CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 29-Apr-2015
Day Change Summary
Previous Current
28-Apr-2015 29-Apr-2015 Change Change % Previous Week
Open 1.5227 1.5320 0.0093 0.6% 1.4935
High 1.5323 1.5466 0.0143 0.9% 1.5170
Low 1.5167 1.5320 0.0153 1.0% 1.4842
Close 1.5323 1.5418 0.0095 0.6% 1.5162
Range 0.0156 0.0146 -0.0010 -6.4% 0.0328
ATR 0.0124 0.0125 0.0002 1.3% 0.0000
Volume 83 50 -33 -39.8% 431
Daily Pivots for day following 29-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.5839 1.5775 1.5498
R3 1.5693 1.5629 1.5458
R2 1.5547 1.5547 1.5445
R1 1.5483 1.5483 1.5431 1.5515
PP 1.5401 1.5401 1.5401 1.5418
S1 1.5337 1.5337 1.5405 1.5369
S2 1.5255 1.5255 1.5391
S3 1.5109 1.5191 1.5378
S4 1.4963 1.5045 1.5338
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.6042 1.5930 1.5342
R3 1.5714 1.5602 1.5252
R2 1.5386 1.5386 1.5222
R1 1.5274 1.5274 1.5192 1.5330
PP 1.5058 1.5058 1.5058 1.5086
S1 1.4946 1.4946 1.5132 1.5002
S2 1.4730 1.4730 1.5102
S3 1.4402 1.4618 1.5072
S4 1.4074 1.4290 1.4982
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5466 1.4953 0.0513 3.3% 0.0135 0.9% 91% True False 70
10 1.5466 1.4812 0.0654 4.2% 0.0125 0.8% 93% True False 91
20 1.5466 1.4591 0.0875 5.7% 0.0116 0.8% 95% True False 80
40 1.5466 1.4591 0.0875 5.7% 0.0121 0.8% 95% True False 60
60 1.5510 1.4591 0.0919 6.0% 0.0085 0.5% 90% False False 41
80 1.5510 1.4591 0.0919 6.0% 0.0066 0.4% 90% False False 32
100 1.5699 1.4591 0.1108 7.2% 0.0053 0.3% 75% False False 26
120 1.5840 1.4591 0.1249 8.1% 0.0044 0.3% 66% False False 22
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6087
2.618 1.5848
1.618 1.5702
1.000 1.5612
0.618 1.5556
HIGH 1.5466
0.618 1.5410
0.500 1.5393
0.382 1.5376
LOW 1.5320
0.618 1.5230
1.000 1.5174
1.618 1.5084
2.618 1.4938
4.250 1.4700
Fisher Pivots for day following 29-Apr-2015
Pivot 1 day 3 day
R1 1.5410 1.5375
PP 1.5401 1.5331
S1 1.5393 1.5288

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

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