CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 28-May-2015
Day Change Summary
Previous Current
27-May-2015 28-May-2015 Change Change % Previous Week
Open 1.5389 1.5330 -0.0059 -0.4% 1.5684
High 1.5389 1.5330 -0.0059 -0.4% 1.5684
Low 1.5312 1.5300 -0.0012 -0.1% 1.5459
Close 1.5318 1.5304 -0.0014 -0.1% 1.5468
Range 0.0077 0.0030 -0.0047 -61.0% 0.0225
ATR 0.0094 0.0089 -0.0005 -4.9% 0.0000
Volume 1 6 5 500.0% 8
Daily Pivots for day following 28-May-2015
Classic Woodie Camarilla DeMark
R4 1.5401 1.5383 1.5321
R3 1.5371 1.5353 1.5312
R2 1.5341 1.5341 1.5310
R1 1.5323 1.5323 1.5307 1.5317
PP 1.5311 1.5311 1.5311 1.5309
S1 1.5293 1.5293 1.5301 1.5287
S2 1.5281 1.5281 1.5299
S3 1.5251 1.5263 1.5296
S4 1.5221 1.5233 1.5288
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 1.6212 1.6065 1.5592
R3 1.5987 1.5840 1.5530
R2 1.5762 1.5762 1.5509
R1 1.5615 1.5615 1.5489 1.5576
PP 1.5537 1.5537 1.5537 1.5518
S1 1.5390 1.5390 1.5447 1.5351
S2 1.5312 1.5312 1.5427
S3 1.5087 1.5165 1.5406
S4 1.4862 1.4940 1.5344
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5658 1.5300 0.0358 2.3% 0.0023 0.1% 1% False True 2
10 1.5745 1.5300 0.0445 2.9% 0.0021 0.1% 1% False True 2
20 1.5745 1.5103 0.0642 4.2% 0.0045 0.3% 31% False False 3
40 1.5745 1.4625 0.1120 7.3% 0.0028 0.2% 61% False False 5
60 1.5745 1.4625 0.1120 7.3% 0.0022 0.1% 61% False False 4
80 1.5745 1.4625 0.1120 7.3% 0.0018 0.1% 61% False False 3
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5458
2.618 1.5409
1.618 1.5379
1.000 1.5360
0.618 1.5349
HIGH 1.5330
0.618 1.5319
0.500 1.5315
0.382 1.5311
LOW 1.5300
0.618 1.5281
1.000 1.5270
1.618 1.5251
2.618 1.5221
4.250 1.5173
Fisher Pivots for day following 28-May-2015
Pivot 1 day 3 day
R1 1.5315 1.5345
PP 1.5311 1.5331
S1 1.5308 1.5318

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

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