CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 1.4998 1.5077 0.0079 0.5% 1.5132
High 1.5082 1.5204 0.0122 0.8% 1.5185
Low 1.4974 1.5062 0.0088 0.6% 1.4943
Close 1.5062 1.5186 0.0124 0.8% 1.5002
Range 0.0108 0.0142 0.0034 31.5% 0.0242
ATR 0.0097 0.0100 0.0003 3.4% 0.0000
Volume 185 181 -4 -2.2% 665
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5577 1.5523 1.5264
R3 1.5435 1.5381 1.5225
R2 1.5293 1.5293 1.5212
R1 1.5239 1.5239 1.5199 1.5266
PP 1.5151 1.5151 1.5151 1.5164
S1 1.5097 1.5097 1.5173 1.5124
S2 1.5009 1.5009 1.5160
S3 1.4867 1.4955 1.5147
S4 1.4725 1.4813 1.5108
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.5769 1.5628 1.5135
R3 1.5527 1.5386 1.5069
R2 1.5285 1.5285 1.5046
R1 1.5144 1.5144 1.5024 1.5094
PP 1.5043 1.5043 1.5043 1.5018
S1 1.4902 1.4902 1.4980 1.4852
S2 1.4801 1.4801 1.4958
S3 1.4559 1.4660 1.4935
S4 1.4317 1.4418 1.4869
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5204 1.4943 0.0261 1.7% 0.0121 0.8% 93% True False 194
10 1.5252 1.4943 0.0309 2.0% 0.0113 0.7% 79% False False 138
20 1.5568 1.4943 0.0625 4.1% 0.0099 0.7% 39% False False 121
40 1.5750 1.4943 0.0807 5.3% 0.0076 0.5% 30% False False 65
60 1.5969 1.4943 0.1026 6.8% 0.0057 0.4% 24% False False 44
80 1.6132 1.4943 0.1189 7.8% 0.0046 0.3% 20% False False 33
100 1.6378 1.4943 0.1435 9.4% 0.0039 0.3% 17% False False 27
120 1.6776 1.4943 0.1833 12.1% 0.0032 0.2% 13% False False 24
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5808
2.618 1.5576
1.618 1.5434
1.000 1.5346
0.618 1.5292
HIGH 1.5204
0.618 1.5150
0.500 1.5133
0.382 1.5116
LOW 1.5062
0.618 1.4974
1.000 1.4920
1.618 1.4832
2.618 1.4690
4.250 1.4459
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 1.5168 1.5149
PP 1.5151 1.5111
S1 1.5133 1.5074

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

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