CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 21-Jan-2015
Day Change Summary
Previous Current
20-Jan-2015 21-Jan-2015 Change Change % Previous Week
Open 1.5132 1.5073 -0.0059 -0.4% 1.5155
High 1.5180 1.5129 -0.0051 -0.3% 1.5252
Low 1.5070 1.5068 -0.0002 0.0% 1.5078
Close 1.5141 1.5107 -0.0034 -0.2% 1.5150
Range 0.0110 0.0061 -0.0049 -44.5% 0.0174
ATR 0.0089 0.0088 -0.0001 -1.3% 0.0000
Volume 57 110 53 93.0% 505
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5284 1.5257 1.5141
R3 1.5223 1.5196 1.5124
R2 1.5162 1.5162 1.5118
R1 1.5135 1.5135 1.5113 1.5149
PP 1.5101 1.5101 1.5101 1.5108
S1 1.5074 1.5074 1.5101 1.5088
S2 1.5040 1.5040 1.5096
S3 1.4979 1.5013 1.5090
S4 1.4918 1.4952 1.5073
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 1.5068 0.0184 1.2% 0.0102 0.7% 21% False True 85
10 1.5252 1.5028 0.0224 1.5% 0.0085 0.6% 35% False False 97
20 1.5603 1.5028 0.0575 3.8% 0.0080 0.5% 14% False False 81
40 1.5772 1.5028 0.0744 4.9% 0.0068 0.4% 11% False False 43
60 1.6132 1.5028 0.1104 7.3% 0.0050 0.3% 7% False False 29
80 1.6205 1.5028 0.1177 7.8% 0.0040 0.3% 7% False False 22
100 1.6531 1.5028 0.1503 9.9% 0.0033 0.2% 5% False False 19
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 0.0014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5388
2.618 1.5289
1.618 1.5228
1.000 1.5190
0.618 1.5167
HIGH 1.5129
0.618 1.5106
0.500 1.5099
0.382 1.5091
LOW 1.5068
0.618 1.5030
1.000 1.5007
1.618 1.4969
2.618 1.4908
4.250 1.4809
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 1.5104 1.5137
PP 1.5101 1.5127
S1 1.5099 1.5117

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

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