CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 04-May-2015
Day Change Summary
Previous Current
01-May-2015 04-May-2015 Change Change % Previous Week
Open 1.5342 1.5145 -0.0197 -1.3% 1.5172
High 1.5371 1.5147 -0.0224 -1.5% 1.5470
Low 1.5105 1.5074 -0.0031 -0.2% 1.5105
Close 1.5119 1.5109 -0.0010 -0.1% 1.5119
Range 0.0266 0.0073 -0.0193 -72.6% 0.0365
ATR 0.0138 0.0134 -0.0005 -3.4% 0.0000
Volume 130 203 73 56.2% 423
Daily Pivots for day following 04-May-2015
Classic Woodie Camarilla DeMark
R4 1.5329 1.5292 1.5149
R3 1.5256 1.5219 1.5129
R2 1.5183 1.5183 1.5122
R1 1.5146 1.5146 1.5116 1.5128
PP 1.5110 1.5110 1.5110 1.5101
S1 1.5073 1.5073 1.5102 1.5055
S2 1.5037 1.5037 1.5096
S3 1.4964 1.5000 1.5089
S4 1.4891 1.4927 1.5069
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 1.5074 0.0396 2.6% 0.0162 1.1% 9% False True 110
10 1.5470 1.4842 0.0628 4.2% 0.0144 1.0% 43% False False 88
20 1.5470 1.4591 0.0879 5.8% 0.0134 0.9% 59% False False 94
40 1.5470 1.4591 0.0879 5.8% 0.0128 0.8% 59% False False 70
60 1.5510 1.4591 0.0919 6.1% 0.0093 0.6% 56% False False 48
80 1.5510 1.4591 0.0919 6.1% 0.0072 0.5% 56% False False 37
100 1.5699 1.4591 0.1108 7.3% 0.0058 0.4% 47% False False 30
120 1.5840 1.4591 0.1249 8.3% 0.0049 0.3% 41% False False 25
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0028
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.5457
2.618 1.5338
1.618 1.5265
1.000 1.5220
0.618 1.5192
HIGH 1.5147
0.618 1.5119
0.500 1.5111
0.382 1.5102
LOW 1.5074
0.618 1.5029
1.000 1.5001
1.618 1.4956
2.618 1.4883
4.250 1.4764
Fisher Pivots for day following 04-May-2015
Pivot 1 day 3 day
R1 1.5111 1.5272
PP 1.5110 1.5218
S1 1.5110 1.5163

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

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