CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 1.5161 1.5132 -0.0029 -0.2% 1.5155
High 1.5206 1.5180 -0.0026 -0.2% 1.5252
Low 1.5085 1.5070 -0.0015 -0.1% 1.5078
Close 1.5150 1.5141 -0.0009 -0.1% 1.5150
Range 0.0121 0.0110 -0.0011 -9.1% 0.0174
ATR 0.0088 0.0089 0.0002 1.8% 0.0000
Volume 129 57 -72 -55.8% 505
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5460 1.5411 1.5202
R3 1.5350 1.5301 1.5171
R2 1.5240 1.5240 1.5161
R1 1.5191 1.5191 1.5151 1.5216
PP 1.5130 1.5130 1.5130 1.5143
S1 1.5081 1.5081 1.5131 1.5106
S2 1.5020 1.5020 1.5121
S3 1.4910 1.4971 1.5111
S4 1.4800 1.4861 1.5081
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5682 1.5590 1.5246
R3 1.5508 1.5416 1.5198
R2 1.5334 1.5334 1.5182
R1 1.5242 1.5242 1.5166 1.5201
PP 1.5160 1.5160 1.5160 1.5140
S1 1.5068 1.5068 1.5134 1.5027
S2 1.4986 1.4986 1.5118
S3 1.4812 1.4894 1.5102
S4 1.4638 1.4720 1.5054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5252 1.5070 0.0182 1.2% 0.0106 0.7% 39% False True 82
10 1.5252 1.5028 0.0224 1.5% 0.0089 0.6% 50% False False 103
20 1.5643 1.5028 0.0615 4.1% 0.0079 0.5% 18% False False 76
40 1.5772 1.5028 0.0744 4.9% 0.0068 0.4% 15% False False 41
60 1.6132 1.5028 0.1104 7.3% 0.0049 0.3% 10% False False 28
80 1.6263 1.5028 0.1235 8.2% 0.0039 0.3% 9% False False 21
100 1.6531 1.5028 0.1503 9.9% 0.0033 0.2% 8% False False 18
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5648
2.618 1.5468
1.618 1.5358
1.000 1.5290
0.618 1.5248
HIGH 1.5180
0.618 1.5138
0.500 1.5125
0.382 1.5112
LOW 1.5070
0.618 1.5002
1.000 1.4960
1.618 1.4892
2.618 1.4782
4.250 1.4603
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 1.5136 1.5155
PP 1.5130 1.5150
S1 1.5125 1.5146

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

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