CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary
Previous Current
05-Jan-2015 06-Jan-2015 Change Change % Previous Week
Open 1.5200 1.5141 -0.0059 -0.4% 1.5493
High 1.5229 1.5141 -0.0088 -0.6% 1.5551
Low 1.5200 1.5137 -0.0063 -0.4% 1.5308
Close 1.5229 1.5137 -0.0092 -0.6% 1.5308
Range 0.0029 0.0004 -0.0025 -86.2% 0.0243
ATR 0.0069 0.0070 0.0002 2.4% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5150 1.5148 1.5139
R3 1.5146 1.5144 1.5138
R2 1.5142 1.5142 1.5138
R1 1.5140 1.5140 1.5137 1.5139
PP 1.5138 1.5138 1.5138 1.5138
S1 1.5136 1.5136 1.5137 1.5135
S2 1.5134 1.5134 1.5136
S3 1.5130 1.5132 1.5136
S4 1.5126 1.5128 1.5135
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.6118 1.5956 1.5442
R3 1.5875 1.5713 1.5375
R2 1.5632 1.5632 1.5353
R1 1.5470 1.5470 1.5330 1.5430
PP 1.5389 1.5389 1.5389 1.5369
S1 1.5227 1.5227 1.5286 1.5187
S2 1.5146 1.5146 1.5263
S3 1.4903 1.4984 1.5241
S4 1.4660 1.4741 1.5174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5551 1.5137 0.0414 2.7% 0.0012 0.1% 0% False True 1
10 1.5564 1.5137 0.0427 2.8% 0.0006 0.0% 0% False True 1
20 1.5699 1.5137 0.0562 3.7% 0.0003 0.0% 0% False True 1
40 1.5840 1.5137 0.0703 4.6% 0.0002 0.0% 0% False True 2
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5158
2.618 1.5151
1.618 1.5147
1.000 1.5145
0.618 1.5143
HIGH 1.5141
0.618 1.5139
0.500 1.5139
0.382 1.5139
LOW 1.5137
0.618 1.5135
1.000 1.5133
1.618 1.5131
2.618 1.5127
4.250 1.5120
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 1.5139 1.5223
PP 1.5138 1.5194
S1 1.5138 1.5166

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

View Archives - Comment on this page... - Back to Index of Symbols