CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 06-May-2015
Day Change Summary
Previous Current
05-May-2015 06-May-2015 Change Change % Previous Week
Open 1.5120 1.5178 0.0058 0.4% 1.5175
High 1.5214 1.5289 0.0075 0.5% 1.5494
Low 1.5080 1.5146 0.0066 0.4% 1.5103
Close 1.5170 1.5239 0.0069 0.5% 1.5127
Range 0.0134 0.0143 0.0009 6.7% 0.0391
ATR 0.0155 0.0154 -0.0001 -0.5% 0.0000
Volume 101,010 116,973 15,963 15.8% 610,124
Daily Pivots for day following 06-May-2015
Classic Woodie Camarilla DeMark
R4 1.5654 1.5589 1.5318
R3 1.5511 1.5446 1.5278
R2 1.5368 1.5368 1.5265
R1 1.5303 1.5303 1.5252 1.5336
PP 1.5225 1.5225 1.5225 1.5241
S1 1.5160 1.5160 1.5226 1.5193
S2 1.5082 1.5082 1.5213
S3 1.4939 1.5017 1.5200
S4 1.4796 1.4874 1.5160
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 1.6414 1.6162 1.5342
R3 1.6023 1.5771 1.5235
R2 1.5632 1.5632 1.5199
R1 1.5380 1.5380 1.5163 1.5311
PP 1.5241 1.5241 1.5241 1.5207
S1 1.4989 1.4989 1.5091 1.4920
S2 1.4850 1.4850 1.5055
S3 1.4459 1.4598 1.5019
S4 1.4068 1.4207 1.4912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5488 1.5080 0.0408 2.7% 0.0167 1.1% 39% False False 114,527
10 1.5494 1.4955 0.0539 3.5% 0.0160 1.0% 53% False False 106,770
20 1.5494 1.4560 0.0934 6.1% 0.0154 1.0% 73% False False 96,180
40 1.5494 1.4560 0.0934 6.1% 0.0165 1.1% 73% False False 99,687
60 1.5541 1.4560 0.0981 6.4% 0.0143 0.9% 69% False False 68,446
80 1.5541 1.4560 0.0981 6.4% 0.0134 0.9% 69% False False 51,374
100 1.5750 1.4560 0.1190 7.8% 0.0122 0.8% 57% False False 41,110
120 1.5807 1.4560 0.1247 8.2% 0.0108 0.7% 54% False False 34,258
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 0.0041
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5897
2.618 1.5663
1.618 1.5520
1.000 1.5432
0.618 1.5377
HIGH 1.5289
0.618 1.5234
0.500 1.5218
0.382 1.5201
LOW 1.5146
0.618 1.5058
1.000 1.5003
1.618 1.4915
2.618 1.4772
4.250 1.4538
Fisher Pivots for day following 06-May-2015
Pivot 1 day 3 day
R1 1.5232 1.5221
PP 1.5225 1.5203
S1 1.5218 1.5185

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

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