CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 1.5659 1.5692 0.0033 0.2% 1.5482
High 1.5685 1.5692 0.0007 0.0% 1.5644
Low 1.5631 1.5597 -0.0034 -0.2% 1.5449
Close 1.5681 1.5667 -0.0014 -0.1% 1.5642
Range 0.0054 0.0095 0.0041 75.9% 0.0195
ATR 0.0091 0.0091 0.0000 0.3% 0.0000
Volume 362 318 -44 -12.2% 695
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.5937 1.5897 1.5719
R3 1.5842 1.5802 1.5693
R2 1.5747 1.5747 1.5684
R1 1.5707 1.5707 1.5676 1.5680
PP 1.5652 1.5652 1.5652 1.5638
S1 1.5612 1.5612 1.5658 1.5585
S2 1.5557 1.5557 1.5650
S3 1.5462 1.5517 1.5641
S4 1.5367 1.5422 1.5615
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% 0.0091 0.6% 73% False False 247
10 1.5708 1.5416 0.0292 1.9% 0.0090 0.6% 86% False False 199
20 1.5708 1.5416 0.0292 1.9% 0.0086 0.5% 86% False False 143
40 1.5767 1.5325 0.0442 2.8% 0.0091 0.6% 77% False False 94
60 1.5892 1.5179 0.0713 4.6% 0.0092 0.6% 68% False False 68
80 1.5892 1.5103 0.0789 5.0% 0.0080 0.5% 71% False False 52
100 1.5892 1.4625 0.1267 8.1% 0.0066 0.4% 82% False False 43
120 1.5892 1.4625 0.1267 8.1% 0.0057 0.4% 82% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6096
2.618 1.5941
1.618 1.5846
1.000 1.5787
0.618 1.5751
HIGH 1.5692
0.618 1.5656
0.500 1.5645
0.382 1.5633
LOW 1.5597
0.618 1.5538
1.000 1.5502
1.618 1.5443
2.618 1.5348
4.250 1.5193
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 1.5660 1.5655
PP 1.5652 1.5644
S1 1.5645 1.5632

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

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