CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 09-Feb-2015
Day Change Summary
Previous Current
06-Feb-2015 09-Feb-2015 Change Change % Previous Week
Open 1.5311 1.5218 -0.0093 -0.6% 1.5064
High 1.5335 1.5224 -0.0111 -0.7% 1.5335
Low 1.5200 1.5188 -0.0012 -0.1% 1.4978
Close 1.5220 1.5221 0.0001 0.0% 1.5220
Range 0.0135 0.0036 -0.0099 -73.3% 0.0357
ATR 0.0110 0.0105 -0.0005 -4.8% 0.0000
Volume 202 161 -41 -20.3% 988
Daily Pivots for day following 09-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.5319 1.5306 1.5241
R3 1.5283 1.5270 1.5231
R2 1.5247 1.5247 1.5228
R1 1.5234 1.5234 1.5224 1.5241
PP 1.5211 1.5211 1.5211 1.5214
S1 1.5198 1.5198 1.5218 1.5205
S2 1.5175 1.5175 1.5214
S3 1.5139 1.5162 1.5211
S4 1.5103 1.5126 1.5201
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.6249 1.6091 1.5416
R3 1.5892 1.5734 1.5318
R2 1.5535 1.5535 1.5285
R1 1.5377 1.5377 1.5253 1.5456
PP 1.5178 1.5178 1.5178 1.5217
S1 1.5020 1.5020 1.5187 1.5099
S2 1.4821 1.4821 1.5155
S3 1.4464 1.4663 1.5122
S4 1.4107 1.4306 1.5024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5335 1.4978 0.0357 2.3% 0.0125 0.8% 68% False False 192
10 1.5335 1.4978 0.0357 2.3% 0.0112 0.7% 68% False False 183
20 1.5335 1.4943 0.0392 2.6% 0.0108 0.7% 71% False False 159
40 1.5750 1.4943 0.0807 5.3% 0.0091 0.6% 34% False False 105
60 1.5807 1.4943 0.0864 5.7% 0.0073 0.5% 32% False False 71
80 1.6132 1.4943 0.1189 7.8% 0.0057 0.4% 23% False False 54
100 1.6378 1.4943 0.1435 9.4% 0.0048 0.3% 19% False False 44
120 1.6560 1.4943 0.1617 10.6% 0.0040 0.3% 17% False False 37
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 0.0017
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.5377
2.618 1.5318
1.618 1.5282
1.000 1.5260
0.618 1.5246
HIGH 1.5224
0.618 1.5210
0.500 1.5206
0.382 1.5202
LOW 1.5188
0.618 1.5166
1.000 1.5152
1.618 1.5130
2.618 1.5094
4.250 1.5035
Fisher Pivots for day following 09-Feb-2015
Pivot 1 day 3 day
R1 1.5216 1.5248
PP 1.5211 1.5239
S1 1.5206 1.5230

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

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