CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 08-Jan-2015
Day Change Summary
Previous Current
07-Jan-2015 08-Jan-2015 Change Change % Previous Week
Open 1.5115 1.5083 -0.0032 -0.2% 1.5546
High 1.5119 1.5095 -0.0024 -0.2% 1.5568
Low 1.5050 1.5028 -0.0022 -0.1% 1.5311
Close 1.5104 1.5064 -0.0040 -0.3% 1.5315
Range 0.0069 0.0067 -0.0002 -2.9% 0.0257
ATR 0.0083 0.0083 -0.0001 -0.6% 0.0000
Volume 89 116 27 30.3% 367
Daily Pivots for day following 08-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5263 1.5231 1.5101
R3 1.5196 1.5164 1.5082
R2 1.5129 1.5129 1.5076
R1 1.5097 1.5097 1.5070 1.5080
PP 1.5062 1.5062 1.5062 1.5054
S1 1.5030 1.5030 1.5058 1.5013
S2 1.4995 1.4995 1.5052
S3 1.4928 1.4963 1.5046
S4 1.4861 1.4896 1.5027
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 1.5545 1.5028 0.0517 3.4% 0.0116 0.8% 7% False True 113
10 1.5568 1.5028 0.0540 3.6% 0.0075 0.5% 7% False True 83
20 1.5750 1.5028 0.0722 4.8% 0.0071 0.5% 5% False True 46
40 1.5854 1.5028 0.0826 5.5% 0.0054 0.4% 4% False True 25
60 1.6132 1.5028 0.1104 7.3% 0.0038 0.3% 3% False True 17
80 1.6378 1.5028 0.1350 9.0% 0.0033 0.2% 3% False True 14
100 1.6666 1.5028 0.1638 10.9% 0.0026 0.2% 2% False True 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5380
2.618 1.5270
1.618 1.5203
1.000 1.5162
0.618 1.5136
HIGH 1.5095
0.618 1.5069
0.500 1.5062
0.382 1.5054
LOW 1.5028
0.618 1.4987
1.000 1.4961
1.618 1.4920
2.618 1.4853
4.250 1.4743
Fisher Pivots for day following 08-Jan-2015
Pivot 1 day 3 day
R1 1.5063 1.5137
PP 1.5062 1.5112
S1 1.5062 1.5088

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

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