CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 10-Aug-2015
Day Change Summary
Previous Current
07-Aug-2015 10-Aug-2015 Change Change % Previous Week
Open 1.5511 1.5487 -0.0024 -0.2% 1.5623
High 1.5546 1.5603 0.0057 0.4% 1.5653
Low 1.5419 1.5454 0.0035 0.2% 1.5419
Close 1.5490 1.5600 0.0110 0.7% 1.5490
Range 0.0127 0.0149 0.0022 17.3% 0.0234
ATR 0.0116 0.0118 0.0002 2.1% 0.0000
Volume 120,476 90,497 -29,979 -24.9% 529,401
Daily Pivots for day following 10-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.5999 1.5949 1.5682
R3 1.5850 1.5800 1.5641
R2 1.5701 1.5701 1.5627
R1 1.5651 1.5651 1.5614 1.5676
PP 1.5552 1.5552 1.5552 1.5565
S1 1.5502 1.5502 1.5586 1.5527
S2 1.5403 1.5403 1.5573
S3 1.5254 1.5353 1.5559
S4 1.5105 1.5204 1.5518
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.6223 1.6090 1.5619
R3 1.5989 1.5856 1.5554
R2 1.5755 1.5755 1.5533
R1 1.5622 1.5622 1.5511 1.5572
PP 1.5521 1.5521 1.5521 1.5495
S1 1.5388 1.5388 1.5469 1.5338
S2 1.5287 1.5287 1.5447
S3 1.5053 1.5154 1.5426
S4 1.4819 1.4920 1.5361
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5653 1.5419 0.0234 1.5% 0.0131 0.8% 77% False False 109,199
10 1.5685 1.5419 0.0266 1.7% 0.0115 0.7% 68% False False 95,233
20 1.5685 1.5419 0.0266 1.7% 0.0112 0.7% 68% False False 83,309
40 1.5924 1.5323 0.0601 3.9% 0.0117 0.7% 46% False False 84,815
60 1.5924 1.5160 0.0764 4.9% 0.0125 0.8% 58% False False 62,460
80 1.5924 1.4842 0.1082 6.9% 0.0127 0.8% 70% False False 46,880
100 1.5924 1.4591 0.1333 8.5% 0.0125 0.8% 76% False False 37,517
120 1.5924 1.4591 0.1333 8.5% 0.0116 0.7% 76% False False 31,266
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6236
2.618 1.5993
1.618 1.5844
1.000 1.5752
0.618 1.5695
HIGH 1.5603
0.618 1.5546
0.500 1.5529
0.382 1.5511
LOW 1.5454
0.618 1.5362
1.000 1.5305
1.618 1.5213
2.618 1.5064
4.250 1.4821
Fisher Pivots for day following 10-Aug-2015
Pivot 1 day 3 day
R1 1.5576 1.5575
PP 1.5552 1.5550
S1 1.5529 1.5526

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

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