CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 1.4297 1.4305 0.0008 0.1% 1.4242
High 1.4314 1.4428 0.0114 0.8% 1.4428
Low 1.4290 1.4289 -0.0001 0.0% 1.4180
Close 1.4303 1.4402 0.0099 0.7% 1.4402
Range 0.0024 0.0139 0.0115 479.2% 0.0248
ATR 0.0086 0.0090 0.0004 4.4% 0.0000
Volume 15 18 3 20.0% 155
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.4790 1.4735 1.4478
R3 1.4651 1.4596 1.4440
R2 1.4512 1.4512 1.4427
R1 1.4457 1.4457 1.4415 1.4485
PP 1.4373 1.4373 1.4373 1.4387
S1 1.4318 1.4318 1.4389 1.4346
S2 1.4234 1.4234 1.4377
S3 1.4095 1.4179 1.4364
S4 1.3956 1.4040 1.4326
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.5081 1.4989 1.4538
R3 1.4833 1.4741 1.4470
R2 1.4585 1.4585 1.4447
R1 1.4493 1.4493 1.4425 1.4539
PP 1.4337 1.4337 1.4337 1.4360
S1 1.4245 1.4245 1.4379 1.4291
S2 1.4089 1.4089 1.4357
S3 1.3841 1.3997 1.4334
S4 1.3593 1.3749 1.4266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4428 1.4180 0.0248 1.7% 0.0064 0.4% 90% True False 31
10 1.4428 1.3880 0.0548 3.8% 0.0061 0.4% 95% True False 36
20 1.4535 1.3880 0.0655 4.5% 0.0051 0.4% 80% False False 31
40 1.4614 1.3880 0.0734 5.1% 0.0038 0.3% 71% False False 20
60 1.5078 1.3880 0.1198 8.3% 0.0029 0.2% 44% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.5019
2.618 1.4792
1.618 1.4653
1.000 1.4567
0.618 1.4514
HIGH 1.4428
0.618 1.4375
0.500 1.4359
0.382 1.4342
LOW 1.4289
0.618 1.4203
1.000 1.4150
1.618 1.4064
2.618 1.3925
4.250 1.3698
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 1.4388 1.4375
PP 1.4373 1.4348
S1 1.4359 1.4322

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

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