CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 30-Apr-2015
Day Change Summary
Previous Current
29-Apr-2015 30-Apr-2015 Change Change % Previous Week
Open 1.5336 1.5426 0.0090 0.6% 1.4962
High 1.5494 1.5488 -0.0006 0.0% 1.5183
Low 1.5323 1.5299 -0.0024 -0.2% 1.4851
Close 1.5426 1.5354 -0.0072 -0.5% 1.5171
Range 0.0171 0.0189 0.0018 10.5% 0.0332
ATR 0.0150 0.0153 0.0003 1.9% 0.0000
Volume 143,655 148,154 4,499 3.1% 361,627
Daily Pivots for day following 30-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.5947 1.5840 1.5458
R3 1.5758 1.5651 1.5406
R2 1.5569 1.5569 1.5389
R1 1.5462 1.5462 1.5371 1.5421
PP 1.5380 1.5380 1.5380 1.5360
S1 1.5273 1.5273 1.5337 1.5232
S2 1.5191 1.5191 1.5319
S3 1.5002 1.5084 1.5302
S4 1.4813 1.4895 1.5250
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 1.5494 1.5023 0.0471 3.1% 0.0169 1.1% 70% False False 113,406
10 1.5494 1.4851 0.0643 4.2% 0.0147 1.0% 78% False False 94,168
20 1.5494 1.4560 0.0934 6.1% 0.0146 0.9% 85% False False 90,034
40 1.5494 1.4560 0.0934 6.1% 0.0161 1.0% 85% False False 91,702
60 1.5541 1.4560 0.0981 6.4% 0.0140 0.9% 81% False False 61,384
80 1.5541 1.4560 0.0981 6.4% 0.0130 0.8% 81% False False 46,074
100 1.5750 1.4560 0.1190 7.8% 0.0117 0.8% 67% False False 36,865
120 1.5854 1.4560 0.1294 8.4% 0.0103 0.7% 61% False False 30,721
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 0.0035
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.6291
2.618 1.5983
1.618 1.5794
1.000 1.5677
0.618 1.5605
HIGH 1.5488
0.618 1.5416
0.500 1.5394
0.382 1.5371
LOW 1.5299
0.618 1.5182
1.000 1.5110
1.618 1.4993
2.618 1.4804
4.250 1.4496
Fisher Pivots for day following 30-Apr-2015
Pivot 1 day 3 day
R1 1.5394 1.5346
PP 1.5380 1.5339
S1 1.5367 1.5331

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

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