CME British Pound Future December 2015

Trading Metrics calculated at close of trading on 21-Jul-2015

Day Change Summary
	Previous	Current
	20-Jul-2015	21-Jul-2015	Change	Change %	Previous Week
Open	1.5574	1.5549	-0.0025	-0.2%	1.5495
High	1.5594	1.5559	-0.0035	-0.2%	1.5650
Low	1.5543	1.5523	-0.0020	-0.1%	1.5441
Close	1.5553	1.5539	-0.0014	-0.1%	1.5596
Range	0.0051	0.0036	-0.0015	-29.4%	0.0209
ATR	0.0101	0.0096	-0.0005	-4.6%	0.0000
Volume	28	45	17	60.7%	330

Daily Pivots for day following 21-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5648	1.5630	1.5559
R3	1.5612	1.5594	1.5549
R2	1.5576	1.5576	1.5546
R1	1.5558	1.5558	1.5542	1.5549
PP	1.5540	1.5540	1.5540	1.5536
S1	1.5522	1.5522	1.5536	1.5513
S2	1.5504	1.5504	1.5532
S3	1.5468	1.5486	1.5529
S4	1.5432	1.5450	1.5519

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	1.5523	0.0127	0.8%	0.0072	0.5%	13%	False	True	61
10	1.5650	1.5325	0.0325	2.1%	0.0097	0.6%	66%	False	False	50
20	1.5791	1.5325	0.0466	3.0%	0.0095	0.6%	46%	False	False	45
40	1.5892	1.5179	0.0713	4.6%	0.0091	0.6%	50%	False	False	29
60	1.5892	1.5103	0.0789	5.1%	0.0075	0.5%	55%	False	False	21
80	1.5892	1.4625	0.1267	8.2%	0.0058	0.4%	72%	False	False	17
100	1.5892	1.4625	0.1267	8.2%	0.0049	0.3%	72%	False	False	14
120	1.5892	1.4625	0.1267	8.2%	0.0041	0.3%	72%	False	False	12

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	1.5712
2.618	1.5653
1.618	1.5617
1.000	1.5595
0.618	1.5581
HIGH	1.5559
0.618	1.5545
0.500	1.5541
0.382	1.5537
LOW	1.5523
0.618	1.5501
1.000	1.5487
1.618	1.5465
2.618	1.5429
4.250	1.5370

Fisher Pivots for day following 21-Jul-2015
Pivot	1 day	3 day
R1	1.5541	1.5585
PP	1.5540	1.5570
S1	1.5540	1.5554

Download as Excel Spreadsheet

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

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