CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 06-Aug-2015
Day Change Summary
Previous Current
05-Aug-2015 06-Aug-2015 Change Change % Previous Week
Open 1.5522 1.5613 0.0091 0.6% 1.5500
High 1.5626 1.5613 -0.0013 -0.1% 1.5669
Low 1.5522 1.5456 -0.0066 -0.4% 1.5494
Close 1.5584 1.5505 -0.0079 -0.5% 1.5602
Range 0.0104 0.0157 0.0053 51.0% 0.0175
ATR 0.0087 0.0092 0.0005 5.7% 0.0000
Volume 559 46 -513 -91.8% 161
Daily Pivots for day following 06-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.5996 1.5907 1.5591
R3 1.5839 1.5750 1.5548
R2 1.5682 1.5682 1.5534
R1 1.5593 1.5593 1.5519 1.5559
PP 1.5525 1.5525 1.5525 1.5508
S1 1.5436 1.5436 1.5491 1.5402
S2 1.5368 1.5368 1.5476
S3 1.5211 1.5279 1.5462
S4 1.5054 1.5122 1.5419
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 1.5655 1.5456 0.0199 1.3% 0.0098 0.6% 25% False True 131
10 1.5669 1.5456 0.0213 1.4% 0.0082 0.5% 23% False True 87
20 1.5669 1.5352 0.0317 2.0% 0.0092 0.6% 48% False False 67
40 1.5892 1.5325 0.0567 3.7% 0.0093 0.6% 32% False False 51
60 1.5892 1.5179 0.0713 4.6% 0.0080 0.5% 46% False False 35
80 1.5892 1.4754 0.1138 7.3% 0.0071 0.5% 66% False False 28
100 1.5892 1.4625 0.1267 8.2% 0.0057 0.4% 69% False False 23
120 1.5892 1.4625 0.1267 8.2% 0.0050 0.3% 69% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.6280
2.618 1.6024
1.618 1.5867
1.000 1.5770
0.618 1.5710
HIGH 1.5613
0.618 1.5553
0.500 1.5535
0.382 1.5516
LOW 1.5456
0.618 1.5359
1.000 1.5299
1.618 1.5202
2.618 1.5045
4.250 1.4789
Fisher Pivots for day following 06-Aug-2015
Pivot 1 day 3 day
R1 1.5535 1.5541
PP 1.5525 1.5529
S1 1.5515 1.5517

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

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