CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 17-Jun-2015
Day Change Summary
Previous Current
16-Jun-2015 17-Jun-2015 Change Change % Previous Week
Open 1.5589 1.5641 0.0052 0.3% 1.5260
High 1.5644 1.5838 0.0194 1.2% 1.5588
Low 1.5531 1.5617 0.0086 0.6% 1.5211
Close 1.5638 1.5819 0.0181 1.2% 1.5543
Range 0.0113 0.0221 0.0108 95.6% 0.0377
ATR 0.0140 0.0146 0.0006 4.2% 0.0000
Volume 74,964 117,442 42,478 56.7% 331,480
Daily Pivots for day following 17-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.6421 1.6341 1.5941
R3 1.6200 1.6120 1.5880
R2 1.5979 1.5979 1.5860
R1 1.5899 1.5899 1.5839 1.5939
PP 1.5758 1.5758 1.5758 1.5778
S1 1.5678 1.5678 1.5799 1.5718
S2 1.5537 1.5537 1.5778
S3 1.5316 1.5457 1.5758
S4 1.5095 1.5236 1.5697
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.6578 1.6438 1.5750
R3 1.6201 1.6061 1.5647
R2 1.5824 1.5824 1.5612
R1 1.5684 1.5684 1.5578 1.5754
PP 1.5447 1.5447 1.5447 1.5483
S1 1.5307 1.5307 1.5508 1.5377
S2 1.5070 1.5070 1.5474
S3 1.4693 1.4930 1.5439
S4 1.4316 1.4553 1.5336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5838 1.5408 0.0430 2.7% 0.0141 0.9% 96% True False 86,778
10 1.5838 1.5180 0.0658 4.2% 0.0152 1.0% 97% True False 59,774
20 1.5838 1.5160 0.0678 4.3% 0.0147 0.9% 97% True False 30,536
40 1.5838 1.4919 0.0919 5.8% 0.0141 0.9% 98% True False 15,344
60 1.5838 1.4591 0.1247 7.9% 0.0130 0.8% 98% True False 10,256
80 1.5838 1.4591 0.1247 7.9% 0.0122 0.8% 98% True False 7,697
100 1.5838 1.4591 0.1247 7.9% 0.0099 0.6% 98% True False 6,159
120 1.5838 1.4591 0.1247 7.9% 0.0085 0.5% 98% True False 5,133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0040
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.6777
2.618 1.6417
1.618 1.6196
1.000 1.6059
0.618 1.5975
HIGH 1.5838
0.618 1.5754
0.500 1.5728
0.382 1.5701
LOW 1.5617
0.618 1.5480
1.000 1.5396
1.618 1.5259
2.618 1.5038
4.250 1.4678
Fisher Pivots for day following 17-Jun-2015
Pivot 1 day 3 day
R1 1.5789 1.5765
PP 1.5758 1.5712
S1 1.5728 1.5658

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

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