CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 30-Apr-2015
Day Change Summary
Previous Current
29-Apr-2015 30-Apr-2015 Change Change % Previous Week
Open 1.5320 1.5424 0.0104 0.7% 1.4935
High 1.5466 1.5470 0.0004 0.0% 1.5170
Low 1.5320 1.5300 -0.0020 -0.1% 1.4842
Close 1.5418 1.5346 -0.0072 -0.5% 1.5162
Range 0.0146 0.0170 0.0024 16.4% 0.0328
ATR 0.0125 0.0128 0.0003 2.6% 0.0000
Volume 50 85 35 70.0% 431
Daily Pivots for day following 30-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.5882 1.5784 1.5440
R3 1.5712 1.5614 1.5393
R2 1.5542 1.5542 1.5377
R1 1.5444 1.5444 1.5362 1.5408
PP 1.5372 1.5372 1.5372 1.5354
S1 1.5274 1.5274 1.5330 1.5238
S2 1.5202 1.5202 1.5315
S3 1.5032 1.5104 1.5299
S4 1.4862 1.4934 1.5253
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 1.5470 1.5026 0.0444 2.9% 0.0150 1.0% 72% True False 65
10 1.5470 1.4842 0.0628 4.1% 0.0129 0.8% 80% True False 91
20 1.5470 1.4591 0.0879 5.7% 0.0121 0.8% 86% True False 79
40 1.5470 1.4591 0.0879 5.7% 0.0124 0.8% 86% True False 62
60 1.5510 1.4591 0.0919 6.0% 0.0087 0.6% 82% False False 43
80 1.5510 1.4591 0.0919 6.0% 0.0068 0.4% 82% False False 33
100 1.5699 1.4591 0.1108 7.2% 0.0055 0.4% 68% False False 27
120 1.5840 1.4591 0.1249 8.1% 0.0046 0.3% 60% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.6193
2.618 1.5915
1.618 1.5745
1.000 1.5640
0.618 1.5575
HIGH 1.5470
0.618 1.5405
0.500 1.5385
0.382 1.5365
LOW 1.5300
0.618 1.5195
1.000 1.5130
1.618 1.5025
2.618 1.4855
4.250 1.4578
Fisher Pivots for day following 30-Apr-2015
Pivot 1 day 3 day
R1 1.5385 1.5337
PP 1.5372 1.5328
S1 1.5359 1.5319

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

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