CME British Pound Future September 2015


Trading Metrics calculated at close of trading on 04-Aug-2015
Day Change Summary
Previous Current
03-Aug-2015 04-Aug-2015 Change Change % Previous Week
Open 1.5623 1.5582 -0.0041 -0.3% 1.5505
High 1.5641 1.5630 -0.0011 -0.1% 1.5685
Low 1.5560 1.5553 -0.0007 0.0% 1.5485
Close 1.5578 1.5563 -0.0015 -0.1% 1.5610
Range 0.0081 0.0077 -0.0004 -4.9% 0.0200
ATR 0.0111 0.0109 -0.0002 -2.2% 0.0000
Volume 73,899 85,405 11,506 15.6% 403,923
Daily Pivots for day following 04-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.5813 1.5765 1.5605
R3 1.5736 1.5688 1.5584
R2 1.5659 1.5659 1.5577
R1 1.5611 1.5611 1.5570 1.5597
PP 1.5582 1.5582 1.5582 1.5575
S1 1.5534 1.5534 1.5556 1.5520
S2 1.5505 1.5505 1.5549
S3 1.5428 1.5457 1.5542
S4 1.5351 1.5380 1.5521
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.6193 1.6102 1.5720
R3 1.5993 1.5902 1.5665
R2 1.5793 1.5793 1.5647
R1 1.5702 1.5702 1.5628 1.5748
PP 1.5593 1.5593 1.5593 1.5616
S1 1.5502 1.5502 1.5592 1.5548
S2 1.5393 1.5393 1.5573
S3 1.5193 1.5302 1.5555
S4 1.4993 1.5102 1.5500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5685 1.5544 0.0141 0.9% 0.0095 0.6% 13% False False 83,783
10 1.5685 1.5461 0.0224 1.4% 0.0101 0.6% 46% False False 78,920
20 1.5685 1.5323 0.0362 2.3% 0.0109 0.7% 66% False False 76,805
40 1.5924 1.5247 0.0677 4.4% 0.0116 0.7% 47% False False 81,057
60 1.5924 1.5160 0.0764 4.9% 0.0125 0.8% 53% False False 54,804
80 1.5924 1.4592 0.1332 8.6% 0.0127 0.8% 73% False False 41,128
100 1.5924 1.4591 0.1333 8.6% 0.0126 0.8% 73% False False 32,913
120 1.5924 1.4591 0.1333 8.6% 0.0112 0.7% 73% False False 27,428
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.5957
2.618 1.5832
1.618 1.5755
1.000 1.5707
0.618 1.5678
HIGH 1.5630
0.618 1.5601
0.500 1.5592
0.382 1.5582
LOW 1.5553
0.618 1.5505
1.000 1.5476
1.618 1.5428
2.618 1.5351
4.250 1.5226
Fisher Pivots for day following 04-Aug-2015
Pivot 1 day 3 day
R1 1.5592 1.5609
PP 1.5582 1.5594
S1 1.5573 1.5578

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

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