CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 26-May-2015
Day Change Summary
Previous Current
22-May-2015 26-May-2015 Change Change % Previous Week
Open 1.5662 1.5465 -0.0197 -1.3% 1.5723
High 1.5688 1.5505 -0.0183 -1.2% 1.5743
Low 1.5457 1.5352 -0.0105 -0.7% 1.5444
Close 1.5485 1.5382 -0.0103 -0.7% 1.5485
Range 0.0231 0.0153 -0.0078 -33.8% 0.0299
ATR 0.0160 0.0159 0.0000 -0.3% 0.0000
Volume 104,545 103,136 -1,409 -1.3% 537,675
Daily Pivots for day following 26-May-2015
Classic Woodie Camarilla DeMark
R4 1.5872 1.5780 1.5466
R3 1.5719 1.5627 1.5424
R2 1.5566 1.5566 1.5410
R1 1.5474 1.5474 1.5396 1.5444
PP 1.5413 1.5413 1.5413 1.5398
S1 1.5321 1.5321 1.5368 1.5291
S2 1.5260 1.5260 1.5354
S3 1.5107 1.5168 1.5340
S4 1.4954 1.5015 1.5298
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 1.6454 1.6269 1.5649
R3 1.6155 1.5970 1.5567
R2 1.5856 1.5856 1.5540
R1 1.5671 1.5671 1.5512 1.5614
PP 1.5557 1.5557 1.5557 1.5529
S1 1.5372 1.5372 1.5458 1.5315
S2 1.5258 1.5258 1.5430
S3 1.4959 1.5073 1.5403
S4 1.4660 1.4774 1.5321
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5697 1.5352 0.0345 2.2% 0.0180 1.2% 9% False True 111,925
10 1.5821 1.5352 0.0469 3.0% 0.0150 1.0% 6% False True 113,906
20 1.5821 1.5080 0.0741 4.8% 0.0159 1.0% 41% False False 118,382
40 1.5821 1.4560 0.1261 8.2% 0.0149 1.0% 65% False False 100,553
60 1.5821 1.4560 0.1261 8.2% 0.0155 1.0% 65% False False 93,974
80 1.5821 1.4560 0.1261 8.2% 0.0142 0.9% 65% False False 70,575
100 1.5821 1.4560 0.1261 8.2% 0.0134 0.9% 65% False False 56,489
120 1.5821 1.4560 0.1261 8.2% 0.0120 0.8% 65% False False 47,075
Crabel Price Patterns
NR True
NR4 False
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 0.0026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6155
2.618 1.5906
1.618 1.5753
1.000 1.5658
0.618 1.5600
HIGH 1.5505
0.618 1.5447
0.500 1.5429
0.382 1.5410
LOW 1.5352
0.618 1.5257
1.000 1.5199
1.618 1.5104
2.618 1.4951
4.250 1.4702
Fisher Pivots for day following 26-May-2015
Pivot 1 day 3 day
R1 1.5429 1.5525
PP 1.5413 1.5477
S1 1.5398 1.5430

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

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