CME British Pound Future September 2015

Trading Metrics calculated at close of trading on 28-Jul-2015

Day Change Summary
	Previous	Current
	27-Jul-2015	28-Jul-2015	Change	Change %	Previous Week
Open	1.5505	1.5554	0.0049	0.3%	1.5598
High	1.5590	1.5623	0.0033	0.2%	1.5665
Low	1.5485	1.5522	0.0037	0.2%	1.5461
Close	1.5551	1.5591	0.0040	0.3%	1.5505
Range	0.0105	0.0101	-0.0004	-3.8%	0.0204
ATR	0.0117	0.0116	-0.0001	-1.0%	0.0000
Volume	71,487	72,824	1,337	1.9%	344,584

Daily Pivots for day following 28-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5882	1.5837	1.5647
R3	1.5781	1.5736	1.5619
R2	1.5680	1.5680	1.5610
R1	1.5635	1.5635	1.5600	1.5658
PP	1.5579	1.5579	1.5579	1.5590
S1	1.5534	1.5534	1.5582	1.5557
S2	1.5478	1.5478	1.5572
S3	1.5377	1.5433	1.5563
S4	1.5276	1.5332	1.5535

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6156	1.6034	1.5617
R3	1.5952	1.5830	1.5561
R2	1.5748	1.5748	1.5542
R1	1.5626	1.5626	1.5524	1.5585
PP	1.5544	1.5544	1.5544	1.5523
S1	1.5422	1.5422	1.5486	1.5381
S2	1.5340	1.5340	1.5468
S3	1.5136	1.5218	1.5449
S4	1.4932	1.5014	1.5393

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5665	1.5461	0.0204	1.3%	0.0107	0.7%	64%	False	False	74,057
10	1.5669	1.5461	0.0208	1.3%	0.0100	0.6%	63%	False	False	69,053
20	1.5769	1.5323	0.0446	2.9%	0.0116	0.7%	60%	False	False	79,245
40	1.5924	1.5169	0.0755	4.8%	0.0125	0.8%	56%	False	False	71,478
60	1.5924	1.5074	0.0850	5.5%	0.0126	0.8%	61%	False	False	47,830
80	1.5924	1.4591	0.1333	8.5%	0.0128	0.8%	75%	False	False	35,894
100	1.5924	1.4591	0.1333	8.5%	0.0126	0.8%	75%	False	False	28,724
120	1.5924	1.4591	0.1333	8.5%	0.0109	0.7%	75%	False	False	23,938

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6052
2.618	1.5887
1.618	1.5786
1.000	1.5724
0.618	1.5685
HIGH	1.5623
0.618	1.5584
0.500	1.5573
0.382	1.5561
LOW	1.5522
0.618	1.5460
1.000	1.5421
1.618	1.5359
2.618	1.5258
4.250	1.5093

Fisher Pivots for day following 28-Jul-2015
Pivot	1 day	3 day
R1	1.5585	1.5575
PP	1.5579	1.5558
S1	1.5573	1.5542

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