CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 07-Aug-2015
Day Change Summary
Previous Current
06-Aug-2015 07-Aug-2015 Change Change % Previous Week
Open 1.5613 1.5499 -0.0114 -0.7% 1.5616
High 1.5613 1.5502 -0.0111 -0.7% 1.5626
Low 1.5456 1.5416 -0.0040 -0.3% 1.5416
Close 1.5505 1.5484 -0.0021 -0.1% 1.5484
Range 0.0157 0.0086 -0.0071 -45.2% 0.0210
ATR 0.0092 0.0092 0.0000 -0.3% 0.0000
Volume 46 105 59 128.3% 754
Daily Pivots for day following 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.5725 1.5691 1.5531
R3 1.5639 1.5605 1.5508
R2 1.5553 1.5553 1.5500
R1 1.5519 1.5519 1.5492 1.5493
PP 1.5467 1.5467 1.5467 1.5455
S1 1.5433 1.5433 1.5476 1.5407
S2 1.5381 1.5381 1.5468
S3 1.5295 1.5347 1.5460
S4 1.5209 1.5261 1.5437
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.6139 1.6021 1.5600
R3 1.5929 1.5811 1.5542
R2 1.5719 1.5719 1.5523
R1 1.5601 1.5601 1.5503 1.5555
PP 1.5509 1.5509 1.5509 1.5486
S1 1.5391 1.5391 1.5465 1.5345
S2 1.5299 1.5299 1.5446
S3 1.5089 1.5181 1.5426
S4 1.4879 1.4971 1.5369
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5626 1.5416 0.0210 1.4% 0.0093 0.6% 32% False True 150
10 1.5669 1.5416 0.0253 1.6% 0.0086 0.6% 27% False True 91
20 1.5669 1.5416 0.0253 1.6% 0.0087 0.6% 27% False True 71
40 1.5892 1.5325 0.0567 3.7% 0.0093 0.6% 28% False False 53
60 1.5892 1.5179 0.0713 4.6% 0.0081 0.5% 43% False False 37
80 1.5892 1.4882 0.1010 6.5% 0.0071 0.5% 60% False False 30
100 1.5892 1.4625 0.1267 8.2% 0.0058 0.4% 68% False False 24
120 1.5892 1.4625 0.1267 8.2% 0.0051 0.3% 68% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5868
2.618 1.5727
1.618 1.5641
1.000 1.5588
0.618 1.5555
HIGH 1.5502
0.618 1.5469
0.500 1.5459
0.382 1.5449
LOW 1.5416
0.618 1.5363
1.000 1.5330
1.618 1.5277
2.618 1.5191
4.250 1.5051
Fisher Pivots for day following 07-Aug-2015
Pivot 1 day 3 day
R1 1.5476 1.5521
PP 1.5467 1.5509
S1 1.5459 1.5496

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

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