CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 08-Oct-2015
Day Change Summary
Previous Current
07-Oct-2015 08-Oct-2015 Change Change % Previous Week
Open 1.5228 1.5311 0.0083 0.5% 1.5199
High 1.5333 1.5367 0.0034 0.2% 1.5236
Low 1.5217 1.5256 0.0039 0.3% 1.5100
Close 1.5313 1.5348 0.0035 0.2% 1.5184
Range 0.0116 0.0111 -0.0005 -4.3% 0.0136
ATR 0.0112 0.0112 0.0000 -0.1% 0.0000
Volume 82,309 89,661 7,352 8.9% 372,666
Daily Pivots for day following 08-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.5657 1.5613 1.5409
R3 1.5546 1.5502 1.5379
R2 1.5435 1.5435 1.5368
R1 1.5391 1.5391 1.5358 1.5413
PP 1.5324 1.5324 1.5324 1.5335
S1 1.5280 1.5280 1.5338 1.5302
S2 1.5213 1.5213 1.5328
S3 1.5102 1.5169 1.5317
S4 1.4991 1.5058 1.5287
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 1.5367 1.5123 0.0244 1.6% 0.0110 0.7% 92% True False 78,171
10 1.5367 1.5100 0.0267 1.7% 0.0102 0.7% 93% True False 76,248
20 1.5650 1.5100 0.0550 3.6% 0.0115 0.7% 45% False False 78,659
40 1.5805 1.5100 0.0705 4.6% 0.0115 0.7% 35% False False 44,759
60 1.5805 1.5100 0.0705 4.6% 0.0105 0.7% 35% False False 29,868
80 1.5892 1.5100 0.0792 5.2% 0.0104 0.7% 31% False False 22,411
100 1.5892 1.5100 0.0792 5.2% 0.0097 0.6% 31% False False 17,930
120 1.5892 1.4904 0.0988 6.4% 0.0088 0.6% 45% False False 14,943
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 0.0030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5839
2.618 1.5658
1.618 1.5547
1.000 1.5478
0.618 1.5436
HIGH 1.5367
0.618 1.5325
0.500 1.5312
0.382 1.5298
LOW 1.5256
0.618 1.5187
1.000 1.5145
1.618 1.5076
2.618 1.4965
4.250 1.4784
Fisher Pivots for day following 08-Oct-2015
Pivot 1 day 3 day
R1 1.5336 1.5315
PP 1.5324 1.5283
S1 1.5312 1.5250

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

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