CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 15-Apr-2015
Day Change Summary
Previous Current
14-Apr-2015 15-Apr-2015 Change Change % Previous Week
Open 1.4613 1.4740 0.0127 0.9% 1.4950
High 1.4784 1.4833 0.0049 0.3% 1.4963
Low 1.4600 1.4690 0.0090 0.6% 1.4591
Close 1.4765 1.4832 0.0067 0.5% 1.4635
Range 0.0184 0.0143 -0.0041 -22.3% 0.0372
ATR 0.0119 0.0121 0.0002 1.4% 0.0000
Volume 110 109 -1 -0.9% 155
Daily Pivots for day following 15-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.5214 1.5166 1.4911
R3 1.5071 1.5023 1.4871
R2 1.4928 1.4928 1.4858
R1 1.4880 1.4880 1.4845 1.4904
PP 1.4785 1.4785 1.4785 1.4797
S1 1.4737 1.4737 1.4819 1.4761
S2 1.4642 1.4642 1.4806
S3 1.4499 1.4594 1.4793
S4 1.4356 1.4451 1.4753
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.5846 1.5612 1.4840
R3 1.5474 1.5240 1.4737
R2 1.5102 1.5102 1.4703
R1 1.4868 1.4868 1.4669 1.4799
PP 1.4730 1.4730 1.4730 1.4695
S1 1.4496 1.4496 1.4601 1.4427
S2 1.4358 1.4358 1.4567
S3 1.3986 1.4124 1.4533
S4 1.3614 1.3752 1.4430
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4870 1.4591 0.0279 1.9% 0.0139 0.9% 86% False False 100
10 1.4963 1.4591 0.0372 2.5% 0.0108 0.7% 65% False False 69
20 1.4990 1.4591 0.0399 2.7% 0.0124 0.8% 60% False False 71
40 1.5510 1.4591 0.0919 6.2% 0.0092 0.6% 26% False False 37
60 1.5510 1.4591 0.0919 6.2% 0.0064 0.4% 26% False False 27
80 1.5605 1.4591 0.1014 6.8% 0.0051 0.3% 24% False False 21
100 1.5761 1.4591 0.1170 7.9% 0.0041 0.3% 21% False False 17
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5441
2.618 1.5207
1.618 1.5064
1.000 1.4976
0.618 1.4921
HIGH 1.4833
0.618 1.4778
0.500 1.4762
0.382 1.4745
LOW 1.4690
0.618 1.4602
1.000 1.4547
1.618 1.4459
2.618 1.4316
4.250 1.4082
Fisher Pivots for day following 15-Apr-2015
Pivot 1 day 3 day
R1 1.4809 1.4792
PP 1.4785 1.4752
S1 1.4762 1.4713

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

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