CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 01-May-2015
Day Change Summary
Previous Current
30-Apr-2015 01-May-2015 Change Change % Previous Week
Open 1.5424 1.5342 -0.0082 -0.5% 1.5172
High 1.5470 1.5371 -0.0099 -0.6% 1.5470
Low 1.5300 1.5105 -0.0195 -1.3% 1.5105
Close 1.5346 1.5119 -0.0227 -1.5% 1.5119
Range 0.0170 0.0266 0.0096 56.5% 0.0365
ATR 0.0128 0.0138 0.0010 7.6% 0.0000
Volume 85 130 45 52.9% 423
Daily Pivots for day following 01-May-2015
Classic Woodie Camarilla DeMark
R4 1.5996 1.5824 1.5265
R3 1.5730 1.5558 1.5192
R2 1.5464 1.5464 1.5168
R1 1.5292 1.5292 1.5143 1.5245
PP 1.5198 1.5198 1.5198 1.5175
S1 1.5026 1.5026 1.5095 1.4979
S2 1.4932 1.4932 1.5070
S3 1.4666 1.4760 1.5046
S4 1.4400 1.4494 1.4973
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 1.6326 1.6088 1.5320
R3 1.5961 1.5723 1.5219
R2 1.5596 1.5596 1.5186
R1 1.5358 1.5358 1.5152 1.5295
PP 1.5231 1.5231 1.5231 1.5200
S1 1.4993 1.4993 1.5086 1.4930
S2 1.4866 1.4866 1.5052
S3 1.4501 1.4628 1.5019
S4 1.4136 1.4263 1.4918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5470 1.5105 0.0365 2.4% 0.0175 1.2% 4% False True 84
10 1.5470 1.4842 0.0628 4.2% 0.0144 1.0% 44% False False 85
20 1.5470 1.4591 0.0879 5.8% 0.0134 0.9% 60% False False 84
40 1.5470 1.4591 0.0879 5.8% 0.0126 0.8% 60% False False 65
60 1.5510 1.4591 0.0919 6.1% 0.0092 0.6% 57% False False 45
80 1.5510 1.4591 0.0919 6.1% 0.0071 0.5% 57% False False 35
100 1.5699 1.4591 0.1108 7.3% 0.0058 0.4% 48% False False 28
120 1.5840 1.4591 0.1249 8.3% 0.0048 0.3% 42% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1.6502
2.618 1.6067
1.618 1.5801
1.000 1.5637
0.618 1.5535
HIGH 1.5371
0.618 1.5269
0.500 1.5238
0.382 1.5207
LOW 1.5105
0.618 1.4941
1.000 1.4839
1.618 1.4675
2.618 1.4409
4.250 1.3975
Fisher Pivots for day following 01-May-2015
Pivot 1 day 3 day
R1 1.5238 1.5288
PP 1.5198 1.5231
S1 1.5159 1.5175

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

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