CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 1.5332 1.5356 0.0024 0.2% 1.5285
High 1.5441 1.5377 -0.0064 -0.4% 1.5441
Low 1.5304 1.5190 -0.0114 -0.7% 1.5168
Close 1.5368 1.5275 -0.0093 -0.6% 1.5275
Range 0.0137 0.0187 0.0050 36.5% 0.0273
ATR 0.0150 0.0153 0.0003 1.7% 0.0000
Volume 87,722 101,262 13,540 15.4% 475,729
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.5842 1.5745 1.5378
R3 1.5655 1.5558 1.5326
R2 1.5468 1.5468 1.5309
R1 1.5371 1.5371 1.5292 1.5326
PP 1.5281 1.5281 1.5281 1.5258
S1 1.5184 1.5184 1.5258 1.5139
S2 1.5094 1.5094 1.5241
S3 1.4907 1.4997 1.5224
S4 1.4720 1.4810 1.5172
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.6114 1.5967 1.5425
R3 1.5841 1.5694 1.5350
R2 1.5568 1.5568 1.5325
R1 1.5421 1.5421 1.5300 1.5358
PP 1.5295 1.5295 1.5295 1.5263
S1 1.5148 1.5148 1.5250 1.5085
S2 1.5022 1.5022 1.5225
S3 1.4749 1.4875 1.5200
S4 1.4476 1.4602 1.5125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5441 1.5168 0.0273 1.8% 0.0155 1.0% 39% False False 95,145
10 1.5688 1.5168 0.0520 3.4% 0.0153 1.0% 21% False False 94,629
20 1.5821 1.5168 0.0653 4.3% 0.0152 1.0% 16% False False 109,214
40 1.5821 1.4560 0.1261 8.3% 0.0150 1.0% 57% False False 102,733
60 1.5821 1.4560 0.1261 8.3% 0.0159 1.0% 57% False False 102,867
80 1.5821 1.4560 0.1261 8.3% 0.0146 1.0% 57% False False 79,791
100 1.5821 1.4560 0.1261 8.3% 0.0138 0.9% 57% False False 63,864
120 1.5821 1.4560 0.1261 8.3% 0.0128 0.8% 57% False False 53,230
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6172
2.618 1.5867
1.618 1.5680
1.000 1.5564
0.618 1.5493
HIGH 1.5377
0.618 1.5306
0.500 1.5284
0.382 1.5261
LOW 1.5190
0.618 1.5074
1.000 1.5003
1.618 1.4887
2.618 1.4700
4.250 1.4395
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 1.5284 1.5316
PP 1.5281 1.5302
S1 1.5278 1.5289

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

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