CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 1.5622 1.5617 -0.0005 0.0% 1.5495
High 1.5625 1.5647 0.0022 0.1% 1.5650
Low 1.5544 1.5545 0.0001 0.0% 1.5441
Close 1.5589 1.5596 0.0007 0.0% 1.5596
Range 0.0081 0.0102 0.0021 25.9% 0.0209
ATR 0.0105 0.0104 0.0000 -0.2% 0.0000
Volume 183 17 -166 -90.7% 330
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.5902 1.5851 1.5652
R3 1.5800 1.5749 1.5624
R2 1.5698 1.5698 1.5615
R1 1.5647 1.5647 1.5605 1.5622
PP 1.5596 1.5596 1.5596 1.5583
S1 1.5545 1.5545 1.5587 1.5520
S2 1.5494 1.5494 1.5577
S3 1.5392 1.5443 1.5568
S4 1.5290 1.5341 1.5540
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.6189 1.6102 1.5711
R3 1.5980 1.5893 1.5653
R2 1.5771 1.5771 1.5634
R1 1.5684 1.5684 1.5615 1.5728
PP 1.5562 1.5562 1.5562 1.5584
S1 1.5475 1.5475 1.5577 1.5519
S2 1.5353 1.5353 1.5558
S3 1.5144 1.5266 1.5539
S4 1.4935 1.5057 1.5481
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5650 1.5441 0.0209 1.3% 0.0108 0.7% 74% False False 66
10 1.5650 1.5325 0.0325 2.1% 0.0115 0.7% 83% False False 50
20 1.5890 1.5325 0.0565 3.6% 0.0098 0.6% 48% False False 44
40 1.5892 1.5179 0.0713 4.6% 0.0089 0.6% 58% False False 28
60 1.5892 1.5035 0.0857 5.5% 0.0075 0.5% 65% False False 20
80 1.5892 1.4625 0.1267 8.1% 0.0057 0.4% 77% False False 16
100 1.5892 1.4625 0.1267 8.1% 0.0049 0.3% 77% False False 13
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 False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6081
2.618 1.5914
1.618 1.5812
1.000 1.5749
0.618 1.5710
HIGH 1.5647
0.618 1.5608
0.500 1.5596
0.382 1.5584
LOW 1.5545
0.618 1.5482
1.000 1.5443
1.618 1.5380
2.618 1.5278
4.250 1.5112
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 1.5596 1.5597
PP 1.5596 1.5597
S1 1.5596 1.5596

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

View Archives - Comment on this page... - Back to Index of Symbols