CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 26-Feb-2015
Day Change Summary
Previous Current
25-Feb-2015 26-Feb-2015 Change Change % Previous Week
Open 1.5440 1.5515 0.0075 0.5% 1.5404
High 1.5521 1.5541 0.0020 0.1% 1.5461
Low 1.5440 1.5385 -0.0055 -0.4% 1.5304
Close 1.5517 1.5395 -0.0122 -0.8% 1.5385
Range 0.0081 0.0156 0.0075 92.6% 0.0157
ATR 0.0099 0.0103 0.0004 4.1% 0.0000
Volume 460 404 -56 -12.2% 1,159
Daily Pivots for day following 26-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.5908 1.5808 1.5481
R3 1.5752 1.5652 1.5438
R2 1.5596 1.5596 1.5424
R1 1.5496 1.5496 1.5409 1.5468
PP 1.5440 1.5440 1.5440 1.5427
S1 1.5340 1.5340 1.5381 1.5312
S2 1.5284 1.5284 1.5366
S3 1.5128 1.5184 1.5352
S4 1.4972 1.5028 1.5309
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.5854 1.5777 1.5471
R3 1.5697 1.5620 1.5428
R2 1.5540 1.5540 1.5414
R1 1.5463 1.5463 1.5399 1.5423
PP 1.5383 1.5383 1.5383 1.5364
S1 1.5306 1.5306 1.5371 1.5266
S2 1.5226 1.5226 1.5356
S3 1.5069 1.5149 1.5342
S4 1.4912 1.4992 1.5299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5541 1.5323 0.0218 1.4% 0.0103 0.7% 33% True False 350
10 1.5541 1.5198 0.0343 2.2% 0.0106 0.7% 57% True False 375
20 1.5541 1.4978 0.0563 3.7% 0.0105 0.7% 74% True False 278
40 1.5568 1.4943 0.0625 4.1% 0.0103 0.7% 72% False False 204
60 1.5750 1.4943 0.0807 5.2% 0.0086 0.6% 56% False False 139
80 1.5968 1.4943 0.1025 6.7% 0.0070 0.5% 44% False False 104
100 1.6132 1.4943 0.1189 7.7% 0.0059 0.4% 38% False False 84
120 1.6378 1.4943 0.1435 9.3% 0.0050 0.3% 31% False False 71
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.6204
2.618 1.5949
1.618 1.5793
1.000 1.5697
0.618 1.5637
HIGH 1.5541
0.618 1.5481
0.500 1.5463
0.382 1.5445
LOW 1.5385
0.618 1.5289
1.000 1.5229
1.618 1.5133
2.618 1.4977
4.250 1.4722
Fisher Pivots for day following 26-Feb-2015
Pivot 1 day 3 day
R1 1.5463 1.5463
PP 1.5440 1.5440
S1 1.5418 1.5418

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

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