CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary
Previous Current
20-Mar-2015 23-Mar-2015 Change Change % Previous Week
Open 1.4740 1.4923 0.0183 1.2% 1.4773
High 1.4950 1.4951 0.0001 0.0% 1.4990
Low 1.4740 1.4843 0.0103 0.7% 1.4628
Close 1.4928 1.4926 -0.0002 0.0% 1.4928
Range 0.0210 0.0108 -0.0102 -48.6% 0.0362
ATR 0.0123 0.0122 -0.0001 -0.9% 0.0000
Volume 98 18 -80 -81.6% 329
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.5231 1.5186 1.4985
R3 1.5123 1.5078 1.4956
R2 1.5015 1.5015 1.4946
R1 1.4970 1.4970 1.4936 1.4993
PP 1.4907 1.4907 1.4907 1.4918
S1 1.4862 1.4862 1.4916 1.4885
S2 1.4799 1.4799 1.4906
S3 1.4691 1.4754 1.4896
S4 1.4583 1.4646 1.4867
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.5935 1.5793 1.5127
R3 1.5573 1.5431 1.5028
R2 1.5211 1.5211 1.4994
R1 1.5069 1.5069 1.4961 1.5140
PP 1.4849 1.4849 1.4849 1.4884
S1 1.4707 1.4707 1.4895 1.4778
S2 1.4487 1.4487 1.4862
S3 1.4125 1.4345 1.4828
S4 1.3763 1.3983 1.4729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4990 1.4628 0.0362 2.4% 0.0197 1.3% 82% False False 68
10 1.5074 1.4628 0.0446 3.0% 0.0148 1.0% 67% False False 36
20 1.5510 1.4628 0.0882 5.9% 0.0089 0.6% 34% False False 19
40 1.5510 1.4628 0.0882 5.9% 0.0049 0.3% 34% False False 13
60 1.5551 1.4628 0.0923 6.2% 0.0037 0.2% 32% False False 9
80 1.5761 1.4628 0.1133 7.6% 0.0028 0.2% 26% False False 7
100 1.6078 1.4628 0.1450 9.7% 0.0023 0.2% 21% False False 7
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 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5410
2.618 1.5234
1.618 1.5126
1.000 1.5059
0.618 1.5018
HIGH 1.4951
0.618 1.4910
0.500 1.4897
0.382 1.4884
LOW 1.4843
0.618 1.4776
1.000 1.4735
1.618 1.4668
2.618 1.4560
4.250 1.4384
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 1.4916 1.4900
PP 1.4907 1.4873
S1 1.4897 1.4847

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

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