CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 20-Jul-2015
Day Change Summary
Previous Current
17-Jul-2015 20-Jul-2015 Change Change % Previous Week
Open 1.5601 1.5598 -0.0003 0.0% 1.5510
High 1.5668 1.5622 -0.0046 -0.3% 1.5669
Low 1.5547 1.5531 -0.0016 -0.1% 1.5443
Close 1.5606 1.5562 -0.0044 -0.3% 1.5606
Range 0.0121 0.0091 -0.0030 -24.8% 0.0226
ATR 0.0126 0.0124 -0.0003 -2.0% 0.0000
Volume 63,023 55,727 -7,296 -11.6% 376,010
Daily Pivots for day following 20-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.5845 1.5794 1.5612
R3 1.5754 1.5703 1.5587
R2 1.5663 1.5663 1.5579
R1 1.5612 1.5612 1.5570 1.5592
PP 1.5572 1.5572 1.5572 1.5562
S1 1.5521 1.5521 1.5554 1.5501
S2 1.5481 1.5481 1.5545
S3 1.5390 1.5430 1.5537
S4 1.5299 1.5339 1.5512
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.6251 1.6154 1.5730
R3 1.6025 1.5928 1.5668
R2 1.5799 1.5799 1.5647
R1 1.5702 1.5702 1.5627 1.5751
PP 1.5573 1.5573 1.5573 1.5597
S1 1.5476 1.5476 1.5585 1.5525
S2 1.5347 1.5347 1.5565
S3 1.5121 1.5250 1.5544
S4 1.4895 1.5024 1.5482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5669 1.5443 0.0226 1.5% 0.0119 0.8% 53% False False 70,702
10 1.5669 1.5323 0.0346 2.2% 0.0130 0.8% 69% False False 79,576
20 1.5902 1.5323 0.0579 3.7% 0.0119 0.8% 41% False False 82,758
40 1.5924 1.5160 0.0764 4.9% 0.0131 0.8% 53% False False 60,840
60 1.5924 1.5026 0.0898 5.8% 0.0133 0.9% 60% False False 40,618
80 1.5924 1.4591 0.1333 8.6% 0.0126 0.8% 73% False False 30,485
100 1.5924 1.4591 0.1333 8.6% 0.0123 0.8% 73% False False 24,393
120 1.5924 1.4591 0.1333 8.6% 0.0104 0.7% 73% False False 20,328
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6009
2.618 1.5860
1.618 1.5769
1.000 1.5713
0.618 1.5678
HIGH 1.5622
0.618 1.5587
0.500 1.5577
0.382 1.5566
LOW 1.5531
0.618 1.5475
1.000 1.5440
1.618 1.5384
2.618 1.5293
4.250 1.5144
Fisher Pivots for day following 20-Jul-2015
Pivot 1 day 3 day
R1 1.5577 1.5600
PP 1.5572 1.5587
S1 1.5567 1.5575

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

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