CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 06-May-2015
Day Change Summary
Previous Current
05-May-2015 06-May-2015 Change Change % Previous Week
Open 1.5113 1.5155 0.0042 0.3% 1.5172
High 1.5200 1.5260 0.0060 0.4% 1.5470
Low 1.5090 1.5153 0.0063 0.4% 1.5105
Close 1.5161 1.5230 0.0069 0.5% 1.5119
Range 0.0110 0.0107 -0.0003 -2.7% 0.0365
ATR 0.0132 0.0130 -0.0002 -1.3% 0.0000
Volume 41 51 10 24.4% 423
Daily Pivots for day following 06-May-2015
Classic Woodie Camarilla DeMark
R4 1.5535 1.5490 1.5289
R3 1.5428 1.5383 1.5259
R2 1.5321 1.5321 1.5250
R1 1.5276 1.5276 1.5240 1.5299
PP 1.5214 1.5214 1.5214 1.5226
S1 1.5169 1.5169 1.5220 1.5192
S2 1.5107 1.5107 1.5210
S3 1.5000 1.5062 1.5201
S4 1.4893 1.4955 1.5171
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% 0.0145 1.0% 39% False False 102
10 1.5470 1.4953 0.0517 3.4% 0.0140 0.9% 54% False False 86
20 1.5470 1.4591 0.0879 5.8% 0.0134 0.9% 73% False False 96
40 1.5470 1.4591 0.0879 5.8% 0.0129 0.8% 73% False False 72
60 1.5510 1.4591 0.0919 6.0% 0.0096 0.6% 70% False False 49
80 1.5510 1.4591 0.0919 6.0% 0.0073 0.5% 70% False False 38
100 1.5699 1.4591 0.1108 7.3% 0.0061 0.4% 58% False False 31
120 1.5761 1.4591 0.1170 7.7% 0.0050 0.3% 55% False False 26
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5715
2.618 1.5540
1.618 1.5433
1.000 1.5367
0.618 1.5326
HIGH 1.5260
0.618 1.5219
0.500 1.5207
0.382 1.5194
LOW 1.5153
0.618 1.5087
1.000 1.5046
1.618 1.4980
2.618 1.4873
4.250 1.4698
Fisher Pivots for day following 06-May-2015
Pivot 1 day 3 day
R1 1.5222 1.5209
PP 1.5214 1.5188
S1 1.5207 1.5167

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

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