CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 15-May-2015
Day Change Summary
Previous Current
14-May-2015 15-May-2015 Change Change % Previous Week
Open 1.5739 1.5773 0.0034 0.2% 1.5451
High 1.5821 1.5806 -0.0015 -0.1% 1.5821
Low 1.5725 1.5699 -0.0026 -0.2% 1.5389
Close 1.5763 1.5749 -0.0014 -0.1% 1.5749
Range 0.0096 0.0107 0.0011 11.5% 0.0432
ATR 0.0156 0.0153 -0.0004 -2.3% 0.0000
Volume 109,848 103,442 -6,406 -5.8% 617,605
Daily Pivots for day following 15-May-2015
Classic Woodie Camarilla DeMark
R4 1.6072 1.6018 1.5808
R3 1.5965 1.5911 1.5778
R2 1.5858 1.5858 1.5769
R1 1.5804 1.5804 1.5759 1.5778
PP 1.5751 1.5751 1.5751 1.5738
S1 1.5697 1.5697 1.5739 1.5671
S2 1.5644 1.5644 1.5729
S3 1.5537 1.5590 1.5720
S4 1.5430 1.5483 1.5690
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 1.6949 1.6781 1.5987
R3 1.6517 1.6349 1.5868
R2 1.6085 1.6085 1.5828
R1 1.5917 1.5917 1.5789 1.6001
PP 1.5653 1.5653 1.5653 1.5695
S1 1.5485 1.5485 1.5709 1.5569
S2 1.5221 1.5221 1.5670
S3 1.4789 1.5053 1.5630
S4 1.4357 1.4621 1.5511
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5821 1.5389 0.0432 2.7% 0.0143 0.9% 83% False False 123,521
10 1.5821 1.5080 0.0741 4.7% 0.0136 0.9% 90% False False 119,440
20 1.5821 1.4851 0.0970 6.2% 0.0149 0.9% 93% False False 108,308
40 1.5821 1.4560 0.1261 8.0% 0.0148 0.9% 94% False False 100,503
60 1.5821 1.4560 0.1261 8.0% 0.0148 0.9% 94% False False 83,361
80 1.5821 1.4560 0.1261 8.0% 0.0139 0.9% 94% False False 62,581
100 1.5821 1.4560 0.1261 8.0% 0.0127 0.8% 94% False False 50,081
120 1.5821 1.4560 0.1261 8.0% 0.0115 0.7% 94% False False 41,735
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6261
2.618 1.6086
1.618 1.5979
1.000 1.5913
0.618 1.5872
HIGH 1.5806
0.618 1.5765
0.500 1.5753
0.382 1.5740
LOW 1.5699
0.618 1.5633
1.000 1.5592
1.618 1.5526
2.618 1.5419
4.250 1.5244
Fisher Pivots for day following 15-May-2015
Pivot 1 day 3 day
R1 1.5753 1.5741
PP 1.5751 1.5733
S1 1.5750 1.5726

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

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