CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 18-May-2015
Day Change Summary
Previous Current
15-May-2015 18-May-2015 Change Change % Previous Week
Open 1.5750 1.5709 -0.0041 -0.3% 1.5435
High 1.5780 1.5709 -0.0071 -0.4% 1.5800
Low 1.5697 1.5627 -0.0070 -0.4% 1.5385
Close 1.5739 1.5644 -0.0095 -0.6% 1.5739
Range 0.0083 0.0082 -0.0001 -1.2% 0.0415
ATR 0.0132 0.0131 -0.0001 -1.1% 0.0000
Volume 113 312 199 176.1% 1,370
Daily Pivots for day following 18-May-2015
Classic Woodie Camarilla DeMark
R4 1.5906 1.5857 1.5689
R3 1.5824 1.5775 1.5667
R2 1.5742 1.5742 1.5659
R1 1.5693 1.5693 1.5652 1.5677
PP 1.5660 1.5660 1.5660 1.5652
S1 1.5611 1.5611 1.5636 1.5595
S2 1.5578 1.5578 1.5629
S3 1.5496 1.5529 1.5621
S4 1.5414 1.5447 1.5599
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 1.5547 0.0253 1.6% 0.0101 0.6% 38% False False 266
10 1.5800 1.5090 0.0710 4.5% 0.0119 0.8% 78% False False 195
20 1.5800 1.4842 0.0958 6.1% 0.0131 0.8% 84% False False 141
40 1.5800 1.4591 0.1209 7.7% 0.0120 0.8% 87% False False 109
60 1.5800 1.4591 0.1209 7.7% 0.0110 0.7% 87% False False 79
80 1.5800 1.4591 0.1209 7.7% 0.0085 0.5% 87% False False 61
100 1.5800 1.4591 0.1209 7.7% 0.0070 0.4% 87% False False 49
120 1.5800 1.4591 0.1209 7.7% 0.0059 0.4% 87% False False 41
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6058
2.618 1.5924
1.618 1.5842
1.000 1.5791
0.618 1.5760
HIGH 1.5709
0.618 1.5678
0.500 1.5668
0.382 1.5658
LOW 1.5627
0.618 1.5576
1.000 1.5545
1.618 1.5494
2.618 1.5412
4.250 1.5279
Fisher Pivots for day following 18-May-2015
Pivot 1 day 3 day
R1 1.5668 1.5714
PP 1.5660 1.5690
S1 1.5652 1.5667

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

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