CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 30-Jun-2015

Day Change Summary
	Previous	Current
	29-Jun-2015	30-Jun-2015	Change	Change %	Previous Week
Open	1.5669	1.5727	0.0058	0.4%	1.5860
High	1.5781	1.5769	-0.0012	-0.1%	1.5902
Low	1.5650	1.5685	0.0035	0.2%	1.5659
Close	1.5728	1.5725	-0.0003	0.0%	1.5723
Range	0.0131	0.0084	-0.0047	-35.9%	0.0243
ATR	0.0127	0.0124	-0.0003	-2.4%	0.0000
Volume	110,186	100,680	-9,506	-8.6%	393,232

Daily Pivots for day following 30-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5978	1.5936	1.5771
R3	1.5894	1.5852	1.5748
R2	1.5810	1.5810	1.5740
R1	1.5768	1.5768	1.5733	1.5747
PP	1.5726	1.5726	1.5726	1.5716
S1	1.5684	1.5684	1.5717	1.5663
S2	1.5642	1.5642	1.5710
S3	1.5558	1.5600	1.5702
S4	1.5474	1.5516	1.5679

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6490	1.6350	1.5857
R3	1.6247	1.6107	1.5790
R2	1.6004	1.6004	1.5768
R1	1.5864	1.5864	1.5745	1.5813
PP	1.5761	1.5761	1.5761	1.5736
S1	1.5621	1.5621	1.5701	1.5570
S2	1.5518	1.5518	1.5678
S3	1.5275	1.5378	1.5656
S4	1.5032	1.5135	1.5589

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5794	1.5650	0.0144	0.9%	0.0100	0.6%	52%	False	False	85,884
10	1.5924	1.5617	0.0307	2.0%	0.0114	0.7%	35%	False	False	88,987
20	1.5924	1.5180	0.0744	4.7%	0.0128	0.8%	73%	False	False	68,598
40	1.5924	1.5090	0.0834	5.3%	0.0131	0.8%	76%	False	False	34,635
60	1.5924	1.4591	0.1333	8.5%	0.0132	0.8%	85%	False	False	23,121
80	1.5924	1.4591	0.1333	8.5%	0.0130	0.8%	85%	False	False	17,352
100	1.5924	1.4591	0.1333	8.5%	0.0108	0.7%	85%	False	False	13,883
120	1.5924	1.4591	0.1333	8.5%	0.0092	0.6%	85%	False	False	11,570

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6126
2.618	1.5989
1.618	1.5905
1.000	1.5853
0.618	1.5821
HIGH	1.5769
0.618	1.5737
0.500	1.5727
0.382	1.5717
LOW	1.5685
0.618	1.5633
1.000	1.5601
1.618	1.5549
2.618	1.5465
4.250	1.5328

Fisher Pivots for day following 30-Jun-2015
Pivot	1 day	3 day
R1	1.5727	1.5722
PP	1.5726	1.5719
S1	1.5726	1.5716

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols