CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 1.5197 1.5212 0.0015 0.1% 1.5050
High 1.5236 1.5247 0.0011 0.1% 1.5268
Low 1.5152 1.5185 0.0033 0.2% 1.5038
Close 1.5208 1.5227 0.0019 0.1% 1.5227
Range 0.0084 0.0062 -0.0022 -26.2% 0.0230
ATR 0.0100 0.0098 -0.0003 -2.7% 0.0000
Volume 61,807 53,946 -7,861 -12.7% 348,060
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5406 1.5378 1.5261
R3 1.5344 1.5316 1.5244
R2 1.5282 1.5282 1.5238
R1 1.5254 1.5254 1.5233 1.5268
PP 1.5220 1.5220 1.5220 1.5227
S1 1.5192 1.5192 1.5221 1.5206
S2 1.5158 1.5158 1.5216
S3 1.5096 1.5130 1.5210
S4 1.5034 1.5068 1.5193
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 1.5152 0.0116 0.8% 0.0070 0.5% 65% False False 61,279
10 1.5397 1.5023 0.0374 2.5% 0.0098 0.6% 55% False False 78,809
20 1.5514 1.5023 0.0491 3.2% 0.0100 0.7% 42% False False 77,175
40 1.5514 1.5023 0.0491 3.2% 0.0101 0.7% 42% False False 75,349
60 1.5708 1.5023 0.0685 4.5% 0.0111 0.7% 30% False False 65,965
80 1.5805 1.5023 0.0782 5.1% 0.0107 0.7% 26% False False 49,523
100 1.5805 1.5023 0.0782 5.1% 0.0104 0.7% 26% False False 39,628
120 1.5892 1.5023 0.0869 5.7% 0.0103 0.7% 23% False False 33,027
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5511
2.618 1.5409
1.618 1.5347
1.000 1.5309
0.618 1.5285
HIGH 1.5247
0.618 1.5223
0.500 1.5216
0.382 1.5209
LOW 1.5185
0.618 1.5147
1.000 1.5123
1.618 1.5085
2.618 1.5023
4.250 1.4922
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 1.5223 1.5218
PP 1.5220 1.5209
S1 1.5216 1.5200

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

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