CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 1.4126 1.4300 0.0174 1.2% 1.4418
High 1.4179 1.4300 0.0121 0.9% 1.4418
Low 1.4126 1.4278 0.0152 1.1% 1.4126
Close 1.4179 1.4278 0.0099 0.7% 1.4179
Range 0.0053 0.0022 -0.0031 -58.5% 0.0292
ATR 0.0082 0.0085 0.0003 3.4% 0.0000
Volume 3 1 -2 -66.7% 205
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.4351 1.4337 1.4290
R3 1.4329 1.4315 1.4284
R2 1.4307 1.4307 1.4282
R1 1.4293 1.4293 1.4280 1.4289
PP 1.4285 1.4285 1.4285 1.4284
S1 1.4271 1.4271 1.4276 1.4267
S2 1.4263 1.4263 1.4274
S3 1.4241 1.4249 1.4272
S4 1.4219 1.4227 1.4266
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.5117 1.4940 1.4340
R3 1.4825 1.4648 1.4259
R2 1.4533 1.4533 1.4233
R1 1.4356 1.4356 1.4206 1.4299
PP 1.4241 1.4241 1.4241 1.4212
S1 1.4064 1.4064 1.4152 1.4007
S2 1.3949 1.3949 1.4125
S3 1.3657 1.3772 1.4099
S4 1.3365 1.3480 1.4018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4418 1.4126 0.0292 2.0% 0.0029 0.2% 52% False False 41
10 1.4513 1.4126 0.0387 2.7% 0.0037 0.3% 39% False False 21
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4394
2.618 1.4358
1.618 1.4336
1.000 1.4322
0.618 1.4314
HIGH 1.4300
0.618 1.4292
0.500 1.4289
0.382 1.4286
LOW 1.4278
0.618 1.4264
1.000 1.4256
1.618 1.4242
2.618 1.4220
4.250 1.4185
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 1.4289 1.4256
PP 1.4285 1.4235
S1 1.4282 1.4213

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

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