CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 20-Jul-2015
Day Change Summary
Previous Current
17-Jul-2015 20-Jul-2015 Change Change % Previous Week
Open 1.5588 1.5546 -0.0042 -0.3% 1.5461
High 1.5628 1.5546 -0.0082 -0.5% 1.5628
Low 1.5547 1.5543 -0.0004 0.0% 1.5452
Close 1.5588 1.5546 -0.0042 -0.3% 1.5588
Range 0.0081 0.0003 -0.0078 -96.3% 0.0176
ATR 0.0071 0.0069 -0.0002 -2.6% 0.0000
Volume
Daily Pivots for day following 20-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.5554 1.5553 1.5548
R3 1.5551 1.5550 1.5547
R2 1.5548 1.5548 1.5547
R1 1.5547 1.5547 1.5546 1.5548
PP 1.5545 1.5545 1.5545 1.5545
S1 1.5544 1.5544 1.5546 1.5545
S2 1.5542 1.5542 1.5545
S3 1.5539 1.5541 1.5545
S4 1.5536 1.5538 1.5544
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.6084 1.6012 1.5685
R3 1.5908 1.5836 1.5636
R2 1.5732 1.5732 1.5620
R1 1.5660 1.5660 1.5604 1.5696
PP 1.5556 1.5556 1.5556 1.5574
S1 1.5484 1.5484 1.5572 1.5520
S2 1.5380 1.5380 1.5556
S3 1.5204 1.5308 1.5540
S4 1.5028 1.5132 1.5491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5628 1.5452 0.0176 1.1% 0.0069 0.4% 53% False False
10 1.5628 1.5331 0.0297 1.9% 0.0044 0.3% 72% False False
20 1.5805 1.5331 0.0474 3.0% 0.0026 0.2% 45% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5559
2.618 1.5554
1.618 1.5551
1.000 1.5549
0.618 1.5548
HIGH 1.5546
0.618 1.5545
0.500 1.5545
0.382 1.5544
LOW 1.5543
0.618 1.5541
1.000 1.5540
1.618 1.5538
2.618 1.5535
4.250 1.5530
Fisher Pivots for day following 20-Jul-2015
Pivot 1 day 3 day
R1 1.5546 1.5586
PP 1.5545 1.5572
S1 1.5545 1.5559

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

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