CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 1.5121 1.5125 0.0004 0.0% 1.5199
High 1.5175 1.5231 0.0056 0.4% 1.5236
Low 1.5101 1.5123 0.0022 0.1% 1.5100
Close 1.5126 1.5184 0.0058 0.4% 1.5184
Range 0.0074 0.0108 0.0034 45.9% 0.0136
ATR 0.0113 0.0113 0.0000 -0.3% 0.0000
Volume 63,738 80,081 16,343 25.6% 372,666
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.5503 1.5452 1.5243
R3 1.5395 1.5344 1.5214
R2 1.5287 1.5287 1.5204
R1 1.5236 1.5236 1.5194 1.5262
PP 1.5179 1.5179 1.5179 1.5192
S1 1.5128 1.5128 1.5174 1.5154
S2 1.5071 1.5071 1.5164
S3 1.4963 1.5020 1.5154
S4 1.4855 1.4912 1.5125
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.5581 1.5519 1.5259
R3 1.5445 1.5383 1.5221
R2 1.5309 1.5309 1.5209
R1 1.5247 1.5247 1.5196 1.5210
PP 1.5173 1.5173 1.5173 1.5155
S1 1.5111 1.5111 1.5172 1.5074
S2 1.5037 1.5037 1.5159
S3 1.4901 1.4975 1.5147
S4 1.4765 1.4839 1.5109
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5236 1.5100 0.0136 0.9% 0.0090 0.6% 62% False False 74,533
10 1.5561 1.5100 0.0461 3.0% 0.0108 0.7% 18% False False 78,206
20 1.5650 1.5100 0.0550 3.6% 0.0122 0.8% 15% False False 73,030
40 1.5805 1.5100 0.0705 4.6% 0.0114 0.7% 12% False False 37,004
60 1.5805 1.5100 0.0705 4.6% 0.0107 0.7% 12% False False 24,691
80 1.5892 1.5100 0.0792 5.2% 0.0103 0.7% 11% False False 18,527
100 1.5892 1.5100 0.0792 5.2% 0.0094 0.6% 11% False False 14,823
120 1.5892 1.4754 0.1138 7.5% 0.0085 0.6% 38% False False 12,353
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5690
2.618 1.5514
1.618 1.5406
1.000 1.5339
0.618 1.5298
HIGH 1.5231
0.618 1.5190
0.500 1.5177
0.382 1.5164
LOW 1.5123
0.618 1.5056
1.000 1.5015
1.618 1.4948
2.618 1.4840
4.250 1.4664
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 1.5182 1.5178
PP 1.5179 1.5172
S1 1.5177 1.5166

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

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