CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 26-May-2015
Day Change Summary
Previous Current
22-May-2015 26-May-2015 Change Change % Previous Week
Open 1.5654 1.5459 -0.0195 -1.2% 1.5709
High 1.5665 1.5491 -0.0174 -1.1% 1.5709
Low 1.5449 1.5348 -0.0101 -0.7% 1.5436
Close 1.5475 1.5372 -0.0103 -0.7% 1.5475
Range 0.0216 0.0143 -0.0073 -33.8% 0.0273
ATR 0.0142 0.0142 0.0000 0.0% 0.0000
Volume 334 483 149 44.6% 1,558
Daily Pivots for day following 26-May-2015
Classic Woodie Camarilla DeMark
R4 1.5833 1.5745 1.5451
R3 1.5690 1.5602 1.5411
R2 1.5547 1.5547 1.5398
R1 1.5459 1.5459 1.5385 1.5432
PP 1.5404 1.5404 1.5404 1.5390
S1 1.5316 1.5316 1.5359 1.5289
S2 1.5261 1.5261 1.5346
S3 1.5118 1.5173 1.5333
S4 1.4975 1.5030 1.5293
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 1.6359 1.6190 1.5625
R3 1.6086 1.5917 1.5550
R2 1.5813 1.5813 1.5525
R1 1.5644 1.5644 1.5500 1.5592
PP 1.5540 1.5540 1.5540 1.5514
S1 1.5371 1.5371 1.5450 1.5319
S2 1.5267 1.5267 1.5425
S3 1.4994 1.5098 1.5400
S4 1.4721 1.4825 1.5325
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5685 1.5348 0.0337 2.2% 0.0168 1.1% 7% False True 345
10 1.5800 1.5348 0.0452 2.9% 0.0134 0.9% 5% False True 306
20 1.5800 1.5074 0.0726 4.7% 0.0142 0.9% 41% False False 211
40 1.5800 1.4591 0.1209 7.9% 0.0127 0.8% 65% False False 146
60 1.5800 1.4591 0.1209 7.9% 0.0123 0.8% 65% False False 108
80 1.5800 1.4591 0.1209 7.9% 0.0095 0.6% 65% False False 82
100 1.5800 1.4591 0.1209 7.9% 0.0078 0.5% 65% False False 67
120 1.5800 1.4591 0.1209 7.9% 0.0066 0.4% 65% False False 56
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6099
2.618 1.5865
1.618 1.5722
1.000 1.5634
0.618 1.5579
HIGH 1.5491
0.618 1.5436
0.500 1.5420
0.382 1.5403
LOW 1.5348
0.618 1.5260
1.000 1.5205
1.618 1.5117
2.618 1.4974
4.250 1.4740
Fisher Pivots for day following 26-May-2015
Pivot 1 day 3 day
R1 1.5420 1.5517
PP 1.5404 1.5468
S1 1.5388 1.5420

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

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