CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 13-Feb-2015
Day Change Summary
Previous Current
12-Feb-2015 13-Feb-2015 Change Change % Previous Week
Open 1.5320 1.5375 0.0055 0.4% 1.5213
High 1.5391 1.5375 -0.0016 -0.1% 1.5391
Low 1.5320 1.5375 0.0055 0.4% 1.5200
Close 1.5391 1.5375 -0.0016 -0.1% 1.5375
Range 0.0071 0.0000 -0.0071 -100.0% 0.0191
ATR 0.0065 0.0061 -0.0003 -5.4% 0.0000
Volume 25 1 -24 -96.0% 77
Daily Pivots for day following 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.5375 1.5375 1.5375
R3 1.5375 1.5375 1.5375
R2 1.5375 1.5375 1.5375
R1 1.5375 1.5375 1.5375 1.5375
PP 1.5375 1.5375 1.5375 1.5375
S1 1.5375 1.5375 1.5375 1.5375
S2 1.5375 1.5375 1.5375
S3 1.5375 1.5375 1.5375
S4 1.5375 1.5375 1.5375
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.5895 1.5826 1.5480
R3 1.5704 1.5635 1.5428
R2 1.5513 1.5513 1.5410
R1 1.5444 1.5444 1.5393 1.5479
PP 1.5322 1.5322 1.5322 1.5339
S1 1.5253 1.5253 1.5357 1.5288
S2 1.5131 1.5131 1.5340
S3 1.4940 1.5062 1.5322
S4 1.4749 1.4871 1.5270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5391 1.5200 0.0191 1.2% 0.0020 0.1% 92% False False 15
10 1.5391 1.5015 0.0376 2.4% 0.0010 0.1% 96% False False 10
20 1.5391 1.4995 0.0396 2.6% 0.0006 0.0% 96% False False 8
40 1.5641 1.4995 0.0646 4.2% 0.0009 0.1% 59% False False 4
60 1.5761 1.4995 0.0766 5.0% 0.0006 0.0% 50% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5375
2.618 1.5375
1.618 1.5375
1.000 1.5375
0.618 1.5375
HIGH 1.5375
0.618 1.5375
0.500 1.5375
0.382 1.5375
LOW 1.5375
0.618 1.5375
1.000 1.5375
1.618 1.5375
2.618 1.5375
4.250 1.5375
Fisher Pivots for day following 13-Feb-2015
Pivot 1 day 3 day
R1 1.5375 1.5354
PP 1.5375 1.5332
S1 1.5375 1.5311

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

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