CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 1.4943 1.4747 -0.0196 -1.3% 1.4730
High 1.5001 1.4982 -0.0019 -0.1% 1.5145
Low 1.4680 1.4714 0.0034 0.2% 1.4625
Close 1.4712 1.4934 0.0222 1.5% 1.4934
Range 0.0321 0.0268 -0.0053 -16.5% 0.0520
ATR 0.0163 0.0170 0.0008 4.7% 0.0000
Volume 147,224 125,721 -21,503 -14.6% 634,397
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.5681 1.5575 1.5081
R3 1.5413 1.5307 1.5008
R2 1.5145 1.5145 1.4983
R1 1.5039 1.5039 1.4959 1.5092
PP 1.4877 1.4877 1.4877 1.4903
S1 1.4771 1.4771 1.4909 1.4824
S2 1.4609 1.4609 1.4885
S3 1.4341 1.4503 1.4860
S4 1.4073 1.4235 1.4787
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.6461 1.6218 1.5220
R3 1.5941 1.5698 1.5077
R2 1.5421 1.5421 1.5029
R1 1.5178 1.5178 1.4982 1.5300
PP 1.4901 1.4901 1.4901 1.4962
S1 1.4658 1.4658 1.4886 1.4780
S2 1.4381 1.4381 1.4839
S3 1.3861 1.4138 1.4791
S4 1.3341 1.3618 1.4648
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5145 1.4625 0.0520 3.5% 0.0269 1.8% 59% False False 126,879
10 1.5145 1.4625 0.0520 3.5% 0.0213 1.4% 59% False False 107,888
20 1.5541 1.4625 0.0916 6.1% 0.0158 1.1% 34% False False 55,353
40 1.5541 1.4625 0.0916 6.1% 0.0131 0.9% 34% False False 27,799
60 1.5571 1.4625 0.0946 6.3% 0.0116 0.8% 33% False False 18,562
80 1.5772 1.4625 0.1147 7.7% 0.0101 0.7% 27% False False 13,923
100 1.6132 1.4625 0.1507 10.1% 0.0084 0.6% 21% False False 11,139
120 1.6205 1.4625 0.1580 10.6% 0.0072 0.5% 20% False False 9,283
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 0.0038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6121
2.618 1.5684
1.618 1.5416
1.000 1.5250
0.618 1.5148
HIGH 1.4982
0.618 1.4880
0.500 1.4848
0.382 1.4816
LOW 1.4714
0.618 1.4548
1.000 1.4446
1.618 1.4280
2.618 1.4012
4.250 1.3575
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 1.4905 1.4918
PP 1.4877 1.4901
S1 1.4848 1.4885

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

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