CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 1.5354 1.5242 -0.0112 -0.7% 1.5421
High 1.5357 1.5283 -0.0074 -0.5% 1.5650
Low 1.5214 1.5194 -0.0020 -0.1% 1.5322
Close 1.5254 1.5228 -0.0026 -0.2% 1.5545
Range 0.0143 0.0089 -0.0054 -37.8% 0.0328
ATR 0.0125 0.0123 -0.0003 -2.1% 0.0000
Volume 102,343 81,272 -21,071 -20.6% 406,100
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5502 1.5454 1.5277
R3 1.5413 1.5365 1.5252
R2 1.5324 1.5324 1.5244
R1 1.5276 1.5276 1.5236 1.5256
PP 1.5235 1.5235 1.5235 1.5225
S1 1.5187 1.5187 1.5220 1.5167
S2 1.5146 1.5146 1.5212
S3 1.5057 1.5098 1.5204
S4 1.4968 1.5009 1.5179
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.6490 1.6345 1.5725
R3 1.6162 1.6017 1.5635
R2 1.5834 1.5834 1.5605
R1 1.5689 1.5689 1.5575 1.5762
PP 1.5506 1.5506 1.5506 1.5542
S1 1.5361 1.5361 1.5515 1.5434
S2 1.5178 1.5178 1.5485
S3 1.4850 1.5033 1.5455
S4 1.4522 1.4705 1.5365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5650 1.5194 0.0456 3.0% 0.0130 0.9% 7% False True 85,056
10 1.5650 1.5194 0.0456 3.0% 0.0128 0.8% 7% False True 81,071
20 1.5650 1.5136 0.0514 3.4% 0.0123 0.8% 18% False False 51,187
40 1.5805 1.5136 0.0669 4.4% 0.0113 0.7% 14% False False 25,728
60 1.5805 1.5136 0.0669 4.4% 0.0107 0.7% 14% False False 17,167
80 1.5892 1.5136 0.0756 5.0% 0.0104 0.7% 12% False False 12,881
100 1.5892 1.5136 0.0756 5.0% 0.0092 0.6% 12% False False 10,306
120 1.5892 1.4625 0.1267 8.3% 0.0081 0.5% 48% False False 8,589
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 0.0029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5661
2.618 1.5516
1.618 1.5427
1.000 1.5372
0.618 1.5338
HIGH 1.5283
0.618 1.5249
0.500 1.5239
0.382 1.5228
LOW 1.5194
0.618 1.5139
1.000 1.5105
1.618 1.5050
2.618 1.4961
4.250 1.4816
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 1.5239 1.5358
PP 1.5235 1.5315
S1 1.5232 1.5271

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

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