CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 09-Nov-2015
Day Change Summary
Previous Current
06-Nov-2015 09-Nov-2015 Change Change % Previous Week
Open 1.5205 1.5050 -0.0155 -1.0% 1.5448
High 1.5214 1.5124 -0.0090 -0.6% 1.5494
Low 1.5023 1.5038 0.0015 0.1% 1.5023
Close 1.5036 1.5109 0.0073 0.5% 1.5036
Range 0.0191 0.0086 -0.0105 -55.0% 0.0471
ATR 0.0116 0.0114 -0.0002 -1.7% 0.0000
Volume 124,070 82,223 -41,847 -33.7% 478,470
Daily Pivots for day following 09-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5348 1.5315 1.5156
R3 1.5262 1.5229 1.5133
R2 1.5176 1.5176 1.5125
R1 1.5143 1.5143 1.5117 1.5160
PP 1.5090 1.5090 1.5090 1.5099
S1 1.5057 1.5057 1.5101 1.5074
S2 1.5004 1.5004 1.5093
S3 1.4918 1.4971 1.5085
S4 1.4832 1.4885 1.5062
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.6597 1.6288 1.5295
R3 1.6126 1.5817 1.5166
R2 1.5655 1.5655 1.5122
R1 1.5346 1.5346 1.5079 1.5265
PP 1.5184 1.5184 1.5184 1.5144
S1 1.4875 1.4875 1.4993 1.4794
S2 1.4713 1.4713 1.4950
S3 1.4242 1.4404 1.4906
S4 1.3771 1.3933 1.4777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5441 1.5023 0.0418 2.8% 0.0129 0.9% 21% False False 97,721
10 1.5494 1.5023 0.0471 3.1% 0.0116 0.8% 18% False False 87,784
20 1.5514 1.5023 0.0491 3.2% 0.0114 0.8% 18% False False 81,420
40 1.5650 1.5023 0.0627 4.1% 0.0114 0.8% 14% False False 79,607
60 1.5805 1.5023 0.0782 5.2% 0.0115 0.8% 11% False False 58,847
80 1.5805 1.5023 0.0782 5.2% 0.0107 0.7% 11% False False 44,158
100 1.5890 1.5023 0.0867 5.7% 0.0105 0.7% 10% False False 35,335
120 1.5892 1.5023 0.0869 5.8% 0.0101 0.7% 10% False False 29,448
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5490
2.618 1.5349
1.618 1.5263
1.000 1.5210
0.618 1.5177
HIGH 1.5124
0.618 1.5091
0.500 1.5081
0.382 1.5071
LOW 1.5038
0.618 1.4985
1.000 1.4952
1.618 1.4899
2.618 1.4813
4.250 1.4673
Fisher Pivots for day following 09-Nov-2015
Pivot 1 day 3 day
R1 1.5100 1.5210
PP 1.5090 1.5176
S1 1.5081 1.5143

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

View Archives - Comment on this page... - Back to Index of Symbols