CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 05-Oct-2015
Day Change Summary
Previous Current
02-Oct-2015 05-Oct-2015 Change Change % Previous Week
Open 1.5125 1.5172 0.0047 0.3% 1.5199
High 1.5231 1.5239 0.0008 0.1% 1.5236
Low 1.5123 1.5130 0.0007 0.0% 1.5100
Close 1.5184 1.5148 -0.0036 -0.2% 1.5184
Range 0.0108 0.0109 0.0001 0.9% 0.0136
ATR 0.0113 0.0113 0.0000 -0.2% 0.0000
Volume 80,081 79,154 -927 -1.2% 372,666
Daily Pivots for day following 05-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.5499 1.5433 1.5208
R3 1.5390 1.5324 1.5178
R2 1.5281 1.5281 1.5168
R1 1.5215 1.5215 1.5158 1.5194
PP 1.5172 1.5172 1.5172 1.5162
S1 1.5106 1.5106 1.5138 1.5085
S2 1.5063 1.5063 1.5128
S3 1.4954 1.4997 1.5118
S4 1.4845 1.4888 1.5088
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 1.5239 1.5100 0.0139 0.9% 0.0095 0.6% 35% True False 77,899
10 1.5522 1.5100 0.0422 2.8% 0.0111 0.7% 11% False False 80,000
20 1.5650 1.5100 0.0550 3.6% 0.0121 0.8% 9% False False 76,821
40 1.5805 1.5100 0.0705 4.7% 0.0114 0.8% 7% False False 38,980
60 1.5805 1.5100 0.0705 4.7% 0.0105 0.7% 7% False False 26,010
80 1.5892 1.5100 0.0792 5.2% 0.0104 0.7% 6% False False 19,516
100 1.5892 1.5100 0.0792 5.2% 0.0094 0.6% 6% False False 15,614
120 1.5892 1.4882 0.1010 6.7% 0.0086 0.6% 26% False False 13,013
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 0.0029
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5702
2.618 1.5524
1.618 1.5415
1.000 1.5348
0.618 1.5306
HIGH 1.5239
0.618 1.5197
0.500 1.5185
0.382 1.5172
LOW 1.5130
0.618 1.5063
1.000 1.5021
1.618 1.4954
2.618 1.4845
4.250 1.4667
Fisher Pivots for day following 05-Oct-2015
Pivot 1 day 3 day
R1 1.5185 1.5170
PP 1.5172 1.5163
S1 1.5160 1.5155

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

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