CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 06-Aug-2015
Day Change Summary
Previous Current
05-Aug-2015 06-Aug-2015 Change Change % Previous Week
Open 1.5562 1.5598 0.0036 0.2% 1.5505
High 1.5653 1.5632 -0.0021 -0.1% 1.5685
Low 1.5520 1.5462 -0.0058 -0.4% 1.5485
Close 1.5593 1.5513 -0.0080 -0.5% 1.5610
Range 0.0133 0.0170 0.0037 27.8% 0.0200
ATR 0.0111 0.0115 0.0004 3.8% 0.0000
Volume 100,815 148,806 47,991 47.6% 403,923
Daily Pivots for day following 06-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.6046 1.5949 1.5607
R3 1.5876 1.5779 1.5560
R2 1.5706 1.5706 1.5544
R1 1.5609 1.5609 1.5529 1.5573
PP 1.5536 1.5536 1.5536 1.5517
S1 1.5439 1.5439 1.5497 1.5403
S2 1.5366 1.5366 1.5482
S3 1.5196 1.5269 1.5466
S4 1.5026 1.5099 1.5420
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.6193 1.6102 1.5720
R3 1.5993 1.5902 1.5665
R2 1.5793 1.5793 1.5647
R1 1.5702 1.5702 1.5628 1.5748
PP 1.5593 1.5593 1.5593 1.5616
S1 1.5502 1.5502 1.5592 1.5548
S2 1.5393 1.5393 1.5573
S3 1.5193 1.5302 1.5555
S4 1.4993 1.5102 1.5500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5674 1.5462 0.0212 1.4% 0.0118 0.8% 24% False True 105,214
10 1.5685 1.5461 0.0224 1.4% 0.0104 0.7% 23% False False 86,229
20 1.5685 1.5357 0.0328 2.1% 0.0114 0.7% 48% False False 81,571
40 1.5924 1.5323 0.0601 3.9% 0.0116 0.7% 32% False False 83,977
60 1.5924 1.5160 0.0764 4.9% 0.0124 0.8% 46% False False 58,954
80 1.5924 1.4690 0.1234 8.0% 0.0127 0.8% 67% False False 44,245
100 1.5924 1.4591 0.1333 8.6% 0.0128 0.8% 69% False False 35,409
120 1.5924 1.4591 0.1333 8.6% 0.0115 0.7% 69% False False 29,508
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.6355
2.618 1.6077
1.618 1.5907
1.000 1.5802
0.618 1.5737
HIGH 1.5632
0.618 1.5567
0.500 1.5547
0.382 1.5527
LOW 1.5462
0.618 1.5357
1.000 1.5292
1.618 1.5187
2.618 1.5017
4.250 1.4740
Fisher Pivots for day following 06-Aug-2015
Pivot 1 day 3 day
R1 1.5547 1.5558
PP 1.5536 1.5543
S1 1.5524 1.5528

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

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