CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 02-Feb-2015
Day Change Summary
Previous Current
30-Jan-2015 02-Feb-2015 Change Change % Previous Week
Open 1.5058 1.5064 0.0006 0.0% 1.4998
High 1.5076 1.5070 -0.0006 0.0% 1.5204
Low 1.4980 1.4995 0.0015 0.1% 1.4974
Close 1.5044 1.5023 -0.0021 -0.1% 1.5044
Range 0.0096 0.0075 -0.0021 -21.9% 0.0230
ATR 0.0099 0.0097 -0.0002 -1.7% 0.0000
Volume 52 189 137 263.5% 867
Daily Pivots for day following 02-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.5254 1.5214 1.5064
R3 1.5179 1.5139 1.5044
R2 1.5104 1.5104 1.5037
R1 1.5064 1.5064 1.5030 1.5047
PP 1.5029 1.5029 1.5029 1.5021
S1 1.4989 1.4989 1.5016 1.4972
S2 1.4954 1.4954 1.5009
S3 1.4879 1.4914 1.5002
S4 1.4804 1.4839 1.4982
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5764 1.5634 1.5171
R3 1.5534 1.5404 1.5107
R2 1.5304 1.5304 1.5086
R1 1.5174 1.5174 1.5065 1.5239
PP 1.5074 1.5074 1.5074 1.5107
S1 1.4944 1.4944 1.5023 1.5009
S2 1.4844 1.4844 1.5002
S3 1.4614 1.4714 1.4981
S4 1.4384 1.4484 1.4918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5204 1.4980 0.0224 1.5% 0.0098 0.7% 19% False False 174
10 1.5204 1.4943 0.0261 1.7% 0.0106 0.7% 31% False False 172
20 1.5299 1.4943 0.0356 2.4% 0.0098 0.7% 22% False False 137
40 1.5750 1.4943 0.0807 5.4% 0.0077 0.5% 10% False False 81
60 1.5943 1.4943 0.1000 6.7% 0.0063 0.4% 8% False False 55
80 1.6132 1.4943 0.1189 7.9% 0.0049 0.3% 7% False False 42
100 1.6378 1.4943 0.1435 9.6% 0.0042 0.3% 6% False False 34
120 1.6744 1.4943 0.1801 12.0% 0.0035 0.2% 4% False False 29
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5389
2.618 1.5266
1.618 1.5191
1.000 1.5145
0.618 1.5116
HIGH 1.5070
0.618 1.5041
0.500 1.5033
0.382 1.5024
LOW 1.4995
0.618 1.4949
1.000 1.4920
1.618 1.4874
2.618 1.4799
4.250 1.4676
Fisher Pivots for day following 02-Feb-2015
Pivot 1 day 3 day
R1 1.5033 1.5058
PP 1.5029 1.5046
S1 1.5026 1.5035

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

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