CME British Pound Future September 2015

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

Day Change Summary
	Previous	Current
	29-Jul-2015	30-Jul-2015	Change	Change %	Previous Week
Open	1.5607	1.5596	-0.0011	-0.1%	1.5598
High	1.5685	1.5641	-0.0044	-0.3%	1.5665
Low	1.5582	1.5558	-0.0024	-0.2%	1.5461
Close	1.5610	1.5595	-0.0015	-0.1%	1.5505
Range	0.0103	0.0083	-0.0020	-19.4%	0.0204
ATR	0.0115	0.0112	-0.0002	-2.0%	0.0000
Volume	80,114	62,349	-17,765	-22.2%	344,584

Daily Pivots for day following 30-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5847	1.5804	1.5641
R3	1.5764	1.5721	1.5618
R2	1.5681	1.5681	1.5610
R1	1.5638	1.5638	1.5603	1.5618
PP	1.5598	1.5598	1.5598	1.5588
S1	1.5555	1.5555	1.5587	1.5535
S2	1.5515	1.5515	1.5580
S3	1.5432	1.5472	1.5572
S4	1.5349	1.5389	1.5549

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	1.5685	1.5461	0.0224	1.4%	0.0090	0.6%	60%	False	False	67,243
10	1.5685	1.5461	0.0224	1.4%	0.0100	0.6%	60%	False	False	69,438
20	1.5685	1.5323	0.0362	2.3%	0.0114	0.7%	75%	False	False	76,783
40	1.5924	1.5180	0.0744	4.8%	0.0122	0.8%	56%	False	False	74,921
60	1.5924	1.5153	0.0771	4.9%	0.0126	0.8%	57%	False	False	50,201
80	1.5924	1.4591	0.1333	8.5%	0.0128	0.8%	75%	False	False	37,674
100	1.5924	1.4591	0.1333	8.5%	0.0128	0.8%	75%	False	False	30,149
120	1.5924	1.4591	0.1333	8.5%	0.0110	0.7%	75%	False	False	25,125

Crabel Price Patterns
NR	True
NR4	True
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	0.0030
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5994
2.618	1.5858
1.618	1.5775
1.000	1.5724
0.618	1.5692
HIGH	1.5641
0.618	1.5609
0.500	1.5600
0.382	1.5590
LOW	1.5558
0.618	1.5507
1.000	1.5475
1.618	1.5424
2.618	1.5341
4.250	1.5205

Fisher Pivots for day following 30-Jul-2015
Pivot	1 day	3 day
R1	1.5600	1.5604
PP	1.5598	1.5601
S1	1.5597	1.5598

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