CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 26-Aug-2015
Day Change Summary
Previous Current
25-Aug-2015 26-Aug-2015 Change Change % Previous Week
Open 1.5759 1.5687 -0.0072 -0.5% 1.5646
High 1.5817 1.5718 -0.0099 -0.6% 1.5721
Low 1.5678 1.5451 -0.0227 -1.4% 1.5559
Close 1.5683 1.5466 -0.0217 -1.4% 1.5696
Range 0.0139 0.0267 0.0128 92.1% 0.0162
ATR 0.0112 0.0123 0.0011 9.9% 0.0000
Volume 102,323 158,785 56,462 55.2% 417,375
Daily Pivots for day following 26-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.6346 1.6173 1.5613
R3 1.6079 1.5906 1.5539
R2 1.5812 1.5812 1.5515
R1 1.5639 1.5639 1.5490 1.5592
PP 1.5545 1.5545 1.5545 1.5522
S1 1.5372 1.5372 1.5442 1.5325
S2 1.5278 1.5278 1.5417
S3 1.5011 1.5105 1.5393
S4 1.4744 1.4838 1.5319
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.6145 1.6082 1.5785
R3 1.5983 1.5920 1.5741
R2 1.5821 1.5821 1.5726
R1 1.5758 1.5758 1.5711 1.5790
PP 1.5659 1.5659 1.5659 1.5674
S1 1.5596 1.5596 1.5681 1.5628
S2 1.5497 1.5497 1.5666
S3 1.5335 1.5434 1.5651
S4 1.5173 1.5272 1.5607
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5817 1.5451 0.0366 2.4% 0.0148 1.0% 4% False True 118,363
10 1.5817 1.5451 0.0366 2.4% 0.0122 0.8% 4% False True 95,599
20 1.5817 1.5419 0.0398 2.6% 0.0118 0.8% 12% False False 96,778
40 1.5817 1.5323 0.0494 3.2% 0.0117 0.8% 29% False False 87,497
60 1.5924 1.5180 0.0744 4.8% 0.0121 0.8% 38% False False 81,198
80 1.5924 1.5090 0.0834 5.4% 0.0124 0.8% 45% False False 61,066
100 1.5924 1.4591 0.1333 8.6% 0.0126 0.8% 66% False False 48,872
120 1.5924 1.4591 0.1333 8.6% 0.0125 0.8% 66% False False 40,734
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 0.0034
Widest range in 112 trading days
Fibonacci Retracements and Extensions
4.250 1.6853
2.618 1.6417
1.618 1.6150
1.000 1.5985
0.618 1.5883
HIGH 1.5718
0.618 1.5616
0.500 1.5585
0.382 1.5553
LOW 1.5451
0.618 1.5286
1.000 1.5184
1.618 1.5019
2.618 1.4752
4.250 1.4316
Fisher Pivots for day following 26-Aug-2015
Pivot 1 day 3 day
R1 1.5585 1.5634
PP 1.5545 1.5578
S1 1.5506 1.5522

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

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