CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 1.5570 1.5659 0.0089 0.6% 1.5482
High 1.5708 1.5685 -0.0023 -0.1% 1.5644
Low 1.5556 1.5631 0.0075 0.5% 1.5449
Close 1.5654 1.5681 0.0027 0.2% 1.5642
Range 0.0152 0.0054 -0.0098 -64.5% 0.0195
ATR 0.0094 0.0091 -0.0003 -3.0% 0.0000
Volume 417 362 -55 -13.2% 695
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.5828 1.5808 1.5711
R3 1.5774 1.5754 1.5696
R2 1.5720 1.5720 1.5691
R1 1.5700 1.5700 1.5686 1.5710
PP 1.5666 1.5666 1.5666 1.5671
S1 1.5646 1.5646 1.5676 1.5656
S2 1.5612 1.5612 1.5671
S3 1.5558 1.5592 1.5666
S4 1.5504 1.5538 1.5651
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 1.5708 1.5556 0.0152 1.0% 0.0082 0.5% 82% False False 222
10 1.5708 1.5416 0.0292 1.9% 0.0097 0.6% 91% False False 172
20 1.5708 1.5416 0.0292 1.9% 0.0089 0.6% 91% False False 129
40 1.5777 1.5325 0.0452 2.9% 0.0091 0.6% 79% False False 87
60 1.5892 1.5179 0.0713 4.5% 0.0092 0.6% 70% False False 63
80 1.5892 1.5103 0.0789 5.0% 0.0079 0.5% 73% False False 48
100 1.5892 1.4625 0.1267 8.1% 0.0065 0.4% 83% False False 40
120 1.5892 1.4625 0.1267 8.1% 0.0056 0.4% 83% False False 33
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5915
2.618 1.5826
1.618 1.5772
1.000 1.5739
0.618 1.5718
HIGH 1.5685
0.618 1.5664
0.500 1.5658
0.382 1.5652
LOW 1.5631
0.618 1.5598
1.000 1.5577
1.618 1.5544
2.618 1.5490
4.250 1.5402
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 1.5673 1.5665
PP 1.5666 1.5648
S1 1.5658 1.5632

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

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