CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 18-May-2015
Day Change Summary
Previous Current
15-May-2015 18-May-2015 Change Change % Previous Week
Open 1.5731 1.5684 -0.0047 -0.3% 1.5526
High 1.5731 1.5684 -0.0047 -0.3% 1.5745
Low 1.5708 1.5630 -0.0078 -0.5% 1.5526
Close 1.5731 1.5636 -0.0095 -0.6% 1.5731
Range 0.0023 0.0054 0.0031 134.8% 0.0219
ATR 0.0078 0.0080 0.0002 2.1% 0.0000
Volume 2 1 -1 -50.0% 19
Daily Pivots for day following 18-May-2015
Classic Woodie Camarilla DeMark
R4 1.5812 1.5778 1.5666
R3 1.5758 1.5724 1.5651
R2 1.5704 1.5704 1.5646
R1 1.5670 1.5670 1.5641 1.5660
PP 1.5650 1.5650 1.5650 1.5645
S1 1.5616 1.5616 1.5631 1.5606
S2 1.5596 1.5596 1.5626
S3 1.5542 1.5562 1.5621
S4 1.5488 1.5508 1.5606
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 1.6324 1.6247 1.5851
R3 1.6105 1.6028 1.5791
R2 1.5886 1.5886 1.5771
R1 1.5809 1.5809 1.5751 1.5848
PP 1.5667 1.5667 1.5667 1.5687
S1 1.5590 1.5590 1.5711 1.5629
S2 1.5448 1.5448 1.5691
S3 1.5229 1.5371 1.5671
S4 1.5010 1.5152 1.5611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5745 1.5571 0.0174 1.1% 0.0043 0.3% 37% False False 3
10 1.5745 1.5147 0.0598 3.8% 0.0052 0.3% 82% False False 3
20 1.5745 1.4904 0.0841 5.4% 0.0045 0.3% 87% False False 6
40 1.5745 1.4625 0.1120 7.2% 0.0025 0.2% 90% False False 5
60 1.5745 1.4625 0.1120 7.2% 0.0021 0.1% 90% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5914
2.618 1.5825
1.618 1.5771
1.000 1.5738
0.618 1.5717
HIGH 1.5684
0.618 1.5663
0.500 1.5657
0.382 1.5651
LOW 1.5630
0.618 1.5597
1.000 1.5576
1.618 1.5543
2.618 1.5489
4.250 1.5401
Fisher Pivots for day following 18-May-2015
Pivot 1 day 3 day
R1 1.5657 1.5688
PP 1.5650 1.5670
S1 1.5643 1.5653

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

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