CME British Pound Future December 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 1.5617 1.5574 -0.0043 -0.3% 1.5495
High 1.5647 1.5594 -0.0053 -0.3% 1.5650
Low 1.5545 1.5543 -0.0002 0.0% 1.5441
Close 1.5596 1.5553 -0.0043 -0.3% 1.5596
Range 0.0102 0.0051 -0.0051 -50.0% 0.0209
ATR 0.0104 0.0101 -0.0004 -3.5% 0.0000
Volume 17 28 11 64.7% 330
Daily Pivots for day following 20-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.5716 1.5686 1.5581
R3 1.5665 1.5635 1.5567
R2 1.5614 1.5614 1.5562
R1 1.5584 1.5584 1.5558 1.5574
PP 1.5563 1.5563 1.5563 1.5558
S1 1.5533 1.5533 1.5548 1.5523
S2 1.5512 1.5512 1.5544
S3 1.5461 1.5482 1.5539
S4 1.5410 1.5431 1.5525
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.6189 1.6102 1.5711
R3 1.5980 1.5893 1.5653
R2 1.5771 1.5771 1.5634
R1 1.5684 1.5684 1.5615 1.5728
PP 1.5562 1.5562 1.5562 1.5584
S1 1.5475 1.5475 1.5577 1.5519
S2 1.5353 1.5353 1.5558
S3 1.5144 1.5266 1.5539
S4 1.4935 1.5057 1.5481
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5650 1.5441 0.0209 1.3% 0.0100 0.6% 54% False False 63
10 1.5650 1.5325 0.0325 2.1% 0.0112 0.7% 70% False False 50
20 1.5890 1.5325 0.0565 3.6% 0.0098 0.6% 40% False False 44
40 1.5892 1.5179 0.0713 4.6% 0.0090 0.6% 52% False False 28
60 1.5892 1.5066 0.0826 5.3% 0.0076 0.5% 59% False False 20
80 1.5892 1.4625 0.1267 8.1% 0.0058 0.4% 73% False False 16
100 1.5892 1.4625 0.1267 8.1% 0.0049 0.3% 73% False False 13
120 1.5892 1.4625 0.1267 8.1% 0.0041 0.3% 73% False False 12
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 0.0013
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.5811
2.618 1.5728
1.618 1.5677
1.000 1.5645
0.618 1.5626
HIGH 1.5594
0.618 1.5575
0.500 1.5569
0.382 1.5562
LOW 1.5543
0.618 1.5511
1.000 1.5492
1.618 1.5460
2.618 1.5409
4.250 1.5326
Fisher Pivots for day following 20-Jul-2015
Pivot 1 day 3 day
R1 1.5569 1.5595
PP 1.5563 1.5581
S1 1.5558 1.5567

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

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