CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 1.5643 1.5496 -0.0147 -0.9% 1.5435
High 1.5643 1.5565 -0.0078 -0.5% 1.5800
Low 1.5436 1.5462 0.0026 0.2% 1.5385
Close 1.5484 1.5532 0.0048 0.3% 1.5739
Range 0.0207 0.0103 -0.0104 -50.2% 0.0415
ATR 0.0136 0.0134 -0.0002 -1.7% 0.0000
Volume 306 435 129 42.2% 1,370
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 1.5829 1.5783 1.5589
R3 1.5726 1.5680 1.5560
R2 1.5623 1.5623 1.5551
R1 1.5577 1.5577 1.5541 1.5600
PP 1.5520 1.5520 1.5520 1.5531
S1 1.5474 1.5474 1.5523 1.5497
S2 1.5417 1.5417 1.5513
S3 1.5314 1.5371 1.5504
S4 1.5211 1.5268 1.5475
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 2.3% 0.0109 0.7% 26% False False 280
10 1.5800 1.5158 0.0642 4.1% 0.0128 0.8% 58% False False 259
20 1.5800 1.4953 0.0847 5.5% 0.0134 0.9% 68% False False 173
40 1.5800 1.4591 0.1209 7.8% 0.0122 0.8% 78% False False 126
60 1.5800 1.4591 0.1209 7.8% 0.0115 0.7% 78% False False 92
80 1.5800 1.4591 0.1209 7.8% 0.0089 0.6% 78% False False 70
100 1.5800 1.4591 0.1209 7.8% 0.0073 0.5% 78% False False 57
120 1.5800 1.4591 0.1209 7.8% 0.0061 0.4% 78% False False 47
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 1.6003
2.618 1.5835
1.618 1.5732
1.000 1.5668
0.618 1.5629
HIGH 1.5565
0.618 1.5526
0.500 1.5514
0.382 1.5501
LOW 1.5462
0.618 1.5398
1.000 1.5359
1.618 1.5295
2.618 1.5192
4.250 1.5024
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 1.5526 1.5573
PP 1.5520 1.5559
S1 1.5514 1.5546

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

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