CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 07-Jul-2015
Day Change Summary
Previous Current
06-Jul-2015 07-Jul-2015 Change Change % Previous Week
Open 1.5579 1.5420 -0.0159 -1.0% 1.5711
High 1.5600 1.5420 -0.0180 -1.2% 1.5711
Low 1.5536 1.5410 -0.0126 -0.8% 1.5566
Close 1.5579 1.5420 -0.0159 -1.0% 1.5576
Range 0.0064 0.0010 -0.0054 -84.4% 0.0145
ATR 0.0054 0.0062 0.0008 15.1% 0.0000
Volume
Daily Pivots for day following 07-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.5447 1.5443 1.5426
R3 1.5437 1.5433 1.5423
R2 1.5427 1.5427 1.5422
R1 1.5423 1.5423 1.5421 1.5425
PP 1.5417 1.5417 1.5417 1.5418
S1 1.5413 1.5413 1.5419 1.5415
S2 1.5407 1.5407 1.5418
S3 1.5397 1.5403 1.5417
S4 1.5387 1.5393 1.5415
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.6053 1.5959 1.5656
R3 1.5908 1.5814 1.5616
R2 1.5763 1.5763 1.5603
R1 1.5669 1.5669 1.5589 1.5644
PP 1.5618 1.5618 1.5618 1.5605
S1 1.5524 1.5524 1.5563 1.5499
S2 1.5473 1.5473 1.5549
S3 1.5328 1.5379 1.5536
S4 1.5183 1.5234 1.5496
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5708 1.5410 0.0298 1.9% 0.0017 0.1% 3% False True
10 1.5711 1.5410 0.0301 2.0% 0.0008 0.1% 3% False True
20 1.5855 1.5354 0.0501 3.2% 0.0010 0.1% 13% False False
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5463
2.618 1.5446
1.618 1.5436
1.000 1.5430
0.618 1.5426
HIGH 1.5420
0.618 1.5416
0.500 1.5415
0.382 1.5414
LOW 1.5410
0.618 1.5404
1.000 1.5400
1.618 1.5394
2.618 1.5384
4.250 1.5368
Fisher Pivots for day following 07-Jul-2015
Pivot 1 day 3 day
R1 1.5418 1.5505
PP 1.5417 1.5477
S1 1.5415 1.5448

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

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