CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 22-Oct-2015
Day Change Summary
Previous Current
21-Oct-2015 22-Oct-2015 Change Change % Previous Week
Open 1.5438 1.5410 -0.0028 -0.2% 1.5312
High 1.5473 1.5514 0.0041 0.3% 1.5504
Low 1.5405 1.5365 -0.0040 -0.3% 1.5194
Close 1.5417 1.5383 -0.0034 -0.2% 1.5453
Range 0.0068 0.0149 0.0081 119.1% 0.0310
ATR 0.0106 0.0109 0.0003 2.9% 0.0000
Volume 50,259 103,241 52,982 105.4% 411,706
Daily Pivots for day following 22-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.5868 1.5774 1.5465
R3 1.5719 1.5625 1.5424
R2 1.5570 1.5570 1.5410
R1 1.5476 1.5476 1.5397 1.5449
PP 1.5421 1.5421 1.5421 1.5407
S1 1.5327 1.5327 1.5369 1.5300
S2 1.5272 1.5272 1.5356
S3 1.5123 1.5178 1.5342
S4 1.4974 1.5029 1.5301
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.6314 1.6193 1.5624
R3 1.6004 1.5883 1.5538
R2 1.5694 1.5694 1.5510
R1 1.5573 1.5573 1.5481 1.5634
PP 1.5384 1.5384 1.5384 1.5414
S1 1.5263 1.5263 1.5425 1.5324
S2 1.5074 1.5074 1.5396
S3 1.4764 1.4953 1.5368
S4 1.4454 1.4643 1.5283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5514 1.5365 0.0149 1.0% 0.0082 0.5% 12% True True 60,099
10 1.5514 1.5194 0.0320 2.1% 0.0108 0.7% 59% True False 72,996
20 1.5514 1.5100 0.0414 2.7% 0.0105 0.7% 68% True False 74,622
40 1.5650 1.5100 0.0550 3.6% 0.0114 0.7% 51% False False 62,905
60 1.5805 1.5100 0.0705 4.6% 0.0110 0.7% 40% False False 42,026
80 1.5805 1.5100 0.0705 4.6% 0.0107 0.7% 40% False False 31,531
100 1.5892 1.5100 0.0792 5.1% 0.0104 0.7% 36% False False 25,230
120 1.5892 1.5100 0.0792 5.1% 0.0094 0.6% 36% False False 21,025
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6147
2.618 1.5904
1.618 1.5755
1.000 1.5663
0.618 1.5606
HIGH 1.5514
0.618 1.5457
0.500 1.5440
0.382 1.5422
LOW 1.5365
0.618 1.5273
1.000 1.5216
1.618 1.5124
2.618 1.4975
4.250 1.4732
Fisher Pivots for day following 22-Oct-2015
Pivot 1 day 3 day
R1 1.5440 1.5440
PP 1.5421 1.5421
S1 1.5402 1.5402

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

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