CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 13-May-2015
Day Change Summary
Previous Current
12-May-2015 13-May-2015 Change Change % Previous Week
Open 1.5584 1.5669 0.0085 0.5% 1.5139
High 1.5708 1.5766 0.0058 0.4% 1.5519
Low 1.5553 1.5630 0.0077 0.5% 1.5080
Close 1.5674 1.5745 0.0071 0.5% 1.5448
Range 0.0155 0.0136 -0.0019 -12.3% 0.0439
ATR 0.0163 0.0161 -0.0002 -1.2% 0.0000
Volume 123,487 161,480 37,993 30.8% 576,804
Daily Pivots for day following 13-May-2015
Classic Woodie Camarilla DeMark
R4 1.6122 1.6069 1.5820
R3 1.5986 1.5933 1.5782
R2 1.5850 1.5850 1.5770
R1 1.5797 1.5797 1.5757 1.5824
PP 1.5714 1.5714 1.5714 1.5727
S1 1.5661 1.5661 1.5733 1.5688
S2 1.5578 1.5578 1.5720
S3 1.5442 1.5525 1.5708
S4 1.5306 1.5389 1.5670
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 1.6666 1.6496 1.5689
R3 1.6227 1.6057 1.5569
R2 1.5788 1.5788 1.5528
R1 1.5618 1.5618 1.5488 1.5703
PP 1.5349 1.5349 1.5349 1.5392
S1 1.5179 1.5179 1.5408 1.5264
S2 1.4910 1.4910 1.5368
S3 1.4471 1.4740 1.5327
S4 1.4032 1.4301 1.5207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5766 1.5160 0.0606 3.8% 0.0158 1.0% 97% True False 136,792
10 1.5766 1.5080 0.0686 4.4% 0.0162 1.0% 97% True False 125,659
20 1.5766 1.4807 0.0959 6.1% 0.0153 1.0% 98% True False 107,215
40 1.5766 1.4560 0.1206 7.7% 0.0164 1.0% 98% True False 103,327
60 1.5766 1.4560 0.1206 7.7% 0.0148 0.9% 98% True False 79,820
80 1.5766 1.4560 0.1206 7.7% 0.0138 0.9% 98% True False 59,917
100 1.5766 1.4560 0.1206 7.7% 0.0126 0.8% 98% True False 47,949
120 1.5772 1.4560 0.1212 7.7% 0.0114 0.7% 98% False False 39,958
Crabel Price Patterns
NR True
NR4 True
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 0.0043
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6344
2.618 1.6122
1.618 1.5986
1.000 1.5902
0.618 1.5850
HIGH 1.5766
0.618 1.5714
0.500 1.5698
0.382 1.5682
LOW 1.5630
0.618 1.5546
1.000 1.5494
1.618 1.5410
2.618 1.5274
4.250 1.5052
Fisher Pivots for day following 13-May-2015
Pivot 1 day 3 day
R1 1.5729 1.5689
PP 1.5714 1.5633
S1 1.5698 1.5578

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

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