CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 01-Apr-2016
Day Change Summary
Previous Current
31-Mar-2016 01-Apr-2016 Change Change % Previous Week
Open 1.4364 1.4301 -0.0063 -0.4% 1.4140
High 1.4422 1.4303 -0.0119 -0.8% 1.4450
Low 1.4338 1.4193 -0.0145 -1.0% 1.4135
Close 1.4382 1.4227 -0.0155 -1.1% 1.4227
Range 0.0084 0.0110 0.0026 31.0% 0.0315
ATR 0.0112 0.0117 0.0006 4.9% 0.0000
Volume 21 52 31 147.6% 212
Daily Pivots for day following 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.4571 1.4509 1.4288
R3 1.4461 1.4399 1.4257
R2 1.4351 1.4351 1.4247
R1 1.4289 1.4289 1.4237 1.4265
PP 1.4241 1.4241 1.4241 1.4229
S1 1.4179 1.4179 1.4217 1.4155
S2 1.4131 1.4131 1.4207
S3 1.4021 1.4069 1.4197
S4 1.3911 1.3959 1.4167
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.5216 1.5036 1.4400
R3 1.4901 1.4721 1.4314
R2 1.4586 1.4586 1.4285
R1 1.4406 1.4406 1.4256 1.4496
PP 1.4271 1.4271 1.4271 1.4316
S1 1.4091 1.4091 1.4198 1.4181
S2 1.3956 1.3956 1.4169
S3 1.3641 1.3776 1.4140
S4 1.3326 1.3461 1.4054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4450 1.4135 0.0315 2.2% 0.0118 0.8% 29% False False 42
10 1.4510 1.4090 0.0420 3.0% 0.0108 0.8% 33% False False 62
20 1.4510 1.4079 0.0431 3.0% 0.0101 0.7% 34% False False 74
40 1.4612 1.3880 0.0732 5.1% 0.0071 0.5% 47% False False 49
60 1.4645 1.3880 0.0765 5.4% 0.0055 0.4% 45% False False 36
80 1.5239 1.3880 0.1359 9.6% 0.0043 0.3% 26% False False 27
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 1.4771
2.618 1.4591
1.618 1.4481
1.000 1.4413
0.618 1.4371
HIGH 1.4303
0.618 1.4261
0.500 1.4248
0.382 1.4235
LOW 1.4193
0.618 1.4125
1.000 1.4083
1.618 1.4015
2.618 1.3905
4.250 1.3726
Fisher Pivots for day following 01-Apr-2016
Pivot 1 day 3 day
R1 1.4248 1.4322
PP 1.4241 1.4290
S1 1.4234 1.4259

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

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