CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 04-Aug-2015
Day Change Summary
Previous Current
03-Aug-2015 04-Aug-2015 Change Change % Previous Week
Open 1.5562 1.5549 -0.0013 -0.1% 1.5535
High 1.5600 1.5593 -0.0007 0.0% 1.5650
Low 1.5562 1.5549 -0.0013 -0.1% 1.5535
Close 1.5562 1.5549 -0.0013 -0.1% 1.5595
Range 0.0038 0.0044 0.0006 15.8% 0.0115
ATR 0.0064 0.0063 -0.0001 -2.2% 0.0000
Volume
Daily Pivots for day following 04-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.5696 1.5666 1.5573
R3 1.5652 1.5622 1.5561
R2 1.5608 1.5608 1.5557
R1 1.5578 1.5578 1.5553 1.5571
PP 1.5564 1.5564 1.5564 1.5560
S1 1.5534 1.5534 1.5545 1.5527
S2 1.5520 1.5520 1.5541
S3 1.5476 1.5490 1.5537
S4 1.5432 1.5446 1.5525
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 1.5549 0.0101 0.6% 0.0048 0.3% 0% False True
10 1.5650 1.5472 0.0178 1.1% 0.0044 0.3% 43% False False
20 1.5650 1.5331 0.0319 2.1% 0.0045 0.3% 68% False False
40 1.5855 1.5331 0.0524 3.4% 0.0027 0.2% 42% False False
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5780
2.618 1.5708
1.618 1.5664
1.000 1.5637
0.618 1.5620
HIGH 1.5593
0.618 1.5576
0.500 1.5571
0.382 1.5566
LOW 1.5549
0.618 1.5522
1.000 1.5505
1.618 1.5478
2.618 1.5434
4.250 1.5362
Fisher Pivots for day following 04-Aug-2015
Pivot 1 day 3 day
R1 1.5571 1.5595
PP 1.5564 1.5579
S1 1.5556 1.5564

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

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