CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 1.5419 1.5334 -0.0085 -0.6% 1.5199
High 1.5451 1.5522 0.0071 0.5% 1.5469
Low 1.5322 1.5323 0.0001 0.0% 1.5136
Close 1.5324 1.5481 0.0157 1.0% 1.5419
Range 0.0129 0.0199 0.0070 54.3% 0.0333
ATR 0.0112 0.0118 0.0006 5.6% 0.0000
Volume 59,010 103,897 44,887 76.1% 269,099
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.6039 1.5959 1.5590
R3 1.5840 1.5760 1.5536
R2 1.5641 1.5641 1.5517
R1 1.5561 1.5561 1.5499 1.5601
PP 1.5442 1.5442 1.5442 1.5462
S1 1.5362 1.5362 1.5463 1.5402
S2 1.5243 1.5243 1.5445
S3 1.5044 1.5163 1.5426
S4 1.4845 1.4964 1.5372
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 1.5522 1.5322 0.0200 1.3% 0.0125 0.8% 80% True False 75,959
10 1.5522 1.5136 0.0386 2.5% 0.0122 0.8% 89% True False 50,151
20 1.5805 1.5136 0.0669 4.3% 0.0121 0.8% 52% False False 25,447
40 1.5805 1.5136 0.0669 4.3% 0.0105 0.7% 52% False False 12,779
60 1.5805 1.5136 0.0669 4.3% 0.0102 0.7% 52% False False 8,535
80 1.5892 1.5136 0.0756 4.9% 0.0098 0.6% 46% False False 6,404
100 1.5892 1.5103 0.0789 5.1% 0.0087 0.6% 48% False False 5,124
120 1.5892 1.4625 0.1267 8.2% 0.0074 0.5% 68% False False 4,271
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6368
2.618 1.6043
1.618 1.5844
1.000 1.5721
0.618 1.5645
HIGH 1.5522
0.618 1.5446
0.500 1.5423
0.382 1.5399
LOW 1.5323
0.618 1.5200
1.000 1.5124
1.618 1.5001
2.618 1.4802
4.250 1.4477
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 1.5462 1.5461
PP 1.5442 1.5442
S1 1.5423 1.5422

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

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