CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 14-Oct-2015
Day Change Summary
Previous Current
13-Oct-2015 14-Oct-2015 Change Change % Previous Week
Open 1.5337 1.5244 -0.0093 -0.6% 1.5172
High 1.5382 1.5489 0.0107 0.7% 1.5378
Low 1.5194 1.5243 0.0049 0.3% 1.5130
Close 1.5247 1.5477 0.0230 1.5% 1.5333
Range 0.0188 0.0246 0.0058 30.9% 0.0248
ATR 0.0112 0.0122 0.0010 8.5% 0.0000
Volume 103,197 122,716 19,519 18.9% 382,292
Daily Pivots for day following 14-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.6141 1.6055 1.5612
R3 1.5895 1.5809 1.5545
R2 1.5649 1.5649 1.5522
R1 1.5563 1.5563 1.5500 1.5606
PP 1.5403 1.5403 1.5403 1.5425
S1 1.5317 1.5317 1.5454 1.5360
S2 1.5157 1.5157 1.5432
S3 1.4911 1.5071 1.5409
S4 1.4665 1.4825 1.5342
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.6024 1.5927 1.5469
R3 1.5776 1.5679 1.5401
R2 1.5528 1.5528 1.5378
R1 1.5431 1.5431 1.5356 1.5480
PP 1.5280 1.5280 1.5280 1.5305
S1 1.5183 1.5183 1.5310 1.5232
S2 1.5032 1.5032 1.5288
S3 1.4784 1.4935 1.5265
S4 1.4536 1.4687 1.5197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5489 1.5194 0.0295 1.9% 0.0137 0.9% 96% True False 85,574
10 1.5489 1.5101 0.0388 2.5% 0.0120 0.8% 97% True False 79,280
20 1.5650 1.5100 0.0550 3.6% 0.0119 0.8% 69% False False 80,944
40 1.5805 1.5100 0.0705 4.6% 0.0120 0.8% 53% False False 53,195
60 1.5805 1.5100 0.0705 4.6% 0.0110 0.7% 53% False False 35,501
80 1.5805 1.5100 0.0705 4.6% 0.0106 0.7% 53% False False 26,637
100 1.5892 1.5100 0.0792 5.1% 0.0102 0.7% 48% False False 21,312
120 1.5892 1.5100 0.0792 5.1% 0.0092 0.6% 48% False False 17,761
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.6535
2.618 1.6133
1.618 1.5887
1.000 1.5735
0.618 1.5641
HIGH 1.5489
0.618 1.5395
0.500 1.5366
0.382 1.5337
LOW 1.5243
0.618 1.5091
1.000 1.4997
1.618 1.4845
2.618 1.4599
4.250 1.4198
Fisher Pivots for day following 14-Oct-2015
Pivot 1 day 3 day
R1 1.5440 1.5432
PP 1.5403 1.5387
S1 1.5366 1.5342

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

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