CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 1.5692 1.5682 -0.0010 -0.1% 1.5643
High 1.5692 1.5712 0.0020 0.1% 1.5712
Low 1.5597 1.5650 0.0053 0.3% 1.5556
Close 1.5667 1.5688 0.0021 0.1% 1.5688
Range 0.0095 0.0062 -0.0033 -34.7% 0.0156
ATR 0.0091 0.0089 -0.0002 -2.3% 0.0000
Volume 318 281 -37 -11.6% 1,478
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.5869 1.5841 1.5722
R3 1.5807 1.5779 1.5705
R2 1.5745 1.5745 1.5699
R1 1.5717 1.5717 1.5694 1.5731
PP 1.5683 1.5683 1.5683 1.5691
S1 1.5655 1.5655 1.5682 1.5669
S2 1.5621 1.5621 1.5677
S3 1.5559 1.5593 1.5671
S4 1.5497 1.5531 1.5654
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.6120 1.6060 1.5774
R3 1.5964 1.5904 1.5731
R2 1.5808 1.5808 1.5717
R1 1.5748 1.5748 1.5702 1.5778
PP 1.5652 1.5652 1.5652 1.5667
S1 1.5592 1.5592 1.5674 1.5622
S2 1.5496 1.5496 1.5659
S3 1.5340 1.5436 1.5645
S4 1.5184 1.5280 1.5602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5712 1.5556 0.0156 1.0% 0.0093 0.6% 85% True False 295
10 1.5712 1.5449 0.0263 1.7% 0.0088 0.6% 91% True False 217
20 1.5712 1.5416 0.0296 1.9% 0.0087 0.6% 92% True False 154
40 1.5767 1.5325 0.0442 2.8% 0.0090 0.6% 82% False False 101
60 1.5892 1.5179 0.0713 4.5% 0.0092 0.6% 71% False False 73
80 1.5892 1.5103 0.0789 5.0% 0.0081 0.5% 74% False False 55
100 1.5892 1.4625 0.1267 8.1% 0.0067 0.4% 84% False False 45
120 1.5892 1.4625 0.1267 8.1% 0.0057 0.4% 84% False False 38
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5976
2.618 1.5874
1.618 1.5812
1.000 1.5774
0.618 1.5750
HIGH 1.5712
0.618 1.5688
0.500 1.5681
0.382 1.5674
LOW 1.5650
0.618 1.5612
1.000 1.5588
1.618 1.5550
2.618 1.5488
4.250 1.5387
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 1.5686 1.5677
PP 1.5683 1.5666
S1 1.5681 1.5655

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

View Archives - Comment on this page... - Back to Index of Symbols