CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 02-Jun-2015
Day Change Summary
Previous Current
01-Jun-2015 02-Jun-2015 Change Change % Previous Week
Open 1.5284 1.5179 -0.0105 -0.7% 1.5365
High 1.5284 1.5332 0.0048 0.3% 1.5389
Low 1.5179 1.5179 0.0000 0.0% 1.5272
Close 1.5186 1.5330 0.0144 0.9% 1.5272
Range 0.0105 0.0153 0.0048 45.7% 0.0117
ATR 0.0087 0.0091 0.0005 5.5% 0.0000
Volume 2 6 4 200.0% 10
Daily Pivots for day following 02-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.5739 1.5688 1.5414
R3 1.5586 1.5535 1.5372
R2 1.5433 1.5433 1.5358
R1 1.5382 1.5382 1.5344 1.5408
PP 1.5280 1.5280 1.5280 1.5293
S1 1.5229 1.5229 1.5316 1.5255
S2 1.5127 1.5127 1.5302
S3 1.4974 1.5076 1.5288
S4 1.4821 1.4923 1.5246
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 1.5662 1.5584 1.5336
R3 1.5545 1.5467 1.5304
R2 1.5428 1.5428 1.5293
R1 1.5350 1.5350 1.5283 1.5331
PP 1.5311 1.5311 1.5311 1.5301
S1 1.5233 1.5233 1.5261 1.5214
S2 1.5194 1.5194 1.5251
S3 1.5077 1.5116 1.5240
S4 1.4960 1.4999 1.5208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5389 1.5179 0.0210 1.4% 0.0073 0.5% 72% False True 3
10 1.5658 1.5179 0.0479 3.1% 0.0039 0.3% 32% False True 2
20 1.5745 1.5147 0.0598 3.9% 0.0046 0.3% 31% False False 3
40 1.5745 1.4625 0.1120 7.3% 0.0035 0.2% 63% False False 5
60 1.5745 1.4625 0.1120 7.3% 0.0026 0.2% 63% False False 4
80 1.5745 1.4625 0.1120 7.3% 0.0021 0.1% 63% False False 3
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 0.0000
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.5982
2.618 1.5733
1.618 1.5580
1.000 1.5485
0.618 1.5427
HIGH 1.5332
0.618 1.5274
0.500 1.5256
0.382 1.5237
LOW 1.5179
0.618 1.5084
1.000 1.5026
1.618 1.4931
2.618 1.4778
4.250 1.4529
Fisher Pivots for day following 02-Jun-2015
Pivot 1 day 3 day
R1 1.5305 1.5305
PP 1.5280 1.5280
S1 1.5256 1.5256

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

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