CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 22-Jul-2015
Day Change Summary
Previous Current
21-Jul-2015 22-Jul-2015 Change Change % Previous Week
Open 1.5550 1.5550 0.0000 0.0% 1.5510
High 1.5585 1.5642 0.0057 0.4% 1.5669
Low 1.5522 1.5545 0.0023 0.1% 1.5443
Close 1.5548 1.5593 0.0045 0.3% 1.5606
Range 0.0063 0.0097 0.0034 54.0% 0.0226
ATR 0.0120 0.0118 -0.0002 -1.3% 0.0000
Volume 62,881 85,169 22,288 35.4% 376,010
Daily Pivots for day following 22-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.5884 1.5836 1.5646
R3 1.5787 1.5739 1.5620
R2 1.5690 1.5690 1.5611
R1 1.5642 1.5642 1.5602 1.5666
PP 1.5593 1.5593 1.5593 1.5606
S1 1.5545 1.5545 1.5584 1.5569
S2 1.5496 1.5496 1.5575
S3 1.5399 1.5448 1.5566
S4 1.5302 1.5351 1.5540
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.6251 1.6154 1.5730
R3 1.6025 1.5928 1.5668
R2 1.5799 1.5799 1.5647
R1 1.5702 1.5702 1.5627 1.5751
PP 1.5573 1.5573 1.5573 1.5597
S1 1.5476 1.5476 1.5585 1.5525
S2 1.5347 1.5347 1.5565
S3 1.5121 1.5250 1.5544
S4 1.4895 1.5024 1.5482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5668 1.5522 0.0146 0.9% 0.0093 0.6% 49% False False 65,543
10 1.5669 1.5337 0.0332 2.1% 0.0113 0.7% 77% False False 74,619
20 1.5794 1.5323 0.0471 3.0% 0.0115 0.7% 57% False False 81,427
40 1.5924 1.5160 0.0764 4.9% 0.0126 0.8% 57% False False 64,521
60 1.5924 1.5074 0.0850 5.5% 0.0131 0.8% 61% False False 43,084
80 1.5924 1.4591 0.1333 8.5% 0.0126 0.8% 75% False False 32,333
100 1.5924 1.4591 0.1333 8.5% 0.0124 0.8% 75% False False 25,873
120 1.5924 1.4591 0.1333 8.5% 0.0105 0.7% 75% False False 21,562
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6054
2.618 1.5896
1.618 1.5799
1.000 1.5739
0.618 1.5702
HIGH 1.5642
0.618 1.5605
0.500 1.5594
0.382 1.5582
LOW 1.5545
0.618 1.5485
1.000 1.5448
1.618 1.5388
2.618 1.5291
4.250 1.5133
Fisher Pivots for day following 22-Jul-2015
Pivot 1 day 3 day
R1 1.5594 1.5589
PP 1.5593 1.5586
S1 1.5593 1.5582

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

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