CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 1.5227 1.5286 0.0059 0.4% 1.5222
High 1.5333 1.5307 -0.0026 -0.2% 1.5333
Low 1.5226 1.5180 -0.0046 -0.3% 1.5152
Close 1.5290 1.5190 -0.0100 -0.7% 1.5190
Range 0.0107 0.0127 0.0020 18.7% 0.0181
ATR 0.0098 0.0100 0.0002 2.1% 0.0000
Volume 90,003 74,901 -15,102 -16.8% 328,592
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5607 1.5525 1.5260
R3 1.5480 1.5398 1.5225
R2 1.5353 1.5353 1.5213
R1 1.5271 1.5271 1.5202 1.5249
PP 1.5226 1.5226 1.5226 1.5214
S1 1.5144 1.5144 1.5178 1.5122
S2 1.5099 1.5099 1.5167
S3 1.4972 1.5017 1.5155
S4 1.4845 1.4890 1.5120
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5768 1.5660 1.5290
R3 1.5587 1.5479 1.5240
R2 1.5406 1.5406 1.5223
R1 1.5298 1.5298 1.5207 1.5262
PP 1.5225 1.5225 1.5225 1.5207
S1 1.5117 1.5117 1.5173 1.5081
S2 1.5044 1.5044 1.5157
S3 1.4863 1.4936 1.5140
S4 1.4682 1.4755 1.5090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5333 1.5152 0.0181 1.2% 0.0085 0.6% 21% False False 65,718
10 1.5333 1.5038 0.0295 1.9% 0.0083 0.5% 52% False False 67,665
20 1.5494 1.5023 0.0471 3.1% 0.0099 0.6% 35% False False 76,195
40 1.5514 1.5023 0.0491 3.2% 0.0102 0.7% 34% False False 75,464
60 1.5650 1.5023 0.0627 4.1% 0.0108 0.7% 27% False False 68,677
80 1.5805 1.5023 0.0782 5.1% 0.0108 0.7% 21% False False 51,584
100 1.5805 1.5023 0.0782 5.1% 0.0105 0.7% 21% False False 41,276
120 1.5892 1.5023 0.0869 5.7% 0.0103 0.7% 19% False False 34,401
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.5847
2.618 1.5639
1.618 1.5512
1.000 1.5434
0.618 1.5385
HIGH 1.5307
0.618 1.5258
0.500 1.5244
0.382 1.5229
LOW 1.5180
0.618 1.5102
1.000 1.5053
1.618 1.4975
2.618 1.4848
4.250 1.4640
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 1.5244 1.5257
PP 1.5226 1.5234
S1 1.5208 1.5212

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

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