CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 21-Oct-2015
Day Change Summary
Previous Current
20-Oct-2015 21-Oct-2015 Change Change % Previous Week
Open 1.5455 1.5438 -0.0017 -0.1% 1.5312
High 1.5501 1.5473 -0.0028 -0.2% 1.5504
Low 1.5431 1.5405 -0.0026 -0.2% 1.5194
Close 1.5436 1.5417 -0.0019 -0.1% 1.5453
Range 0.0070 0.0068 -0.0002 -2.9% 0.0310
ATR 0.0109 0.0106 -0.0003 -2.7% 0.0000
Volume 48,656 50,259 1,603 3.3% 411,706
Daily Pivots for day following 21-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.5636 1.5594 1.5454
R3 1.5568 1.5526 1.5436
R2 1.5500 1.5500 1.5429
R1 1.5458 1.5458 1.5423 1.5445
PP 1.5432 1.5432 1.5432 1.5425
S1 1.5390 1.5390 1.5411 1.5377
S2 1.5364 1.5364 1.5405
S3 1.5296 1.5322 1.5398
S4 1.5228 1.5254 1.5380
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.6314 1.6193 1.5624
R3 1.6004 1.5883 1.5538
R2 1.5694 1.5694 1.5510
R1 1.5573 1.5573 1.5481 1.5634
PP 1.5384 1.5384 1.5384 1.5414
S1 1.5263 1.5263 1.5425 1.5324
S2 1.5074 1.5074 1.5396
S3 1.4764 1.4953 1.5368
S4 1.4454 1.4643 1.5283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5504 1.5405 0.0099 0.6% 0.0071 0.5% 12% False True 57,703
10 1.5504 1.5194 0.0310 2.0% 0.0104 0.7% 72% False False 71,638
20 1.5504 1.5100 0.0404 2.6% 0.0102 0.7% 78% False False 73,524
40 1.5708 1.5100 0.0608 3.9% 0.0117 0.8% 52% False False 60,360
60 1.5805 1.5100 0.0705 4.6% 0.0109 0.7% 45% False False 40,306
80 1.5805 1.5100 0.0705 4.6% 0.0105 0.7% 45% False False 30,242
100 1.5892 1.5100 0.0792 5.1% 0.0104 0.7% 40% False False 24,197
120 1.5892 1.5100 0.0792 5.1% 0.0093 0.6% 40% False False 20,165
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5762
2.618 1.5651
1.618 1.5583
1.000 1.5541
0.618 1.5515
HIGH 1.5473
0.618 1.5447
0.500 1.5439
0.382 1.5431
LOW 1.5405
0.618 1.5363
1.000 1.5337
1.618 1.5295
2.618 1.5227
4.250 1.5116
Fisher Pivots for day following 21-Oct-2015
Pivot 1 day 3 day
R1 1.5439 1.5453
PP 1.5432 1.5441
S1 1.5424 1.5429

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

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