CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 03-Aug-2015
Day Change Summary
Previous Current
31-Jul-2015 03-Aug-2015 Change Change % Previous Week
Open 1.5595 1.5562 -0.0033 -0.2% 1.5535
High 1.5640 1.5600 -0.0040 -0.3% 1.5650
Low 1.5557 1.5562 0.0005 0.0% 1.5535
Close 1.5595 1.5562 -0.0033 -0.2% 1.5595
Range 0.0083 0.0038 -0.0045 -54.2% 0.0115
ATR 0.0066 0.0064 -0.0002 -3.0% 0.0000
Volume
Daily Pivots for day following 03-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.5689 1.5663 1.5583
R3 1.5651 1.5625 1.5572
R2 1.5613 1.5613 1.5569
R1 1.5587 1.5587 1.5565 1.5581
PP 1.5575 1.5575 1.5575 1.5572
S1 1.5549 1.5549 1.5559 1.5543
S2 1.5537 1.5537 1.5555
S3 1.5499 1.5511 1.5552
S4 1.5461 1.5473 1.5541
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.5938 1.5882 1.5658
R3 1.5823 1.5767 1.5627
R2 1.5708 1.5708 1.5616
R1 1.5652 1.5652 1.5606 1.5680
PP 1.5593 1.5593 1.5593 1.5608
S1 1.5537 1.5537 1.5584 1.5565
S2 1.5478 1.5478 1.5574
S3 1.5363 1.5422 1.5563
S4 1.5248 1.5307 1.5532
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5650 1.5557 0.0093 0.6% 0.0041 0.3% 5% False False
10 1.5650 1.5472 0.0178 1.1% 0.0042 0.3% 51% False False
20 1.5650 1.5331 0.0319 2.0% 0.0043 0.3% 72% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5762
2.618 1.5699
1.618 1.5661
1.000 1.5638
0.618 1.5623
HIGH 1.5600
0.618 1.5585
0.500 1.5581
0.382 1.5577
LOW 1.5562
0.618 1.5539
1.000 1.5524
1.618 1.5501
2.618 1.5463
4.250 1.5401
Fisher Pivots for day following 03-Aug-2015
Pivot 1 day 3 day
R1 1.5581 1.5599
PP 1.5575 1.5586
S1 1.5568 1.5574

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

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