CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 18-May-2015
Day Change Summary
Previous Current
15-May-2015 18-May-2015 Change Change % Previous Week
Open 1.5773 1.5723 -0.0050 -0.3% 1.5451
High 1.5806 1.5743 -0.0063 -0.4% 1.5821
Low 1.5699 1.5635 -0.0064 -0.4% 1.5389
Close 1.5749 1.5654 -0.0095 -0.6% 1.5749
Range 0.0107 0.0108 0.0001 0.9% 0.0432
ATR 0.0153 0.0150 -0.0003 -1.8% 0.0000
Volume 103,442 81,184 -22,258 -21.5% 617,605
Daily Pivots for day following 18-May-2015
Classic Woodie Camarilla DeMark
R4 1.6001 1.5936 1.5713
R3 1.5893 1.5828 1.5684
R2 1.5785 1.5785 1.5674
R1 1.5720 1.5720 1.5664 1.5699
PP 1.5677 1.5677 1.5677 1.5667
S1 1.5612 1.5612 1.5644 1.5591
S2 1.5569 1.5569 1.5634
S3 1.5461 1.5504 1.5624
S4 1.5353 1.5396 1.5595
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 1.5553 0.0268 1.7% 0.0120 0.8% 38% False False 115,888
10 1.5821 1.5080 0.0741 4.7% 0.0138 0.9% 77% False False 119,641
20 1.5821 1.4851 0.0970 6.2% 0.0149 1.0% 83% False False 109,598
40 1.5821 1.4560 0.1261 8.1% 0.0144 0.9% 87% False False 99,389
60 1.5821 1.4560 0.1261 8.1% 0.0149 1.0% 87% False False 84,710
80 1.5821 1.4560 0.1261 8.1% 0.0137 0.9% 87% False False 63,594
100 1.5821 1.4560 0.1261 8.1% 0.0128 0.8% 87% False False 50,893
120 1.5821 1.4560 0.1261 8.1% 0.0116 0.7% 87% False False 42,412
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6202
2.618 1.6026
1.618 1.5918
1.000 1.5851
0.618 1.5810
HIGH 1.5743
0.618 1.5702
0.500 1.5689
0.382 1.5676
LOW 1.5635
0.618 1.5568
1.000 1.5527
1.618 1.5460
2.618 1.5352
4.250 1.5176
Fisher Pivots for day following 18-May-2015
Pivot 1 day 3 day
R1 1.5689 1.5728
PP 1.5677 1.5703
S1 1.5666 1.5679

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

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