CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 1.4305 1.4335 0.0030 0.2% 1.4242
High 1.4428 1.4335 -0.0093 -0.6% 1.4428
Low 1.4289 1.4313 0.0024 0.2% 1.4180
Close 1.4402 1.4313 -0.0089 -0.6% 1.4402
Range 0.0139 0.0022 -0.0117 -84.2% 0.0248
ATR 0.0090 0.0090 0.0000 0.0% 0.0000
Volume 18 39 21 116.7% 155
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.4386 1.4372 1.4325
R3 1.4364 1.4350 1.4319
R2 1.4342 1.4342 1.4317
R1 1.4328 1.4328 1.4315 1.4324
PP 1.4320 1.4320 1.4320 1.4319
S1 1.4306 1.4306 1.4311 1.4302
S2 1.4298 1.4298 1.4309
S3 1.4276 1.4284 1.4307
S4 1.4254 1.4262 1.4301
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 1.4215 0.0213 1.5% 0.0048 0.3% 46% False False 38
10 1.4428 1.3970 0.0458 3.2% 0.0057 0.4% 75% False False 39
20 1.4428 1.3880 0.0548 3.8% 0.0052 0.4% 79% False False 33
40 1.4614 1.3880 0.0734 5.1% 0.0038 0.3% 59% False False 21
60 1.5078 1.3880 0.1198 8.4% 0.0030 0.2% 36% False False 15
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 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4429
2.618 1.4393
1.618 1.4371
1.000 1.4357
0.618 1.4349
HIGH 1.4335
0.618 1.4327
0.500 1.4324
0.382 1.4321
LOW 1.4313
0.618 1.4299
1.000 1.4291
1.618 1.4277
2.618 1.4255
4.250 1.4220
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 1.4324 1.4359
PP 1.4320 1.4343
S1 1.4317 1.4328

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

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