CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 14-May-2015
Day Change Summary
Previous Current
13-May-2015 14-May-2015 Change Change % Previous Week
Open 1.5669 1.5739 0.0070 0.4% 1.5139
High 1.5766 1.5821 0.0055 0.3% 1.5519
Low 1.5630 1.5725 0.0095 0.6% 1.5080
Close 1.5745 1.5763 0.0018 0.1% 1.5448
Range 0.0136 0.0096 -0.0040 -29.4% 0.0439
ATR 0.0161 0.0156 -0.0005 -2.9% 0.0000
Volume 161,480 109,848 -51,632 -32.0% 576,804
Daily Pivots for day following 14-May-2015
Classic Woodie Camarilla DeMark
R4 1.6058 1.6006 1.5816
R3 1.5962 1.5910 1.5789
R2 1.5866 1.5866 1.5781
R1 1.5814 1.5814 1.5772 1.5840
PP 1.5770 1.5770 1.5770 1.5783
S1 1.5718 1.5718 1.5754 1.5744
S2 1.5674 1.5674 1.5745
S3 1.5578 1.5622 1.5737
S4 1.5482 1.5526 1.5710
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 1.5821 1.5351 0.0470 3.0% 0.0155 1.0% 88% True False 140,285
10 1.5821 1.5080 0.0741 4.7% 0.0153 1.0% 92% True False 121,829
20 1.5821 1.4851 0.0970 6.2% 0.0150 1.0% 94% True False 107,999
40 1.5821 1.4560 0.1261 8.0% 0.0154 1.0% 95% True False 101,597
60 1.5821 1.4560 0.1261 8.0% 0.0148 0.9% 95% True False 81,642
80 1.5821 1.4560 0.1261 8.0% 0.0138 0.9% 95% True False 61,290
100 1.5821 1.4560 0.1261 8.0% 0.0126 0.8% 95% True False 49,047
120 1.5821 1.4560 0.1261 8.0% 0.0115 0.7% 95% True False 40,873
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0039
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.6229
2.618 1.6072
1.618 1.5976
1.000 1.5917
0.618 1.5880
HIGH 1.5821
0.618 1.5784
0.500 1.5773
0.382 1.5762
LOW 1.5725
0.618 1.5666
1.000 1.5629
1.618 1.5570
2.618 1.5474
4.250 1.5317
Fisher Pivots for day following 14-May-2015
Pivot 1 day 3 day
R1 1.5773 1.5738
PP 1.5770 1.5712
S1 1.5766 1.5687

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

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