CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 15-May-2015
Day Change Summary
Previous Current
14-May-2015 15-May-2015 Change Change % Previous Week
Open 1.5734 1.5750 0.0016 0.1% 1.5435
High 1.5800 1.5780 -0.0020 -0.1% 1.5800
Low 1.5731 1.5697 -0.0034 -0.2% 1.5385
Close 1.5753 1.5739 -0.0014 -0.1% 1.5739
Range 0.0069 0.0083 0.0014 20.3% 0.0415
ATR 0.0136 0.0132 -0.0004 -2.8% 0.0000
Volume 234 113 -121 -51.7% 1,370
Daily Pivots for day following 15-May-2015
Classic Woodie Camarilla DeMark
R4 1.5988 1.5946 1.5785
R3 1.5905 1.5863 1.5762
R2 1.5822 1.5822 1.5754
R1 1.5780 1.5780 1.5747 1.5760
PP 1.5739 1.5739 1.5739 1.5728
S1 1.5697 1.5697 1.5731 1.5677
S2 1.5656 1.5656 1.5724
S3 1.5573 1.5614 1.5716
S4 1.5490 1.5531 1.5693
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 1.6886 1.6728 1.5967
R3 1.6471 1.6313 1.5853
R2 1.6056 1.6056 1.5815
R1 1.5898 1.5898 1.5777 1.5977
PP 1.5641 1.5641 1.5641 1.5681
S1 1.5483 1.5483 1.5701 1.5562
S2 1.5226 1.5226 1.5663
S3 1.4811 1.5068 1.5625
S4 1.4396 1.4653 1.5511
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5800 1.5385 0.0415 2.6% 0.0127 0.8% 85% False False 274
10 1.5800 1.5074 0.0726 4.6% 0.0118 0.7% 92% False False 184
20 1.5800 1.4842 0.0958 6.1% 0.0131 0.8% 94% False False 134
40 1.5800 1.4591 0.1209 7.7% 0.0121 0.8% 95% False False 102
60 1.5800 1.4591 0.1209 7.7% 0.0108 0.7% 95% False False 74
80 1.5800 1.4591 0.1209 7.7% 0.0084 0.5% 95% False False 57
100 1.5800 1.4591 0.1209 7.7% 0.0069 0.4% 95% False False 46
120 1.5800 1.4591 0.1209 7.7% 0.0058 0.4% 95% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6133
2.618 1.5997
1.618 1.5914
1.000 1.5863
0.618 1.5831
HIGH 1.5780
0.618 1.5748
0.500 1.5739
0.382 1.5729
LOW 1.5697
0.618 1.5646
1.000 1.5614
1.618 1.5563
2.618 1.5480
4.250 1.5344
Fisher Pivots for day following 15-May-2015
Pivot 1 day 3 day
R1 1.5739 1.5730
PP 1.5739 1.5721
S1 1.5739 1.5712

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

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