CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 1.5356 1.5436 0.0080 0.5% 1.5199
High 1.5469 1.5455 -0.0014 -0.1% 1.5469
Low 1.5332 1.5393 0.0061 0.4% 1.5136
Close 1.5460 1.5419 -0.0041 -0.3% 1.5419
Range 0.0137 0.0062 -0.0075 -54.7% 0.0333
ATR 0.0115 0.0111 -0.0003 -3.0% 0.0000
Volume 87,278 74,251 -13,027 -14.9% 269,099
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5608 1.5576 1.5453
R3 1.5546 1.5514 1.5436
R2 1.5484 1.5484 1.5430
R1 1.5452 1.5452 1.5425 1.5437
PP 1.5422 1.5422 1.5422 1.5415
S1 1.5390 1.5390 1.5413 1.5375
S2 1.5360 1.5360 1.5408
S3 1.5298 1.5328 1.5402
S4 1.5236 1.5266 1.5385
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.6340 1.6213 1.5602
R3 1.6007 1.5880 1.5511
R2 1.5674 1.5674 1.5480
R1 1.5547 1.5547 1.5450 1.5611
PP 1.5341 1.5341 1.5341 1.5373
S1 1.5214 1.5214 1.5388 1.5278
S2 1.5008 1.5008 1.5358
S3 1.4675 1.4881 1.5327
S4 1.4342 1.4548 1.5236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5469 1.5136 0.0333 2.2% 0.0128 0.8% 85% False False 54,488
10 1.5469 1.5136 0.0333 2.2% 0.0110 0.7% 85% False False 28,656
20 1.5805 1.5136 0.0669 4.3% 0.0115 0.7% 42% False False 14,561
40 1.5805 1.5136 0.0669 4.3% 0.0099 0.6% 42% False False 7,325
60 1.5892 1.5136 0.0756 4.9% 0.0099 0.6% 37% False False 4,898
80 1.5892 1.5136 0.0756 4.9% 0.0093 0.6% 37% False False 3,676
100 1.5892 1.5025 0.0867 5.6% 0.0084 0.5% 45% False False 2,942
120 1.5892 1.4625 0.1267 8.2% 0.0071 0.5% 63% False False 2,452
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5719
2.618 1.5617
1.618 1.5555
1.000 1.5517
0.618 1.5493
HIGH 1.5455
0.618 1.5431
0.500 1.5424
0.382 1.5417
LOW 1.5393
0.618 1.5355
1.000 1.5331
1.618 1.5293
2.618 1.5231
4.250 1.5130
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 1.5424 1.5413
PP 1.5422 1.5407
S1 1.5421 1.5401

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

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