 1.5550
0.382 1.5546
LOW 1.5532
0.618 1.5510
1.000 1.5496
1.618 1.5474
2.618 1.5438
4.250 1.5379
Fisher Pivots for day following 31-Dec-2014
Pivot 1 day 3 day
R1 1.5555 1.5549
PP 1.5553 1.5540
S1 1.5550 1.5531

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

View Archives - Comment on this page... - Back to Index of Symbols