CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 06-Apr-2015
Day Change Summary
Previous Current
02-Apr-2015 06-Apr-2015 Change Change % Previous Week
Open 1.4818 1.4919 0.0101 0.7% 1.4880
High 1.4862 1.4975 0.0113 0.8% 1.4893
Low 1.4768 1.4864 0.0096 0.7% 1.4731
Close 1.4817 1.4914 0.0097 0.7% 1.4817
Range 0.0094 0.0111 0.0017 18.1% 0.0162
ATR 0.0152 0.0152 0.0000 0.3% 0.0000
Volume 81,550 41,741 -39,809 -48.8% 340,460
Daily Pivots for day following 06-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.5251 1.5193 1.4975
R3 1.5140 1.5082 1.4945
R2 1.5029 1.5029 1.4934
R1 1.4971 1.4971 1.4924 1.4945
PP 1.4918 1.4918 1.4918 1.4904
S1 1.4860 1.4860 1.4904 1.4834
S2 1.4807 1.4807 1.4894
S3 1.4696 1.4749 1.4883
S4 1.4585 1.4638 1.4853
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.5300 1.5220 1.4906
R3 1.5138 1.5058 1.4862
R2 1.4976 1.4976 1.4847
R1 1.4896 1.4896 1.4832 1.4855
PP 1.4814 1.4814 1.4814 1.4793
S1 1.4734 1.4734 1.4802 1.4693
S2 1.4652 1.4652 1.4787
S3 1.4490 1.4572 1.4772
S4 1.4328 1.4410 1.4728
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4975 1.4731 0.0244 1.6% 0.0120 0.8% 75% True False 76,440
10 1.4988 1.4731 0.0257 1.7% 0.0132 0.9% 71% False False 89,527
20 1.5145 1.4625 0.0520 3.5% 0.0172 1.2% 56% False False 98,708
40 1.5541 1.4625 0.0916 6.1% 0.0135 0.9% 32% False False 50,131
60 1.5541 1.4625 0.0916 6.1% 0.0126 0.8% 32% False False 33,471
80 1.5750 1.4625 0.1125 7.5% 0.0112 0.7% 26% False False 25,114
100 1.5854 1.4625 0.1229 8.2% 0.0096 0.6% 24% False False 20,091
120 1.6132 1.4625 0.1507 10.1% 0.0081 0.5% 19% False False 16,743
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 0.0039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5447
2.618 1.5266
1.618 1.5155
1.000 1.5086
0.618 1.5044
HIGH 1.4975
0.618 1.4933
0.500 1.4920
0.382 1.4906
LOW 1.4864
0.618 1.4795
1.000 1.4753
1.618 1.4684
2.618 1.4573
4.250 1.4392
Fisher Pivots for day following 06-Apr-2015
Pivot 1 day 3 day
R1 1.4920 1.4894
PP 1.4918 1.4873
S1 1.4916 1.4853

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

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