CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 12-Feb-2015
Day Change Summary
Previous Current
11-Feb-2015 12-Feb-2015 Change Change % Previous Week
Open 1.5221 1.5215 -0.0006 0.0% 1.5064
High 1.5286 1.5395 0.0109 0.7% 1.5335
Low 1.5208 1.5198 -0.0010 -0.1% 1.4978
Close 1.5234 1.5395 0.0161 1.1% 1.5220
Range 0.0078 0.0197 0.0119 152.6% 0.0357
ATR 0.0100 0.0107 0.0007 6.9% 0.0000
Volume 185 634 449 242.7% 988
Daily Pivots for day following 12-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.5920 1.5855 1.5503
R3 1.5723 1.5658 1.5449
R2 1.5526 1.5526 1.5431
R1 1.5461 1.5461 1.5413 1.5494
PP 1.5329 1.5329 1.5329 1.5346
S1 1.5264 1.5264 1.5377 1.5297
S2 1.5132 1.5132 1.5359
S3 1.4935 1.5067 1.5341
S4 1.4738 1.4870 1.5287
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.6249 1.6091 1.5416
R3 1.5892 1.5734 1.5318
R2 1.5535 1.5535 1.5285
R1 1.5377 1.5377 1.5253 1.5456
PP 1.5178 1.5178 1.5178 1.5217
S1 1.5020 1.5020 1.5187 1.5099
S2 1.4821 1.4821 1.5155
S3 1.4464 1.4663 1.5122
S4 1.4107 1.4306 1.5024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5395 1.5186 0.0209 1.4% 0.0103 0.7% 100% True False 268
10 1.5395 1.4978 0.0417 2.7% 0.0114 0.7% 100% True False 217
20 1.5395 1.4943 0.0452 2.9% 0.0113 0.7% 100% True False 195
40 1.5750 1.4943 0.0807 5.2% 0.0097 0.6% 56% False False 128
60 1.5772 1.4943 0.0829 5.4% 0.0078 0.5% 55% False False 87
80 1.6132 1.4943 0.1189 7.7% 0.0061 0.4% 38% False False 66
100 1.6378 1.4943 0.1435 9.3% 0.0051 0.3% 31% False False 53
120 1.6531 1.4943 0.1588 10.3% 0.0043 0.3% 28% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.6232
2.618 1.5911
1.618 1.5714
1.000 1.5592
0.618 1.5517
HIGH 1.5395
0.618 1.5320
0.500 1.5297
0.382 1.5273
LOW 1.5198
0.618 1.5076
1.000 1.5001
1.618 1.4879
2.618 1.4682
4.250 1.4361
Fisher Pivots for day following 12-Feb-2015
Pivot 1 day 3 day
R1 1.5362 1.5360
PP 1.5329 1.5325
S1 1.5297 1.5291

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

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