CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 20-Feb-2015
Day Change Summary
Previous Current
19-Feb-2015 20-Feb-2015 Change Change % Previous Week
Open 1.5439 1.5379 -0.0060 -0.4% 1.5340
High 1.5439 1.5379 -0.0060 -0.4% 1.5439
Low 1.5395 1.5379 -0.0016 -0.1% 1.5340
Close 1.5395 1.5379 -0.0016 -0.1% 1.5379
Range 0.0044 0.0000 -0.0044 -100.0% 0.0099
ATR 0.0060 0.0057 -0.0003 -5.2% 0.0000
Volume 5 1 -4 -80.0% 9
Daily Pivots for day following 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.5379 1.5379 1.5379
R3 1.5379 1.5379 1.5379
R2 1.5379 1.5379 1.5379
R1 1.5379 1.5379 1.5379 1.5379
PP 1.5379 1.5379 1.5379 1.5379
S1 1.5379 1.5379 1.5379 1.5379
S2 1.5379 1.5379 1.5379
S3 1.5379 1.5379 1.5379
S4 1.5379 1.5379 1.5379
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.5683 1.5630 1.5433
R3 1.5584 1.5531 1.5406
R2 1.5485 1.5485 1.5397
R1 1.5432 1.5432 1.5388 1.5459
PP 1.5386 1.5386 1.5386 1.5399
S1 1.5333 1.5333 1.5370 1.5360
S2 1.5287 1.5287 1.5361
S3 1.5188 1.5234 1.5352
S4 1.5089 1.5135 1.5325
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5439 1.5340 0.0099 0.6% 0.0016 0.1% 39% False False 2
10 1.5439 1.5200 0.0239 1.6% 0.0018 0.1% 75% False False 8
20 1.5439 1.4995 0.0444 2.9% 0.0009 0.1% 86% False False 7
40 1.5551 1.4995 0.0556 3.6% 0.0011 0.1% 69% False False 4
60 1.5761 1.4995 0.0766 5.0% 0.0007 0.0% 50% False False 3
80 1.6078 1.4995 0.1083 7.0% 0.0007 0.0% 35% False False 4
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5379
2.618 1.5379
1.618 1.5379
1.000 1.5379
0.618 1.5379
HIGH 1.5379
0.618 1.5379
0.500 1.5379
0.382 1.5379
LOW 1.5379
0.618 1.5379
1.000 1.5379
1.618 1.5379
2.618 1.5379
4.250 1.5379
Fisher Pivots for day following 20-Feb-2015
Pivot 1 day 3 day
R1 1.5379 1.5409
PP 1.5379 1.5399
S1 1.5379 1.5389

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

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