CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 09-Sep-2015
Day Change Summary
Previous Current
08-Sep-2015 09-Sep-2015 Change Change % Previous Week
Open 1.5178 1.5394 0.0216 1.4% 1.5403
High 1.5412 1.5404 -0.0008 -0.1% 1.5435
Low 1.5172 1.5349 0.0177 1.2% 1.5164
Close 1.5394 1.5365 -0.0029 -0.2% 1.5184
Range 0.0240 0.0055 -0.0185 -77.1% 0.0271
ATR 0.0124 0.0119 -0.0005 -4.0% 0.0000
Volume 158,251 125,522 -32,729 -20.7% 417,298
Daily Pivots for day following 09-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5538 1.5506 1.5395
R3 1.5483 1.5451 1.5380
R2 1.5428 1.5428 1.5375
R1 1.5396 1.5396 1.5370 1.5385
PP 1.5373 1.5373 1.5373 1.5367
S1 1.5341 1.5341 1.5360 1.5330
S2 1.5318 1.5318 1.5355
S3 1.5263 1.5286 1.5350
S4 1.5208 1.5231 1.5335
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.6074 1.5900 1.5333
R3 1.5803 1.5629 1.5259
R2 1.5532 1.5532 1.5234
R1 1.5358 1.5358 1.5209 1.5310
PP 1.5261 1.5261 1.5261 1.5237
S1 1.5087 1.5087 1.5159 1.5039
S2 1.4990 1.4990 1.5134
S3 1.4719 1.4816 1.5109
S4 1.4448 1.4545 1.5035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5412 1.5164 0.0248 1.6% 0.0113 0.7% 81% False False 106,686
10 1.5718 1.5164 0.0554 3.6% 0.0129 0.8% 36% False False 107,996
20 1.5817 1.5164 0.0653 4.2% 0.0118 0.8% 31% False False 99,134
40 1.5817 1.5164 0.0653 4.2% 0.0112 0.7% 31% False False 90,685
60 1.5924 1.5164 0.0760 4.9% 0.0116 0.8% 26% False False 89,765
80 1.5924 1.5160 0.0764 5.0% 0.0123 0.8% 27% False False 72,560
100 1.5924 1.4842 0.1082 7.0% 0.0125 0.8% 48% False False 58,075
120 1.5924 1.4591 0.1333 8.7% 0.0123 0.8% 58% False False 48,408
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 110 trading days
Fibonacci Retracements and Extensions
4.250 1.5638
2.618 1.5548
1.618 1.5493
1.000 1.5459
0.618 1.5438
HIGH 1.5404
0.618 1.5383
0.500 1.5377
0.382 1.5370
LOW 1.5349
0.618 1.5315
1.000 1.5294
1.618 1.5260
2.618 1.5205
4.250 1.5115
Fisher Pivots for day following 09-Sep-2015
Pivot 1 day 3 day
R1 1.5377 1.5339
PP 1.5373 1.5314
S1 1.5369 1.5288

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

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