CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 13-Nov-2015
Day Change Summary
Previous Current
12-Nov-2015 13-Nov-2015 Change Change % Previous Week
Open 1.5213 1.5226 0.0013 0.1% 1.5050
High 1.5244 1.5268 0.0024 0.2% 1.5268
Low 1.5170 1.5184 0.0014 0.1% 1.5038
Close 1.5216 1.5227 0.0011 0.1% 1.5227
Range 0.0074 0.0084 0.0010 13.5% 0.0230
ATR 0.0107 0.0106 -0.0002 -1.6% 0.0000
Volume 77,383 65,326 -12,057 -15.6% 348,060
Daily Pivots for day following 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5478 1.5437 1.5273
R3 1.5394 1.5353 1.5250
R2 1.5310 1.5310 1.5242
R1 1.5269 1.5269 1.5235 1.5290
PP 1.5226 1.5226 1.5226 1.5237
S1 1.5185 1.5185 1.5219 1.5206
S2 1.5142 1.5142 1.5212
S3 1.5058 1.5101 1.5204
S4 1.4974 1.5017 1.5181
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5868 1.5777 1.5354
R3 1.5638 1.5547 1.5290
R2 1.5408 1.5408 1.5269
R1 1.5317 1.5317 1.5248 1.5363
PP 1.5178 1.5178 1.5178 1.5200
S1 1.5087 1.5087 1.5206 1.5133
S2 1.4948 1.4948 1.5185
S3 1.4718 1.4857 1.5164
S4 1.4488 1.4627 1.5101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5268 1.5038 0.0230 1.5% 0.0080 0.5% 82% True False 69,612
10 1.5494 1.5023 0.0471 3.1% 0.0105 0.7% 43% False False 82,653
20 1.5514 1.5023 0.0491 3.2% 0.0101 0.7% 42% False False 76,166
40 1.5561 1.5023 0.0538 3.5% 0.0107 0.7% 38% False False 77,484
60 1.5805 1.5023 0.0782 5.1% 0.0114 0.7% 26% False False 63,258
80 1.5805 1.5023 0.0782 5.1% 0.0107 0.7% 26% False False 47,479
100 1.5805 1.5023 0.0782 5.1% 0.0105 0.7% 26% False False 37,992
120 1.5892 1.5023 0.0869 5.7% 0.0103 0.7% 23% False False 31,663
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5625
2.618 1.5488
1.618 1.5404
1.000 1.5352
0.618 1.5320
HIGH 1.5268
0.618 1.5236
0.500 1.5226
0.382 1.5216
LOW 1.5184
0.618 1.5132
1.000 1.5100
1.618 1.5048
2.618 1.4964
4.250 1.4827
Fisher Pivots for day following 13-Nov-2015
Pivot 1 day 3 day
R1 1.5227 1.5215
PP 1.5226 1.5204
S1 1.5226 1.5192

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

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