CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 28-Apr-2015
Day Change Summary
Previous Current
27-Apr-2015 28-Apr-2015 Change Change % Previous Week
Open 1.5175 1.5221 0.0046 0.3% 1.4962
High 1.5257 1.5339 0.0082 0.5% 1.5183
Low 1.5103 1.5168 0.0065 0.4% 1.4851
Close 1.5218 1.5331 0.0113 0.7% 1.5171
Range 0.0154 0.0171 0.0017 11.0% 0.0332
ATR 0.0147 0.0148 0.0002 1.2% 0.0000
Volume 77,697 113,293 35,596 45.8% 361,627
Daily Pivots for day following 28-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.5792 1.5733 1.5425
R3 1.5621 1.5562 1.5378
R2 1.5450 1.5450 1.5362
R1 1.5391 1.5391 1.5347 1.5421
PP 1.5279 1.5279 1.5279 1.5294
S1 1.5220 1.5220 1.5315 1.5250
S2 1.5108 1.5108 1.5300
S3 1.4937 1.5049 1.5284
S4 1.4766 1.4878 1.5237
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.6064 1.5950 1.5354
R3 1.5732 1.5618 1.5262
R2 1.5400 1.5400 1.5232
R1 1.5286 1.5286 1.5201 1.5343
PP 1.5068 1.5068 1.5068 1.5097
S1 1.4954 1.4954 1.5141 1.5011
S2 1.4736 1.4736 1.5110
S3 1.4404 1.4622 1.5080
S4 1.4072 1.4290 1.4988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5339 1.4908 0.0431 2.8% 0.0152 1.0% 98% True False 88,014
10 1.5339 1.4694 0.0645 4.2% 0.0142 0.9% 99% True False 83,871
20 1.5339 1.4560 0.0779 5.1% 0.0140 0.9% 99% True False 84,333
40 1.5385 1.4560 0.0825 5.4% 0.0156 1.0% 93% False False 84,567
60 1.5541 1.4560 0.0981 6.4% 0.0138 0.9% 79% False False 56,527
80 1.5545 1.4560 0.0985 6.4% 0.0130 0.8% 78% False False 42,429
100 1.5750 1.4560 0.1190 7.8% 0.0114 0.7% 65% False False 33,947
120 1.5968 1.4560 0.1408 9.2% 0.0100 0.7% 55% False False 28,289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0037
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.6066
2.618 1.5787
1.618 1.5616
1.000 1.5510
0.618 1.5445
HIGH 1.5339
0.618 1.5274
0.500 1.5254
0.382 1.5233
LOW 1.5168
0.618 1.5062
1.000 1.4997
1.618 1.4891
2.618 1.4720
4.250 1.4441
Fisher Pivots for day following 28-Apr-2015
Pivot 1 day 3 day
R1 1.5305 1.5281
PP 1.5279 1.5231
S1 1.5254 1.5181

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

View Archives - Comment on this page... - Back to Index of Symbols