CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 1.4197 1.4117 -0.0080 -0.6% 1.4335
High 1.4202 1.4164 -0.0038 -0.3% 1.4510
Low 1.4100 1.4090 -0.0010 -0.1% 1.4079
Close 1.4128 1.4164 0.0036 0.3% 1.4490
Range 0.0102 0.0074 -0.0028 -27.5% 0.0431
ATR 0.0113 0.0110 -0.0003 -2.4% 0.0000
Volume 11 37 26 236.4% 705
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.4361 1.4337 1.4205
R3 1.4287 1.4263 1.4184
R2 1.4213 1.4213 1.4178
R1 1.4189 1.4189 1.4171 1.4201
PP 1.4139 1.4139 1.4139 1.4146
S1 1.4115 1.4115 1.4157 1.4127
S2 1.4065 1.4065 1.4150
S3 1.3991 1.4041 1.4144
S4 1.3917 1.3967 1.4123
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 1.4090 0.0420 3.0% 0.0098 0.7% 18% False True 83
10 1.4510 1.4079 0.0431 3.0% 0.0119 0.8% 20% False False 111
20 1.4510 1.3880 0.0630 4.4% 0.0090 0.6% 45% False False 83
40 1.4614 1.3880 0.0734 5.2% 0.0063 0.4% 39% False False 43
60 1.4847 1.3880 0.0967 6.8% 0.0045 0.3% 29% False False 32
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4479
2.618 1.4358
1.618 1.4284
1.000 1.4238
0.618 1.4210
HIGH 1.4164
0.618 1.4136
0.500 1.4127
0.382 1.4118
LOW 1.4090
0.618 1.4044
1.000 1.4016
1.618 1.3970
2.618 1.3896
4.250 1.3776
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 1.4152 1.4251
PP 1.4139 1.4222
S1 1.4127 1.4193

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

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