CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 08-Jul-2015
Day Change Summary
Previous Current
07-Jul-2015 08-Jul-2015 Change Change % Previous Week
Open 1.5598 1.5447 -0.0151 -1.0% 1.5669
High 1.5601 1.5460 -0.0141 -0.9% 1.5781
Low 1.5405 1.5323 -0.0082 -0.5% 1.5555
Close 1.5436 1.5347 -0.0089 -0.6% 1.5592
Range 0.0196 0.0137 -0.0059 -30.1% 0.0226
ATR 0.0127 0.0128 0.0001 0.6% 0.0000
Volume 111,738 85,885 -25,853 -23.1% 366,046
Daily Pivots for day following 08-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.5788 1.5704 1.5422
R3 1.5651 1.5567 1.5385
R2 1.5514 1.5514 1.5372
R1 1.5430 1.5430 1.5360 1.5404
PP 1.5377 1.5377 1.5377 1.5363
S1 1.5293 1.5293 1.5334 1.5267
S2 1.5240 1.5240 1.5322
S3 1.5103 1.5156 1.5309
S4 1.4966 1.5019 1.5272
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.6321 1.6182 1.5716
R3 1.6095 1.5956 1.5654
R2 1.5869 1.5869 1.5633
R1 1.5730 1.5730 1.5613 1.5687
PP 1.5643 1.5643 1.5643 1.5621
S1 1.5504 1.5504 1.5571 1.5461
S2 1.5417 1.5417 1.5551
S3 1.5191 1.5278 1.5530
S4 1.4965 1.5052 1.5468
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5730 1.5323 0.0407 2.7% 0.0134 0.9% 6% False True 90,584
10 1.5794 1.5323 0.0471 3.1% 0.0117 0.8% 5% False True 88,234
20 1.5924 1.5323 0.0601 3.9% 0.0124 0.8% 4% False True 87,651
40 1.5924 1.5160 0.0764 5.0% 0.0131 0.9% 24% False False 45,942
60 1.5924 1.4600 0.1324 8.6% 0.0134 0.9% 56% False False 30,664
80 1.5924 1.4591 0.1333 8.7% 0.0132 0.9% 57% False False 23,014
100 1.5924 1.4591 0.1333 8.7% 0.0114 0.7% 57% False False 18,411
120 1.5924 1.4591 0.1333 8.7% 0.0096 0.6% 57% False False 15,344
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6042
2.618 1.5819
1.618 1.5682
1.000 1.5597
0.618 1.5545
HIGH 1.5460
0.618 1.5408
0.500 1.5392
0.382 1.5375
LOW 1.5323
0.618 1.5238
1.000 1.5186
1.618 1.5101
2.618 1.4964
4.250 1.4741
Fisher Pivots for day following 08-Jul-2015
Pivot 1 day 3 day
R1 1.5392 1.5481
PP 1.5377 1.5436
S1 1.5362 1.5392

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

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