CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 1.5231 1.5115 -0.0116 -0.8% 1.5546
High 1.5245 1.5119 -0.0126 -0.8% 1.5568
Low 1.5141 1.5050 -0.0091 -0.6% 1.5311
Close 1.5143 1.5104 -0.0039 -0.3% 1.5315
Range 0.0104 0.0069 -0.0035 -33.7% 0.0257
ATR 0.0083 0.0083 0.0001 0.9% 0.0000
Volume 169 89 -80 -47.3% 367
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5298 1.5270 1.5142
R3 1.5229 1.5201 1.5123
R2 1.5160 1.5160 1.5117
R1 1.5132 1.5132 1.5110 1.5112
PP 1.5091 1.5091 1.5091 1.5081
S1 1.5063 1.5063 1.5098 1.5043
S2 1.5022 1.5022 1.5091
S3 1.4953 1.4994 1.5085
S4 1.4884 1.4925 1.5066
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 1.5050 0.0518 3.4% 0.0110 0.7% 10% False True 136
10 1.5571 1.5050 0.0521 3.4% 0.0076 0.5% 10% False True 74
20 1.5750 1.5050 0.0700 4.6% 0.0070 0.5% 8% False True 41
40 1.5854 1.5050 0.0804 5.3% 0.0052 0.3% 7% False True 22
60 1.6132 1.5050 0.1082 7.2% 0.0037 0.2% 5% False True 15
80 1.6378 1.5050 0.1328 8.8% 0.0032 0.2% 4% False True 12
100 1.6666 1.5050 0.1616 10.7% 0.0025 0.2% 3% False True 10
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5412
2.618 1.5300
1.618 1.5231
1.000 1.5188
0.618 1.5162
HIGH 1.5119
0.618 1.5093
0.500 1.5085
0.382 1.5076
LOW 1.5050
0.618 1.5007
1.000 1.4981
1.618 1.4938
2.618 1.4869
4.250 1.4757
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 1.5098 1.5175
PP 1.5091 1.5151
S1 1.5085 1.5128

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

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