CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 09-Jul-2015
Day Change Summary
Previous Current
08-Jul-2015 09-Jul-2015 Change Change % Previous Week
Open 1.5447 1.5356 -0.0091 -0.6% 1.5669
High 1.5460 1.5413 -0.0047 -0.3% 1.5781
Low 1.5323 1.5337 0.0014 0.1% 1.5555
Close 1.5347 1.5356 0.0009 0.1% 1.5592
Range 0.0137 0.0076 -0.0061 -44.5% 0.0226
ATR 0.0128 0.0124 -0.0004 -2.9% 0.0000
Volume 85,885 68,421 -17,464 -20.3% 366,046
Daily Pivots for day following 09-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.5597 1.5552 1.5398
R3 1.5521 1.5476 1.5377
R2 1.5445 1.5445 1.5370
R1 1.5400 1.5400 1.5363 1.5394
PP 1.5369 1.5369 1.5369 1.5366
S1 1.5324 1.5324 1.5349 1.5318
S2 1.5293 1.5293 1.5342
S3 1.5217 1.5248 1.5335
S4 1.5141 1.5172 1.5314
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 1.5638 1.5323 0.0315 2.1% 0.0120 0.8% 10% False False 86,061
10 1.5781 1.5323 0.0458 3.0% 0.0112 0.7% 7% False False 87,203
20 1.5924 1.5323 0.0601 3.9% 0.0119 0.8% 5% False False 86,383
40 1.5924 1.5160 0.0764 5.0% 0.0129 0.8% 26% False False 47,645
60 1.5924 1.4690 0.1234 8.0% 0.0132 0.9% 54% False False 31,803
80 1.5924 1.4591 0.1333 8.7% 0.0131 0.9% 57% False False 23,869
100 1.5924 1.4591 0.1333 8.7% 0.0115 0.7% 57% False False 19,096
120 1.5924 1.4591 0.1333 8.7% 0.0097 0.6% 57% False False 15,914
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5736
2.618 1.5612
1.618 1.5536
1.000 1.5489
0.618 1.5460
HIGH 1.5413
0.618 1.5384
0.500 1.5375
0.382 1.5366
LOW 1.5337
0.618 1.5290
1.000 1.5261
1.618 1.5214
2.618 1.5138
4.250 1.5014
Fisher Pivots for day following 09-Jul-2015
Pivot 1 day 3 day
R1 1.5375 1.5462
PP 1.5369 1.5427
S1 1.5362 1.5391

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

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