CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 1.5657 1.5679 0.0022 0.1% 1.5487
High 1.5698 1.5700 0.0002 0.0% 1.5661
Low 1.5633 1.5604 -0.0029 -0.2% 1.5454
Close 1.5688 1.5675 -0.0013 -0.1% 1.5649
Range 0.0065 0.0096 0.0031 47.7% 0.0207
ATR 0.0109 0.0108 -0.0001 -0.9% 0.0000
Volume 72,125 87,359 15,234 21.1% 395,568
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.5948 1.5907 1.5728
R3 1.5852 1.5811 1.5701
R2 1.5756 1.5756 1.5693
R1 1.5715 1.5715 1.5684 1.5688
PP 1.5660 1.5660 1.5660 1.5646
S1 1.5619 1.5619 1.5666 1.5592
S2 1.5564 1.5564 1.5657
S3 1.5468 1.5523 1.5649
S4 1.5372 1.5427 1.5622
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.6209 1.6136 1.5763
R3 1.6002 1.5929 1.5706
R2 1.5795 1.5795 1.5687
R1 1.5722 1.5722 1.5668 1.5759
PP 1.5588 1.5588 1.5588 1.5606
S1 1.5515 1.5515 1.5630 1.5552
S2 1.5381 1.5381 1.5611
S3 1.5174 1.5308 1.5592
S4 1.4967 1.5101 1.5535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5714 1.5559 0.0155 1.0% 0.0101 0.6% 75% False False 78,361
10 1.5714 1.5419 0.0295 1.9% 0.0104 0.7% 87% False False 84,268
20 1.5714 1.5419 0.0295 1.9% 0.0104 0.7% 87% False False 85,249
40 1.5781 1.5323 0.0458 2.9% 0.0111 0.7% 77% False False 83,653
60 1.5924 1.5160 0.0764 4.9% 0.0119 0.8% 67% False False 72,936
80 1.5924 1.5074 0.0850 5.4% 0.0125 0.8% 71% False False 54,766
100 1.5924 1.4591 0.1333 8.5% 0.0122 0.8% 81% False False 43,829
120 1.5924 1.4591 0.1333 8.5% 0.0122 0.8% 81% False False 36,530
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6108
2.618 1.5951
1.618 1.5855
1.000 1.5796
0.618 1.5759
HIGH 1.5700
0.618 1.5663
0.500 1.5652
0.382 1.5641
LOW 1.5604
0.618 1.5545
1.000 1.5508
1.618 1.5449
2.618 1.5353
4.250 1.5196
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 1.5667 1.5662
PP 1.5660 1.5649
S1 1.5652 1.5637

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

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