CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 25-Mar-2015
Day Change Summary
Previous Current
24-Mar-2015 25-Mar-2015 Change Change % Previous Week
Open 1.4946 1.4838 -0.0108 -0.7% 1.4730
High 1.4977 1.4946 -0.0031 -0.2% 1.5145
Low 1.4834 1.4823 -0.0011 -0.1% 1.4625
Close 1.4836 1.4858 0.0022 0.1% 1.4934
Range 0.0143 0.0123 -0.0020 -14.0% 0.0520
ATR 0.0166 0.0163 -0.0003 -1.8% 0.0000
Volume 106,995 88,488 -18,507 -17.3% 634,397
Daily Pivots for day following 25-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.5245 1.5174 1.4926
R3 1.5122 1.5051 1.4892
R2 1.4999 1.4999 1.4881
R1 1.4928 1.4928 1.4869 1.4964
PP 1.4876 1.4876 1.4876 1.4893
S1 1.4805 1.4805 1.4847 1.4841
S2 1.4753 1.4753 1.4835
S3 1.4630 1.4682 1.4824
S4 1.4507 1.4559 1.4790
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.6461 1.6218 1.5220
R3 1.5941 1.5698 1.5077
R2 1.5421 1.5421 1.5029
R1 1.5178 1.5178 1.4982 1.5300
PP 1.4901 1.4901 1.4901 1.4962
S1 1.4658 1.4658 1.4886 1.4780
S2 1.4381 1.4381 1.4839
S3 1.3861 1.4138 1.4791
S4 1.3341 1.3618 1.4648
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5001 1.4680 0.0321 2.2% 0.0198 1.3% 55% False False 117,904
10 1.5145 1.4625 0.0520 3.5% 0.0212 1.4% 45% False False 121,479
20 1.5541 1.4625 0.0916 6.2% 0.0164 1.1% 25% False False 71,126
40 1.5541 1.4625 0.0916 6.2% 0.0132 0.9% 25% False False 35,696
60 1.5568 1.4625 0.0943 6.3% 0.0121 0.8% 25% False False 23,838
80 1.5750 1.4625 0.1125 7.6% 0.0104 0.7% 21% False False 17,880
100 1.5969 1.4625 0.1344 9.0% 0.0087 0.6% 17% False False 14,305
120 1.6132 1.4625 0.1507 10.1% 0.0075 0.5% 15% False False 11,921
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0037
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5469
2.618 1.5268
1.618 1.5145
1.000 1.5069
0.618 1.5022
HIGH 1.4946
0.618 1.4899
0.500 1.4885
0.382 1.4870
LOW 1.4823
0.618 1.4747
1.000 1.4700
1.618 1.4624
2.618 1.4501
4.250 1.4300
Fisher Pivots for day following 25-Mar-2015
Pivot 1 day 3 day
R1 1.4885 1.4900
PP 1.4876 1.4886
S1 1.4867 1.4872

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

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