CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 19-May-2015
Day Change Summary
Previous Current
18-May-2015 19-May-2015 Change Change % Previous Week
Open 1.5709 1.5643 -0.0066 -0.4% 1.5435
High 1.5709 1.5643 -0.0066 -0.4% 1.5800
Low 1.5627 1.5436 -0.0191 -1.2% 1.5385
Close 1.5644 1.5484 -0.0160 -1.0% 1.5739
Range 0.0082 0.0207 0.0125 152.4% 0.0415
ATR 0.0131 0.0136 0.0006 4.2% 0.0000
Volume 312 306 -6 -1.9% 1,370
Daily Pivots for day following 19-May-2015
Classic Woodie Camarilla DeMark
R4 1.6142 1.6020 1.5598
R3 1.5935 1.5813 1.5541
R2 1.5728 1.5728 1.5522
R1 1.5606 1.5606 1.5503 1.5564
PP 1.5521 1.5521 1.5521 1.5500
S1 1.5399 1.5399 1.5465 1.5357
S2 1.5314 1.5314 1.5446
S3 1.5107 1.5192 1.5427
S4 1.4900 1.4985 1.5370
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 1.5436 0.0364 2.4% 0.0113 0.7% 13% False True 265
10 1.5800 1.5153 0.0647 4.2% 0.0129 0.8% 51% False False 221
20 1.5800 1.4919 0.0881 5.7% 0.0136 0.9% 64% False False 152
40 1.5800 1.4591 0.1209 7.8% 0.0122 0.8% 74% False False 116
60 1.5800 1.4591 0.1209 7.8% 0.0113 0.7% 74% False False 84
80 1.5800 1.4591 0.1209 7.8% 0.0087 0.6% 74% False False 65
100 1.5800 1.4591 0.1209 7.8% 0.0072 0.5% 74% False False 52
120 1.5800 1.4591 0.1209 7.8% 0.0060 0.4% 74% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6523
2.618 1.6185
1.618 1.5978
1.000 1.5850
0.618 1.5771
HIGH 1.5643
0.618 1.5564
0.500 1.5540
0.382 1.5515
LOW 1.5436
0.618 1.5308
1.000 1.5229
1.618 1.5101
2.618 1.4894
4.250 1.4556
Fisher Pivots for day following 19-May-2015
Pivot 1 day 3 day
R1 1.5540 1.5608
PP 1.5521 1.5567
S1 1.5503 1.5525

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

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