CME British Pound Future December 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 1.4418 1.4301 -0.0117 -0.8% 1.4366
High 1.4418 1.4301 -0.0117 -0.8% 1.4513
Low 1.4418 1.4229 -0.0189 -1.3% 1.4188
Close 1.4418 1.4230 -0.0188 -1.3% 1.4502
Range 0.0000 0.0072 0.0072 0.0325
ATR 0.0076 0.0084 0.0008 10.6% 0.0000
Volume 0 2 2 10
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.4469 1.4422 1.4270
R3 1.4397 1.4350 1.4250
R2 1.4325 1.4325 1.4243
R1 1.4278 1.4278 1.4237 1.4266
PP 1.4253 1.4253 1.4253 1.4247
S1 1.4206 1.4206 1.4223 1.4194
S2 1.4181 1.4181 1.4217
S3 1.4109 1.4134 1.4210
S4 1.4037 1.4062 1.4190
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.5376 1.5264 1.4681
R3 1.5051 1.4939 1.4591
R2 1.4726 1.4726 1.4562
R1 1.4614 1.4614 1.4532 1.4670
PP 1.4401 1.4401 1.4401 1.4429
S1 1.4289 1.4289 1.4472 1.4345
S2 1.4076 1.4076 1.4442
S3 1.3751 1.3964 1.4413
S4 1.3426 1.3639 1.4323
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4513 1.4229 0.0284 2.0% 0.0048 0.3% 0% False True 2
10 1.4513 1.4188 0.0325 2.3% 0.0033 0.2% 13% False False 2
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4607
2.618 1.4489
1.618 1.4417
1.000 1.4373
0.618 1.4345
HIGH 1.4301
0.618 1.4273
0.500 1.4265
0.382 1.4257
LOW 1.4229
0.618 1.4185
1.000 1.4157
1.618 1.4113
2.618 1.4041
4.250 1.3923
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 1.4265 1.4371
PP 1.4253 1.4324
S1 1.4242 1.4277

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

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