CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 1.5497 1.5500 0.0003 0.0% 1.5574
High 1.5503 1.5575 0.0072 0.5% 1.5651
Low 1.5466 1.5494 0.0028 0.2% 1.5466
Close 1.5496 1.5542 0.0046 0.3% 1.5496
Range 0.0037 0.0081 0.0044 118.9% 0.0185
ATR 0.0095 0.0094 -0.0001 -1.1% 0.0000
Volume 64 40 -24 -37.5% 190
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.5780 1.5742 1.5587
R3 1.5699 1.5661 1.5564
R2 1.5618 1.5618 1.5557
R1 1.5580 1.5580 1.5549 1.5599
PP 1.5537 1.5537 1.5537 1.5547
S1 1.5499 1.5499 1.5535 1.5518
S2 1.5456 1.5456 1.5527
S3 1.5375 1.5418 1.5520
S4 1.5294 1.5337 1.5497
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.6093 1.5979 1.5598
R3 1.5908 1.5794 1.5547
R2 1.5723 1.5723 1.5530
R1 1.5609 1.5609 1.5513 1.5574
PP 1.5538 1.5538 1.5538 1.5520
S1 1.5424 1.5424 1.5479 1.5389
S2 1.5353 1.5353 1.5462
S3 1.5168 1.5239 1.5445
S4 1.4983 1.5054 1.5394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5651 1.5466 0.0185 1.2% 0.0075 0.5% 41% False False 40
10 1.5651 1.5441 0.0210 1.4% 0.0087 0.6% 48% False False 51
20 1.5767 1.5325 0.0442 2.8% 0.0095 0.6% 49% False False 49
40 1.5892 1.5179 0.0713 4.6% 0.0097 0.6% 51% False False 33
60 1.5892 1.5103 0.0789 5.1% 0.0080 0.5% 56% False False 23
80 1.5892 1.4625 0.1267 8.2% 0.0063 0.4% 72% False False 19
100 1.5892 1.4625 0.1267 8.2% 0.0052 0.3% 72% False False 15
120 1.5892 1.4625 0.1267 8.2% 0.0044 0.3% 72% 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 True
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5919
2.618 1.5787
1.618 1.5706
1.000 1.5656
0.618 1.5625
HIGH 1.5575
0.618 1.5544
0.500 1.5535
0.382 1.5525
LOW 1.5494
0.618 1.5444
1.000 1.5413
1.618 1.5363
2.618 1.5282
4.250 1.5150
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 1.5540 1.5559
PP 1.5537 1.5553
S1 1.5535 1.5548

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

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