CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 27-Mar-2015
Day Change Summary
Previous Current
26-Mar-2015 27-Mar-2015 Change Change % Previous Week
Open 1.4876 1.4843 -0.0033 -0.2% 1.4963
High 1.4988 1.4914 -0.0074 -0.5% 1.4988
Low 1.4798 1.4789 -0.0009 -0.1% 1.4789
Close 1.4831 1.4868 0.0037 0.2% 1.4868
Range 0.0190 0.0125 -0.0065 -34.2% 0.0199
ATR 0.0165 0.0162 -0.0003 -1.7% 0.0000
Volume 101,694 94,806 -6,888 -6.8% 513,078
Daily Pivots for day following 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.5232 1.5175 1.4937
R3 1.5107 1.5050 1.4902
R2 1.4982 1.4982 1.4891
R1 1.4925 1.4925 1.4879 1.4954
PP 1.4857 1.4857 1.4857 1.4871
S1 1.4800 1.4800 1.4857 1.4829
S2 1.4732 1.4732 1.4845
S3 1.4607 1.4675 1.4834
S4 1.4482 1.4550 1.4799
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.5479 1.5372 1.4977
R3 1.5280 1.5173 1.4923
R2 1.5081 1.5081 1.4904
R1 1.4974 1.4974 1.4886 1.4928
PP 1.4882 1.4882 1.4882 1.4859
S1 1.4775 1.4775 1.4850 1.4729
S2 1.4683 1.4683 1.4832
S3 1.4484 1.4576 1.4813
S4 1.4285 1.4377 1.4759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4988 1.4789 0.0199 1.3% 0.0143 1.0% 40% False True 102,615
10 1.5145 1.4625 0.0520 3.5% 0.0206 1.4% 47% False False 114,747
20 1.5415 1.4625 0.0790 5.3% 0.0168 1.1% 31% False False 80,815
40 1.5541 1.4625 0.0916 6.2% 0.0136 0.9% 27% False False 40,597
60 1.5568 1.4625 0.0943 6.3% 0.0125 0.8% 26% False False 27,113
80 1.5750 1.4625 0.1125 7.6% 0.0106 0.7% 22% False False 20,337
100 1.5968 1.4625 0.1343 9.0% 0.0090 0.6% 18% False False 16,270
120 1.6132 1.4625 0.1507 10.1% 0.0077 0.5% 16% False False 13,558
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5445
2.618 1.5241
1.618 1.5116
1.000 1.5039
0.618 1.4991
HIGH 1.4914
0.618 1.4866
0.500 1.4852
0.382 1.4837
LOW 1.4789
0.618 1.4712
1.000 1.4664
1.618 1.4587
2.618 1.4462
4.250 1.4258
Fisher Pivots for day following 27-Mar-2015
Pivot 1 day 3 day
R1 1.4863 1.4889
PP 1.4857 1.4882
S1 1.4852 1.4875

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

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