CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 22-Mar-2016
Day Change Summary
Previous Current
21-Mar-2016 22-Mar-2016 Change Change % Previous Week
Open 1.4465 1.4411 -0.0054 -0.4% 1.4335
High 1.4465 1.4411 -0.0054 -0.4% 1.4510
Low 1.4401 1.4212 -0.0189 -1.3% 1.4079
Close 1.4406 1.4217 -0.0189 -1.3% 1.4490
Range 0.0064 0.0199 0.0135 210.9% 0.0431
ATR 0.0106 0.0112 0.0007 6.3% 0.0000
Volume 217 128 -89 -41.0% 705
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.4877 1.4746 1.4326
R3 1.4678 1.4547 1.4272
R2 1.4479 1.4479 1.4253
R1 1.4348 1.4348 1.4235 1.4314
PP 1.4280 1.4280 1.4280 1.4263
S1 1.4149 1.4149 1.4199 1.4115
S2 1.4081 1.4081 1.4181
S3 1.3882 1.3950 1.4162
S4 1.3683 1.3751 1.4108
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.5653 1.5502 1.4727
R3 1.5222 1.5071 1.4609
R2 1.4791 1.4791 1.4569
R1 1.4640 1.4640 1.4530 1.4716
PP 1.4360 1.4360 1.4360 1.4397
S1 1.4209 1.4209 1.4450 1.4285
S2 1.3929 1.3929 1.4411
S3 1.3498 1.3778 1.4371
S4 1.3067 1.3347 1.4253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4510 1.4079 0.0431 3.0% 0.0145 1.0% 32% False False 195
10 1.4510 1.4079 0.0431 3.0% 0.0107 0.8% 32% False False 119
20 1.4510 1.3880 0.0630 4.4% 0.0081 0.6% 53% False False 81
40 1.4614 1.3880 0.0734 5.2% 0.0059 0.4% 46% False False 42
60 1.4957 1.3880 0.1077 7.6% 0.0043 0.3% 31% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5257
2.618 1.4932
1.618 1.4733
1.000 1.4610
0.618 1.4534
HIGH 1.4411
0.618 1.4335
0.500 1.4312
0.382 1.4288
LOW 1.4212
0.618 1.4089
1.000 1.4013
1.618 1.3890
2.618 1.3691
4.250 1.3366
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 1.4312 1.4361
PP 1.4280 1.4313
S1 1.4249 1.4265

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

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