CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 03-Mar-2015
Day Change Summary
Previous Current
02-Mar-2015 03-Mar-2015 Change Change % Previous Week
Open 1.5415 1.5346 -0.0069 -0.4% 1.5365
High 1.5415 1.5385 -0.0030 -0.2% 1.5541
Low 1.5340 1.5335 -0.0005 0.0% 1.5323
Close 1.5352 1.5354 0.0002 0.0% 1.5427
Range 0.0075 0.0050 -0.0025 -33.3% 0.0218
ATR 0.0099 0.0096 -0.0004 -3.6% 0.0000
Volume 1,391 1,100 -291 -20.9% 3,822
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.5508 1.5481 1.5382
R3 1.5458 1.5431 1.5368
R2 1.5408 1.5408 1.5363
R1 1.5381 1.5381 1.5359 1.5395
PP 1.5358 1.5358 1.5358 1.5365
S1 1.5331 1.5331 1.5349 1.5345
S2 1.5308 1.5308 1.5345
S3 1.5258 1.5281 1.5340
S4 1.5208 1.5231 1.5327
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 1.5335 0.0206 1.3% 0.0086 0.6% 9% False True 1,131
10 1.5541 1.5323 0.0218 1.4% 0.0090 0.6% 14% False False 734
20 1.5541 1.4978 0.0563 3.7% 0.0101 0.7% 67% False False 492
40 1.5541 1.4943 0.0598 3.9% 0.0099 0.6% 69% False False 315
60 1.5750 1.4943 0.0807 5.3% 0.0085 0.6% 51% False False 218
80 1.5943 1.4943 0.1000 6.5% 0.0072 0.5% 41% False False 164
100 1.6132 1.4943 0.1189 7.7% 0.0059 0.4% 35% False False 132
120 1.6378 1.4943 0.1435 9.3% 0.0052 0.3% 29% False False 110
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.5598
2.618 1.5516
1.618 1.5466
1.000 1.5435
0.618 1.5416
HIGH 1.5385
0.618 1.5366
0.500 1.5360
0.382 1.5354
LOW 1.5335
0.618 1.5304
1.000 1.5285
1.618 1.5254
2.618 1.5204
4.250 1.5123
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 1.5360 1.5390
PP 1.5358 1.5378
S1 1.5356 1.5366

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

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