CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary
Previous Current
10-Nov-2015 11-Nov-2015 Change Change % Previous Week
Open 1.5110 1.5117 0.0007 0.0% 1.5448
High 1.5142 1.5218 0.0076 0.5% 1.5494
Low 1.5088 1.5116 0.0028 0.2% 1.5023
Close 1.5103 1.5194 0.0091 0.6% 1.5036
Range 0.0054 0.0102 0.0048 88.9% 0.0471
ATR 0.0110 0.0110 0.0000 0.4% 0.0000
Volume 49,805 73,323 23,518 47.2% 478,470
Daily Pivots for day following 11-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5482 1.5440 1.5250
R3 1.5380 1.5338 1.5222
R2 1.5278 1.5278 1.5213
R1 1.5236 1.5236 1.5203 1.5257
PP 1.5176 1.5176 1.5176 1.5187
S1 1.5134 1.5134 1.5185 1.5155
S2 1.5074 1.5074 1.5175
S3 1.4972 1.5032 1.5166
S4 1.4870 1.4930 1.5138
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 1.5397 1.5023 0.0374 2.5% 0.0126 0.8% 46% False False 96,339
10 1.5494 1.5023 0.0471 3.1% 0.0114 0.7% 36% False False 85,922
20 1.5514 1.5023 0.0491 3.2% 0.0100 0.7% 35% False False 76,281
40 1.5650 1.5023 0.0627 4.1% 0.0110 0.7% 27% False False 78,612
60 1.5805 1.5023 0.0782 5.1% 0.0114 0.7% 22% False False 60,890
80 1.5805 1.5023 0.0782 5.1% 0.0108 0.7% 22% False False 45,696
100 1.5805 1.5023 0.0782 5.1% 0.0105 0.7% 22% False False 36,566
120 1.5892 1.5023 0.0869 5.7% 0.0102 0.7% 20% False False 30,474
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5652
2.618 1.5485
1.618 1.5383
1.000 1.5320
0.618 1.5281
HIGH 1.5218
0.618 1.5179
0.500 1.5167
0.382 1.5155
LOW 1.5116
0.618 1.5053
1.000 1.5014
1.618 1.4951
2.618 1.4849
4.250 1.4683
Fisher Pivots for day following 11-Nov-2015
Pivot 1 day 3 day
R1 1.5185 1.5172
PP 1.5176 1.5150
S1 1.5167 1.5128

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

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