CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 14-Aug-2015
Day Change Summary
Previous Current
13-Aug-2015 14-Aug-2015 Change Change % Previous Week
Open 1.5606 1.5606 0.0000 0.0% 1.5482
High 1.5615 1.5642 0.0027 0.2% 1.5644
Low 1.5567 1.5586 0.0019 0.1% 1.5449
Close 1.5604 1.5642 0.0038 0.2% 1.5642
Range 0.0048 0.0056 0.0008 16.7% 0.0195
ATR 0.0091 0.0089 -0.0003 -2.8% 0.0000
Volume 191 42 -149 -78.0% 695
Daily Pivots for day following 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.5791 1.5773 1.5673
R3 1.5735 1.5717 1.5657
R2 1.5679 1.5679 1.5652
R1 1.5661 1.5661 1.5647 1.5670
PP 1.5623 1.5623 1.5623 1.5628
S1 1.5605 1.5605 1.5637 1.5614
S2 1.5567 1.5567 1.5632
S3 1.5511 1.5549 1.5627
S4 1.5455 1.5493 1.5611
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.6163 1.6098 1.5749
R3 1.5968 1.5903 1.5696
R2 1.5773 1.5773 1.5678
R1 1.5708 1.5708 1.5660 1.5741
PP 1.5578 1.5578 1.5578 1.5595
S1 1.5513 1.5513 1.5624 1.5546
S2 1.5383 1.5383 1.5606
S3 1.5188 1.5318 1.5588
S4 1.4993 1.5123 1.5535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5644 1.5449 0.0195 1.2% 0.0083 0.5% 99% False False 139
10 1.5644 1.5416 0.0228 1.5% 0.0088 0.6% 99% False False 144
20 1.5669 1.5416 0.0253 1.6% 0.0081 0.5% 89% False False 90
40 1.5890 1.5325 0.0565 3.6% 0.0090 0.6% 56% False False 67
60 1.5892 1.5179 0.0713 4.6% 0.0087 0.6% 65% False False 48
80 1.5892 1.5035 0.0857 5.5% 0.0076 0.5% 71% False False 37
100 1.5892 1.4625 0.1267 8.1% 0.0062 0.4% 80% False False 31
120 1.5892 1.4625 0.1267 8.1% 0.0054 0.3% 80% False False 26
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 False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5880
2.618 1.5789
1.618 1.5733
1.000 1.5698
0.618 1.5677
HIGH 1.5642
0.618 1.5621
0.500 1.5614
0.382 1.5607
LOW 1.5586
0.618 1.5551
1.000 1.5530
1.618 1.5495
2.618 1.5439
4.250 1.5348
Fisher Pivots for day following 14-Aug-2015
Pivot 1 day 3 day
R1 1.5633 1.5624
PP 1.5623 1.5605
S1 1.5614 1.5587

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

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