CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 1.5350 1.5312 -0.0038 -0.2% 1.5284
High 1.5390 1.5314 -0.0076 -0.5% 1.5390
Low 1.5341 1.5208 -0.0133 -0.9% 1.5179
Close 1.5350 1.5259 -0.0091 -0.6% 1.5259
Range 0.0049 0.0106 0.0057 116.3% 0.0211
ATR 0.0091 0.0094 0.0004 4.0% 0.0000
Volume 6 5 -1 -16.7% 25
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.5578 1.5525 1.5317
R3 1.5472 1.5419 1.5288
R2 1.5366 1.5366 1.5278
R1 1.5313 1.5313 1.5269 1.5287
PP 1.5260 1.5260 1.5260 1.5247
S1 1.5207 1.5207 1.5249 1.5181
S2 1.5154 1.5154 1.5240
S3 1.5048 1.5101 1.5230
S4 1.4942 1.4995 1.5201
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.5909 1.5795 1.5375
R3 1.5698 1.5584 1.5317
R2 1.5487 1.5487 1.5298
R1 1.5373 1.5373 1.5278 1.5325
PP 1.5276 1.5276 1.5276 1.5252
S1 1.5162 1.5162 1.5240 1.5114
S2 1.5065 1.5065 1.5220
S3 1.4854 1.4951 1.5201
S4 1.4643 1.4740 1.5143
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5390 1.5179 0.0211 1.4% 0.0098 0.6% 38% False False 5
10 1.5468 1.5179 0.0289 1.9% 0.0060 0.4% 28% False False 3
20 1.5745 1.5179 0.0566 3.7% 0.0052 0.3% 14% False False 3
40 1.5745 1.4625 0.1120 7.3% 0.0041 0.3% 57% False False 5
60 1.5745 1.4625 0.1120 7.3% 0.0028 0.2% 57% False False 4
80 1.5745 1.4625 0.1120 7.3% 0.0024 0.2% 57% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5765
2.618 1.5592
1.618 1.5486
1.000 1.5420
0.618 1.5380
HIGH 1.5314
0.618 1.5274
0.500 1.5261
0.382 1.5248
LOW 1.5208
0.618 1.5142
1.000 1.5102
1.618 1.5036
2.618 1.4930
4.250 1.4758
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 1.5261 1.5299
PP 1.5260 1.5286
S1 1.5260 1.5272

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

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