CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 09-Jul-2015
Day Change Summary
Previous Current
08-Jul-2015 09-Jul-2015 Change Change % Previous Week
Open 1.5429 1.5345 -0.0084 -0.5% 1.5702
High 1.5429 1.5400 -0.0029 -0.2% 1.5767
Low 1.5325 1.5340 0.0015 0.1% 1.5562
Close 1.5338 1.5347 0.0009 0.1% 1.5583
Range 0.0104 0.0060 -0.0044 -42.3% 0.0205
ATR 0.0100 0.0097 -0.0003 -2.7% 0.0000
Volume 67 18 -49 -73.1% 250
Daily Pivots for day following 09-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.5542 1.5505 1.5380
R3 1.5482 1.5445 1.5364
R2 1.5422 1.5422 1.5358
R1 1.5385 1.5385 1.5353 1.5404
PP 1.5362 1.5362 1.5362 1.5372
S1 1.5325 1.5325 1.5342 1.5344
S2 1.5302 1.5302 1.5336
S3 1.5242 1.5265 1.5331
S4 1.5182 1.5205 1.5314
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.6252 1.6123 1.5696
R3 1.6047 1.5918 1.5639
R2 1.5842 1.5842 1.5621
R1 1.5713 1.5713 1.5602 1.5675
PP 1.5637 1.5637 1.5637 1.5619
S1 1.5508 1.5508 1.5564 1.5470
S2 1.5432 1.5432 1.5545
S3 1.5227 1.5303 1.5527
S4 1.5022 1.5098 1.5470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5620 1.5325 0.0295 1.9% 0.0098 0.6% 7% False False 43
10 1.5767 1.5325 0.0442 2.9% 0.0088 0.6% 5% False False 45
20 1.5892 1.5325 0.0567 3.7% 0.0093 0.6% 4% False False 35
40 1.5892 1.5179 0.0713 4.6% 0.0074 0.5% 24% False False 19
60 1.5892 1.4754 0.1138 7.4% 0.0064 0.4% 52% False False 15
80 1.5892 1.4625 0.1267 8.3% 0.0048 0.3% 57% False False 12
100 1.5892 1.4625 0.1267 8.3% 0.0042 0.3% 57% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5655
2.618 1.5557
1.618 1.5497
1.000 1.5460
0.618 1.5437
HIGH 1.5400
0.618 1.5377
0.500 1.5370
0.382 1.5363
LOW 1.5340
0.618 1.5303
1.000 1.5280
1.618 1.5243
2.618 1.5183
4.250 1.5085
Fisher Pivots for day following 09-Jul-2015
Pivot 1 day 3 day
R1 1.5370 1.5455
PP 1.5362 1.5419
S1 1.5355 1.5383

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

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