CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 1.5410 1.5386 -0.0024 -0.2% 1.5434
High 1.5514 1.5414 -0.0100 -0.6% 1.5514
Low 1.5365 1.5301 -0.0064 -0.4% 1.5301
Close 1.5383 1.5316 -0.0067 -0.4% 1.5316
Range 0.0149 0.0113 -0.0036 -24.2% 0.0213
ATR 0.0109 0.0110 0.0000 0.2% 0.0000
Volume 103,241 81,263 -21,978 -21.3% 328,008
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.5683 1.5612 1.5378
R3 1.5570 1.5499 1.5347
R2 1.5457 1.5457 1.5337
R1 1.5386 1.5386 1.5326 1.5365
PP 1.5344 1.5344 1.5344 1.5333
S1 1.5273 1.5273 1.5306 1.5252
S2 1.5231 1.5231 1.5295
S3 1.5118 1.5160 1.5285
S4 1.5005 1.5047 1.5254
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.6016 1.5879 1.5433
R3 1.5803 1.5666 1.5375
R2 1.5590 1.5590 1.5355
R1 1.5453 1.5453 1.5336 1.5415
PP 1.5377 1.5377 1.5377 1.5358
S1 1.5240 1.5240 1.5296 1.5202
S2 1.5164 1.5164 1.5277
S3 1.4951 1.5027 1.5257
S4 1.4738 1.4814 1.5199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5514 1.5301 0.0213 1.4% 0.0094 0.6% 7% False True 65,601
10 1.5514 1.5194 0.0320 2.1% 0.0111 0.7% 38% False False 73,971
20 1.5514 1.5100 0.0414 2.7% 0.0104 0.7% 52% False False 74,733
40 1.5650 1.5100 0.0550 3.6% 0.0113 0.7% 39% False False 64,918
60 1.5805 1.5100 0.0705 4.6% 0.0111 0.7% 31% False False 43,380
80 1.5805 1.5100 0.0705 4.6% 0.0106 0.7% 31% False False 32,546
100 1.5892 1.5100 0.0792 5.2% 0.0104 0.7% 27% False False 26,042
120 1.5892 1.5100 0.0792 5.2% 0.0095 0.6% 27% False False 21,702
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5894
2.618 1.5710
1.618 1.5597
1.000 1.5527
0.618 1.5484
HIGH 1.5414
0.618 1.5371
0.500 1.5358
0.382 1.5344
LOW 1.5301
0.618 1.5231
1.000 1.5188
1.618 1.5118
2.618 1.5005
4.250 1.4821
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 1.5358 1.5408
PP 1.5344 1.5377
S1 1.5330 1.5347

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

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