CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 04-Jun-2015
Day Change Summary
Previous Current
03-Jun-2015 04-Jun-2015 Change Change % Previous Week
Open 1.5326 1.5321 -0.0005 0.0% 1.5459
High 1.5361 1.5430 0.0069 0.4% 1.5491
Low 1.5240 1.5294 0.0054 0.4% 1.5230
Close 1.5303 1.5358 0.0055 0.4% 1.5279
Range 0.0121 0.0136 0.0015 12.4% 0.0261
ATR 0.0139 0.0139 0.0000 -0.1% 0.0000
Volume 1,790 2,497 707 39.5% 5,016
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.5769 1.5699 1.5433
R3 1.5633 1.5563 1.5395
R2 1.5497 1.5497 1.5383
R1 1.5427 1.5427 1.5370 1.5462
PP 1.5361 1.5361 1.5361 1.5378
S1 1.5291 1.5291 1.5346 1.5326
S2 1.5225 1.5225 1.5333
S3 1.5089 1.5155 1.5321
S4 1.4953 1.5019 1.5283
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 1.6116 1.5959 1.5423
R3 1.5855 1.5698 1.5351
R2 1.5594 1.5594 1.5327
R1 1.5437 1.5437 1.5303 1.5385
PP 1.5333 1.5333 1.5333 1.5308
S1 1.5176 1.5176 1.5255 1.5124
S2 1.5072 1.5072 1.5231
S3 1.4811 1.4915 1.5207
S4 1.4550 1.4654 1.5135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5430 1.5160 0.0270 1.8% 0.0134 0.9% 73% True False 2,446
10 1.5685 1.5160 0.0525 3.4% 0.0146 0.9% 38% False False 1,504
20 1.5800 1.5158 0.0642 4.2% 0.0137 0.9% 31% False False 882
40 1.5800 1.4591 0.1209 7.9% 0.0135 0.9% 63% False False 489
60 1.5800 1.4591 0.1209 7.9% 0.0132 0.9% 63% False False 342
80 1.5800 1.4591 0.1209 7.9% 0.0106 0.7% 63% False False 257
100 1.5800 1.4591 0.1209 7.9% 0.0086 0.6% 63% False False 207
120 1.5800 1.4591 0.1209 7.9% 0.0073 0.5% 63% False False 173
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 False
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 1.6008
2.618 1.5786
1.618 1.5650
1.000 1.5566
0.618 1.5514
HIGH 1.5430
0.618 1.5378
0.500 1.5362
0.382 1.5346
LOW 1.5294
0.618 1.5210
1.000 1.5158
1.618 1.5074
2.618 1.4938
4.250 1.4716
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 1.5362 1.5339
PP 1.5361 1.5319
S1 1.5359 1.5300

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

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