CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 13-Aug-2015
Day Change Summary
Previous Current
12-Aug-2015 13-Aug-2015 Change Change % Previous Week
Open 1.5568 1.5606 0.0038 0.2% 1.5616
High 1.5644 1.5615 -0.0029 -0.2% 1.5626
Low 1.5530 1.5567 0.0037 0.2% 1.5416
Close 1.5603 1.5604 0.0001 0.0% 1.5484
Range 0.0114 0.0048 -0.0066 -57.9% 0.0210
ATR 0.0094 0.0091 -0.0003 -3.5% 0.0000
Volume 92 191 99 107.6% 754
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.5739 1.5720 1.5630
R3 1.5691 1.5672 1.5617
R2 1.5643 1.5643 1.5613
R1 1.5624 1.5624 1.5608 1.5610
PP 1.5595 1.5595 1.5595 1.5588
S1 1.5576 1.5576 1.5600 1.5562
S2 1.5547 1.5547 1.5595
S3 1.5499 1.5528 1.5591
S4 1.5451 1.5480 1.5578
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 1.5644 1.5416 0.0228 1.5% 0.0089 0.6% 82% False False 151
10 1.5655 1.5416 0.0239 1.5% 0.0094 0.6% 79% False False 141
20 1.5669 1.5416 0.0253 1.6% 0.0084 0.5% 74% False False 88
40 1.5892 1.5325 0.0567 3.6% 0.0090 0.6% 49% False False 67
60 1.5892 1.5179 0.0713 4.6% 0.0086 0.5% 60% False False 48
80 1.5892 1.5025 0.0867 5.6% 0.0076 0.5% 67% False False 37
100 1.5892 1.4625 0.1267 8.1% 0.0062 0.4% 77% False False 30
120 1.5892 1.4625 0.1267 8.1% 0.0054 0.3% 77% False False 26
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.5819
2.618 1.5741
1.618 1.5693
1.000 1.5663
0.618 1.5645
HIGH 1.5615
0.618 1.5597
0.500 1.5591
0.382 1.5585
LOW 1.5567
0.618 1.5537
1.000 1.5519
1.618 1.5489
2.618 1.5441
4.250 1.5363
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 1.5600 1.5598
PP 1.5595 1.5593
S1 1.5591 1.5587

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

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