CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 1.5226 1.5222 -0.0004 0.0% 1.5050
High 1.5268 1.5226 -0.0042 -0.3% 1.5268
Low 1.5184 1.5179 -0.0005 0.0% 1.5038
Close 1.5227 1.5195 -0.0032 -0.2% 1.5227
Range 0.0084 0.0047 -0.0037 -44.0% 0.0230
ATR 0.0106 0.0102 -0.0004 -3.9% 0.0000
Volume 65,326 47,935 -17,391 -26.6% 348,060
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5341 1.5315 1.5221
R3 1.5294 1.5268 1.5208
R2 1.5247 1.5247 1.5204
R1 1.5221 1.5221 1.5199 1.5211
PP 1.5200 1.5200 1.5200 1.5195
S1 1.5174 1.5174 1.5191 1.5164
S2 1.5153 1.5153 1.5186
S3 1.5106 1.5127 1.5182
S4 1.5059 1.5080 1.5169
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 1.5088 0.0180 1.2% 0.0072 0.5% 59% False False 62,754
10 1.5441 1.5023 0.0418 2.8% 0.0101 0.7% 41% False False 80,238
20 1.5514 1.5023 0.0491 3.2% 0.0100 0.7% 35% False False 76,333
40 1.5522 1.5023 0.0499 3.3% 0.0106 0.7% 34% False False 77,152
60 1.5805 1.5023 0.0782 5.1% 0.0114 0.7% 22% False False 64,052
80 1.5805 1.5023 0.0782 5.1% 0.0107 0.7% 22% False False 48,077
100 1.5805 1.5023 0.0782 5.1% 0.0104 0.7% 22% False False 38,472
120 1.5892 1.5023 0.0869 5.7% 0.0103 0.7% 20% False False 32,062
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0019
Narrowest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 1.5426
2.618 1.5349
1.618 1.5302
1.000 1.5273
0.618 1.5255
HIGH 1.5226
0.618 1.5208
0.500 1.5203
0.382 1.5197
LOW 1.5179
0.618 1.5150
1.000 1.5132
1.618 1.5103
2.618 1.5056
4.250 1.4979
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 1.5203 1.5219
PP 1.5200 1.5211
S1 1.5198 1.5203

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

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