CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 01-Dec-2015
Day Change Summary
Previous Current
30-Nov-2015 01-Dec-2015 Change Change % Previous Week
Open 1.5034 1.5061 0.0027 0.2% 1.5184
High 1.5068 1.5124 0.0056 0.4% 1.5193
Low 1.4992 1.5049 0.0057 0.4% 1.5028
Close 1.5059 1.5081 0.0022 0.1% 1.5049
Range 0.0076 0.0075 -0.0001 -1.3% 0.0165
ATR 0.0097 0.0095 -0.0002 -1.6% 0.0000
Volume 62,853 59,926 -2,927 -4.7% 276,018
Daily Pivots for day following 01-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5310 1.5270 1.5122
R3 1.5235 1.5195 1.5102
R2 1.5160 1.5160 1.5095
R1 1.5120 1.5120 1.5088 1.5140
PP 1.5085 1.5085 1.5085 1.5095
S1 1.5045 1.5045 1.5074 1.5065
S2 1.5010 1.5010 1.5067
S3 1.4935 1.4970 1.5060
S4 1.4860 1.4895 1.5040
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5585 1.5482 1.5140
R3 1.5420 1.5317 1.5094
R2 1.5255 1.5255 1.5079
R1 1.5152 1.5152 1.5064 1.5121
PP 1.5090 1.5090 1.5090 1.5075
S1 1.4987 1.4987 1.5034 1.4956
S2 1.4925 1.4925 1.5019
S3 1.4760 1.4822 1.5004
S4 1.4595 1.4657 1.4958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5153 1.4992 0.0161 1.1% 0.0086 0.6% 55% False False 66,273
10 1.5333 1.4992 0.0341 2.3% 0.0090 0.6% 26% False False 67,945
20 1.5441 1.4992 0.0449 3.0% 0.0095 0.6% 20% False False 74,091
40 1.5514 1.4992 0.0522 3.5% 0.0101 0.7% 17% False False 74,138
60 1.5650 1.4992 0.0658 4.4% 0.0107 0.7% 14% False False 75,032
80 1.5805 1.4992 0.0813 5.4% 0.0107 0.7% 11% False False 56,559
100 1.5805 1.4992 0.0813 5.4% 0.0103 0.7% 11% False False 45,262
120 1.5892 1.4992 0.0900 6.0% 0.0103 0.7% 10% False False 37,724
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 0.0021
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.5443
2.618 1.5320
1.618 1.5245
1.000 1.5199
0.618 1.5170
HIGH 1.5124
0.618 1.5095
0.500 1.5087
0.382 1.5078
LOW 1.5049
0.618 1.5003
1.000 1.4974
1.618 1.4928
2.618 1.4853
4.250 1.4730
Fisher Pivots for day following 01-Dec-2015
Pivot 1 day 3 day
R1 1.5087 1.5074
PP 1.5085 1.5067
S1 1.5083 1.5060

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

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