CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 17-Apr-2015
Day Change Summary
Previous Current
16-Apr-2015 17-Apr-2015 Change Change % Previous Week
Open 1.4812 1.4918 0.0106 0.7% 1.4626
High 1.4942 1.5033 0.0091 0.6% 1.5033
Low 1.4812 1.4915 0.0103 0.7% 1.4592
Close 1.4942 1.4946 0.0004 0.0% 1.4946
Range 0.0130 0.0118 -0.0012 -9.2% 0.0441
ATR 0.0122 0.0121 0.0000 -0.2% 0.0000
Volume 86 190 104 120.9% 671
Daily Pivots for day following 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.5319 1.5250 1.5011
R3 1.5201 1.5132 1.4978
R2 1.5083 1.5083 1.4968
R1 1.5014 1.5014 1.4957 1.5049
PP 1.4965 1.4965 1.4965 1.4982
S1 1.4896 1.4896 1.4935 1.4931
S2 1.4847 1.4847 1.4924
S3 1.4729 1.4778 1.4914
S4 1.4611 1.4660 1.4881
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.6180 1.6004 1.5189
R3 1.5739 1.5563 1.5067
R2 1.5298 1.5298 1.5027
R1 1.5122 1.5122 1.4986 1.5210
PP 1.4857 1.4857 1.4857 1.4901
S1 1.4681 1.4681 1.4906 1.4769
S2 1.4416 1.4416 1.4865
S3 1.3975 1.4240 1.4825
S4 1.3534 1.3799 1.4703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5033 1.4592 0.0441 3.0% 0.0129 0.9% 80% True False 134
10 1.5033 1.4591 0.0442 3.0% 0.0123 0.8% 80% True False 82
20 1.5033 1.4591 0.0442 3.0% 0.0111 0.7% 80% True False 70
40 1.5510 1.4591 0.0919 6.1% 0.0097 0.7% 39% False False 44
60 1.5510 1.4591 0.0919 6.1% 0.0068 0.5% 39% False False 32
80 1.5551 1.4591 0.0960 6.4% 0.0054 0.4% 37% False False 24
100 1.5761 1.4591 0.1170 7.8% 0.0043 0.3% 30% False False 20
120 1.6078 1.4591 0.1487 9.9% 0.0037 0.2% 24% False False 17
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5535
2.618 1.5342
1.618 1.5224
1.000 1.5151
0.618 1.5106
HIGH 1.5033
0.618 1.4988
0.500 1.4974
0.382 1.4960
LOW 1.4915
0.618 1.4842
1.000 1.4797
1.618 1.4724
2.618 1.4606
4.250 1.4414
Fisher Pivots for day following 17-Apr-2015
Pivot 1 day 3 day
R1 1.4974 1.4918
PP 1.4965 1.4890
S1 1.4955 1.4862

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

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