CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 1.4416 1.4276 -0.0140 -1.0% 1.4563
High 1.4420 1.4276 -0.0144 -1.0% 1.4563
Low 1.4416 1.4276 -0.0140 -1.0% 1.4276
Close 1.4420 1.4276 -0.0144 -1.0% 1.4276
Range 0.0004 0.0000 -0.0004 -100.0% 0.0287
ATR 0.0061 0.0067 0.0006 9.6% 0.0000
Volume 2 67 65 3,250.0% 80
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.4276 1.4276 1.4276
R3 1.4276 1.4276 1.4276
R2 1.4276 1.4276 1.4276
R1 1.4276 1.4276 1.4276 1.4276
PP 1.4276 1.4276 1.4276 1.4276
S1 1.4276 1.4276 1.4276 1.4276
S2 1.4276 1.4276 1.4276
S3 1.4276 1.4276 1.4276
S4 1.4276 1.4276 1.4276
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.5233 1.5041 1.4434
R3 1.4946 1.4754 1.4355
R2 1.4659 1.4659 1.4329
R1 1.4467 1.4467 1.4302 1.4420
PP 1.4372 1.4372 1.4372 1.4348
S1 1.4180 1.4180 1.4250 1.4133
S2 1.4085 1.4085 1.4223
S3 1.3798 1.3893 1.4197
S4 1.3511 1.3606 1.4118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4563 1.4276 0.0287 2.0% 0.0006 0.0% 0% False True 16
10 1.4728 1.4276 0.0452 3.2% 0.0018 0.1% 0% False True 11
20 1.4957 1.4276 0.0681 4.8% 0.0011 0.1% 0% False True 6
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4276
2.618 1.4276
1.618 1.4276
1.000 1.4276
0.618 1.4276
HIGH 1.4276
0.618 1.4276
0.500 1.4276
0.382 1.4276
LOW 1.4276
0.618 1.4276
1.000 1.4276
1.618 1.4276
2.618 1.4276
4.250 1.4276
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 1.4276 1.4369
PP 1.4276 1.4338
S1 1.4276 1.4307

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

View Archives - Comment on this page... - Back to Index of Symbols