CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 1.5459 1.5526 0.0067 0.4% 1.5526
High 1.5477 1.5526 0.0049 0.3% 1.5745
Low 1.5459 1.5526 0.0067 0.4% 1.5526
Close 1.5477 1.5526 0.0049 0.3% 1.5731
Range 0.0018 0.0000 -0.0018 -100.0% 0.0219
ATR 0.0087 0.0084 -0.0003 -3.1% 0.0000
Volume 4 1 -3 -75.0% 19
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 1.5526 1.5526 1.5526
R3 1.5526 1.5526 1.5526
R2 1.5526 1.5526 1.5526
R1 1.5526 1.5526 1.5526 1.5526
PP 1.5526 1.5526 1.5526 1.5526
S1 1.5526 1.5526 1.5526 1.5526
S2 1.5526 1.5526 1.5526
S3 1.5526 1.5526 1.5526
S4 1.5526 1.5526 1.5526
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 1.5459 0.0286 1.8% 0.0019 0.1% 23% False False 2
10 1.5745 1.5239 0.0506 3.3% 0.0045 0.3% 57% False False 3
20 1.5745 1.5035 0.0710 4.6% 0.0046 0.3% 69% False False 5
40 1.5745 1.4625 0.1120 7.2% 0.0026 0.2% 80% False False 5
60 1.5745 1.4625 0.1120 7.2% 0.0022 0.1% 80% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5526
2.618 1.5526
1.618 1.5526
1.000 1.5526
0.618 1.5526
HIGH 1.5526
0.618 1.5526
0.500 1.5526
0.382 1.5526
LOW 1.5526
0.618 1.5526
1.000 1.5526
1.618 1.5526
2.618 1.5526
4.250 1.5526
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 1.5526 1.5572
PP 1.5526 1.5556
S1 1.5526 1.5541

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

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