CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 02-Mar-2015
Day Change Summary
Previous Current
27-Feb-2015 02-Mar-2015 Change Change % Previous Week
Open 1.5408 1.5415 0.0007 0.0% 1.5365
High 1.5445 1.5415 -0.0030 -0.2% 1.5541
Low 1.5375 1.5340 -0.0035 -0.2% 1.5323
Close 1.5427 1.5352 -0.0075 -0.5% 1.5427
Range 0.0070 0.0075 0.0005 7.1% 0.0218
ATR 0.0100 0.0099 -0.0001 -1.0% 0.0000
Volume 2,301 1,391 -910 -39.5% 3,822
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.5594 1.5548 1.5393
R3 1.5519 1.5473 1.5373
R2 1.5444 1.5444 1.5366
R1 1.5398 1.5398 1.5359 1.5384
PP 1.5369 1.5369 1.5369 1.5362
S1 1.5323 1.5323 1.5345 1.5309
S2 1.5294 1.5294 1.5338
S3 1.5219 1.5248 1.5331
S4 1.5144 1.5173 1.5311
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.6084 1.5974 1.5547
R3 1.5866 1.5756 1.5487
R2 1.5648 1.5648 1.5467
R1 1.5538 1.5538 1.5447 1.5593
PP 1.5430 1.5430 1.5430 1.5458
S1 1.5320 1.5320 1.5407 1.5375
S2 1.5212 1.5212 1.5387
S3 1.4994 1.5102 1.5367
S4 1.4776 1.4884 1.5307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5541 1.5340 0.0201 1.3% 0.0089 0.6% 6% False True 987
10 1.5541 1.5304 0.0237 1.5% 0.0097 0.6% 20% False False 637
20 1.5541 1.4978 0.0563 3.7% 0.0102 0.7% 66% False False 446
40 1.5545 1.4943 0.0602 3.9% 0.0104 0.7% 68% False False 290
60 1.5750 1.4943 0.0807 5.3% 0.0085 0.6% 51% False False 200
80 1.5968 1.4943 0.1025 6.7% 0.0072 0.5% 40% False False 151
100 1.6132 1.4943 0.1189 7.7% 0.0059 0.4% 34% False False 121
120 1.6378 1.4943 0.1435 9.3% 0.0052 0.3% 29% False False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5734
2.618 1.5611
1.618 1.5536
1.000 1.5490
0.618 1.5461
HIGH 1.5415
0.618 1.5386
0.500 1.5378
0.382 1.5369
LOW 1.5340
0.618 1.5294
1.000 1.5265
1.618 1.5219
2.618 1.5144
4.250 1.5021
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 1.5378 1.5441
PP 1.5369 1.5411
S1 1.5361 1.5382

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

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