CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary
Previous Current
05-Jan-2015 06-Jan-2015 Change Change % Previous Week
Open 1.5281 1.5231 -0.0050 -0.3% 1.5546
High 1.5299 1.5245 -0.0054 -0.4% 1.5568
Low 1.5194 1.5141 -0.0053 -0.3% 1.5311
Close 1.5235 1.5143 -0.0092 -0.6% 1.5315
Range 0.0105 0.0104 -0.0001 -1.0% 0.0257
ATR 0.0081 0.0083 0.0002 2.0% 0.0000
Volume 63 169 106 168.3% 367
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5488 1.5420 1.5200
R3 1.5384 1.5316 1.5172
R2 1.5280 1.5280 1.5162
R1 1.5212 1.5212 1.5153 1.5194
PP 1.5176 1.5176 1.5176 1.5168
S1 1.5108 1.5108 1.5133 1.5090
S2 1.5072 1.5072 1.5124
S3 1.4968 1.5004 1.5114
S4 1.4864 1.4900 1.5086
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.6169 1.5999 1.5456
R3 1.5912 1.5742 1.5386
R2 1.5655 1.5655 1.5362
R1 1.5485 1.5485 1.5339 1.5442
PP 1.5398 1.5398 1.5398 1.5376
S1 1.5228 1.5228 1.5291 1.5185
S2 1.5141 1.5141 1.5268
S3 1.4884 1.4971 1.5244
S4 1.4627 1.4714 1.5174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5568 1.5141 0.0427 2.8% 0.0108 0.7% 0% False True 119
10 1.5603 1.5141 0.0462 3.1% 0.0074 0.5% 0% False True 66
20 1.5750 1.5141 0.0609 4.0% 0.0066 0.4% 0% False True 37
40 1.5854 1.5141 0.0713 4.7% 0.0050 0.3% 0% False True 20
60 1.6132 1.5141 0.0991 6.5% 0.0036 0.2% 0% False True 14
80 1.6378 1.5141 0.1237 8.2% 0.0031 0.2% 0% False True 11
100 1.6666 1.5141 0.1525 10.1% 0.0025 0.2% 0% False True 10
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5687
2.618 1.5517
1.618 1.5413
1.000 1.5349
0.618 1.5309
HIGH 1.5245
0.618 1.5205
0.500 1.5193
0.382 1.5181
LOW 1.5141
0.618 1.5077
1.000 1.5037
1.618 1.4973
2.618 1.4869
4.250 1.4699
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 1.5193 1.5343
PP 1.5176 1.5276
S1 1.5160 1.5210

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

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