CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 1.5147 1.5121 -0.0026 -0.2% 1.5518
High 1.5208 1.5175 -0.0033 -0.2% 1.5561
Low 1.5100 1.5101 0.0001 0.0% 1.5129
Close 1.5113 1.5126 0.0013 0.1% 1.5187
Range 0.0108 0.0074 -0.0034 -31.5% 0.0432
ATR 0.0116 0.0113 -0.0003 -2.6% 0.0000
Volume 91,246 63,738 -27,508 -30.1% 409,401
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.5356 1.5315 1.5167
R3 1.5282 1.5241 1.5146
R2 1.5208 1.5208 1.5140
R1 1.5167 1.5167 1.5133 1.5188
PP 1.5134 1.5134 1.5134 1.5144
S1 1.5093 1.5093 1.5119 1.5114
S2 1.5060 1.5060 1.5112
S3 1.4986 1.5019 1.5106
S4 1.4912 1.4945 1.5085
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.6588 1.6320 1.5425
R3 1.6156 1.5888 1.5306
R2 1.5724 1.5724 1.5266
R1 1.5456 1.5456 1.5227 1.5374
PP 1.5292 1.5292 1.5292 1.5252
S1 1.5024 1.5024 1.5147 1.4942
S2 1.4860 1.4860 1.5108
S3 1.4428 1.4592 1.5068
S4 1.3996 1.4160 1.4949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5255 1.5100 0.0155 1.0% 0.0094 0.6% 17% False False 74,325
10 1.5650 1.5100 0.0550 3.6% 0.0112 0.7% 5% False False 79,691
20 1.5650 1.5100 0.0550 3.6% 0.0121 0.8% 5% False False 69,466
40 1.5805 1.5100 0.0705 4.7% 0.0115 0.8% 4% False False 35,003
60 1.5805 1.5100 0.0705 4.7% 0.0106 0.7% 4% False False 23,357
80 1.5892 1.5100 0.0792 5.2% 0.0104 0.7% 3% False False 17,526
100 1.5892 1.5100 0.0792 5.2% 0.0094 0.6% 3% False False 14,022
120 1.5892 1.4754 0.1138 7.5% 0.0084 0.6% 33% False False 11,686
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.5490
2.618 1.5369
1.618 1.5295
1.000 1.5249
0.618 1.5221
HIGH 1.5175
0.618 1.5147
0.500 1.5138
0.382 1.5129
LOW 1.5101
0.618 1.5055
1.000 1.5027
1.618 1.4981
2.618 1.4907
4.250 1.4787
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 1.5138 1.5154
PP 1.5134 1.5145
S1 1.5130 1.5135

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

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