CME British Pound Future December 2015

Trading Metrics calculated at close of trading on 03-Aug-2015

Day Change Summary
	Previous	Current
	31-Jul-2015	03-Aug-2015	Change	Change %	Previous Week
Open	1.5547	1.5616	0.0069	0.4%	1.5500
High	1.5655	1.5625	-0.0030	-0.2%	1.5669
Low	1.5546	1.5558	0.0012	0.1%	1.5494
Close	1.5602	1.5569	-0.0033	-0.2%	1.5602
Range	0.0109	0.0067	-0.0042	-38.5%	0.0175
ATR	0.0091	0.0089	-0.0002	-1.9%	0.0000
Volume	8	23	15	187.5%	161

Daily Pivots for day following 03-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5785	1.5744	1.5606
R3	1.5718	1.5677	1.5587
R2	1.5651	1.5651	1.5581
R1	1.5610	1.5610	1.5575	1.5597
PP	1.5584	1.5584	1.5584	1.5578
S1	1.5543	1.5543	1.5563	1.5530
S2	1.5517	1.5517	1.5557
S3	1.5450	1.5476	1.5551
S4	1.5383	1.5409	1.5532

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6113	1.6033	1.5698
R3	1.5938	1.5858	1.5650
R2	1.5763	1.5763	1.5634
R1	1.5683	1.5683	1.5618	1.5723
PP	1.5588	1.5588	1.5588	1.5609
S1	1.5508	1.5508	1.5586	1.5548
S2	1.5413	1.5413	1.5570
S3	1.5238	1.5333	1.5554
S4	1.5063	1.5158	1.5506

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5669	1.5538	0.0131	0.8%	0.0077	0.5%	24%	False	False	28
10	1.5669	1.5466	0.0203	1.3%	0.0076	0.5%	51%	False	False	34
20	1.5669	1.5325	0.0344	2.2%	0.0094	0.6%	71%	False	False	42
40	1.5892	1.5187	0.0705	4.5%	0.0094	0.6%	54%	False	False	36
60	1.5892	1.5179	0.0713	4.6%	0.0080	0.5%	55%	False	False	25
80	1.5892	1.4625	0.1267	8.1%	0.0067	0.4%	75%	False	False	21
100	1.5892	1.4625	0.1267	8.1%	0.0054	0.3%	75%	False	False	17
120	1.5892	1.4625	0.1267	8.1%	0.0047	0.3%	75%	False	False	14

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5910
2.618	1.5800
1.618	1.5733
1.000	1.5692
0.618	1.5666
HIGH	1.5625
0.618	1.5599
0.500	1.5592
0.382	1.5584
LOW	1.5558
0.618	1.5517
1.000	1.5491
1.618	1.5450
2.618	1.5383
4.250	1.5273

Fisher Pivots for day following 03-Aug-2015
Pivot	1 day	3 day
R1	1.5592	1.5601
PP	1.5584	1.5590
S1	1.5577	1.5580

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