CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 1.4301 1.4142 -0.0159 -1.1% 1.4366
High 1.4301 1.4142 -0.0159 -1.1% 1.4513
Low 1.4229 1.4142 -0.0087 -0.6% 1.4188
Close 1.4230 1.4142 -0.0088 -0.6% 1.4502
Range 0.0072 0.0000 -0.0072 -100.0% 0.0325
ATR 0.0084 0.0084 0.0000 0.3% 0.0000
Volume 2 200 198 9,900.0% 10
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.4142 1.4142 1.4142
R3 1.4142 1.4142 1.4142
R2 1.4142 1.4142 1.4142
R1 1.4142 1.4142 1.4142 1.4142
PP 1.4142 1.4142 1.4142 1.4142
S1 1.4142 1.4142 1.4142 1.4142
S2 1.4142 1.4142 1.4142
S3 1.4142 1.4142 1.4142
S4 1.4142 1.4142 1.4142
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 1.4142 0.0371 2.6% 0.0046 0.3% 0% False True 41
10 1.4513 1.4142 0.0371 2.6% 0.0033 0.2% 0% False True 21
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4142
2.618 1.4142
1.618 1.4142
1.000 1.4142
0.618 1.4142
HIGH 1.4142
0.618 1.4142
0.500 1.4142
0.382 1.4142
LOW 1.4142
0.618 1.4142
1.000 1.4142
1.618 1.4142
2.618 1.4142
4.250 1.4142
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 1.4142 1.4280
PP 1.4142 1.4234
S1 1.4142 1.4188

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

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