CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 19-Feb-2016
Day Change Summary
Previous Current
18-Feb-2016 19-Feb-2016 Change Change % Previous Week
Open 1.4389 1.4376 -0.0013 -0.1% 1.4320
High 1.4392 1.4376 -0.0016 -0.1% 1.4392
Low 1.4332 1.4376 0.0044 0.3% 1.4251
Close 1.4332 1.4376 0.0044 0.3% 1.4376
Range 0.0060 0.0000 -0.0060 -100.0% 0.0141
ATR 0.0087 0.0084 -0.0003 -3.5% 0.0000
Volume 5 29 24 480.0% 51
Daily Pivots for day following 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.4376 1.4376 1.4376
R3 1.4376 1.4376 1.4376
R2 1.4376 1.4376 1.4376
R1 1.4376 1.4376 1.4376 1.4376
PP 1.4376 1.4376 1.4376 1.4376
S1 1.4376 1.4376 1.4376 1.4376
S2 1.4376 1.4376 1.4376
S3 1.4376 1.4376 1.4376
S4 1.4376 1.4376 1.4376
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.4763 1.4710 1.4454
R3 1.4622 1.4569 1.4415
R2 1.4481 1.4481 1.4402
R1 1.4428 1.4428 1.4389 1.4455
PP 1.4340 1.4340 1.4340 1.4353
S1 1.4287 1.4287 1.4363 1.4314
S2 1.4199 1.4199 1.4350
S3 1.4058 1.4146 1.4337
S4 1.3917 1.4005 1.4298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4535 1.4251 0.0284 2.0% 0.0027 0.2% 44% False False 10
10 1.4546 1.4251 0.0295 2.1% 0.0030 0.2% 42% False False 6
20 1.4614 1.4251 0.0363 2.5% 0.0030 0.2% 34% False False 4
40 1.4957 1.4158 0.0799 5.6% 0.0020 0.1% 27% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4376
2.618 1.4376
1.618 1.4376
1.000 1.4376
0.618 1.4376
HIGH 1.4376
0.618 1.4376
0.500 1.4376
0.382 1.4376
LOW 1.4376
0.618 1.4376
1.000 1.4376
1.618 1.4376
2.618 1.4376
4.250 1.4376
Fisher Pivots for day following 19-Feb-2016
Pivot 1 day 3 day
R1 1.4376 1.4358
PP 1.4376 1.4340
S1 1.4376 1.4322

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

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