CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 07-Aug-2015
Day Change Summary
Previous Current
06-Aug-2015 07-Aug-2015 Change Change % Previous Week
Open 1.5500 1.5480 -0.0020 -0.1% 1.5562
High 1.5593 1.5502 -0.0091 -0.6% 1.5615
Low 1.5473 1.5431 -0.0042 -0.3% 1.5431
Close 1.5500 1.5480 -0.0020 -0.1% 1.5480
Range 0.0120 0.0071 -0.0049 -40.8% 0.0184
ATR 0.0068 0.0068 0.0000 0.3% 0.0000
Volume
Daily Pivots for day following 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.5684 1.5653 1.5519
R3 1.5613 1.5582 1.5500
R2 1.5542 1.5542 1.5493
R1 1.5511 1.5511 1.5487 1.5516
PP 1.5471 1.5471 1.5471 1.5473
S1 1.5440 1.5440 1.5473 1.5445
S2 1.5400 1.5400 1.5467
S3 1.5329 1.5369 1.5460
S4 1.5258 1.5298 1.5441
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.6061 1.5954 1.5581
R3 1.5877 1.5770 1.5531
R2 1.5693 1.5693 1.5514
R1 1.5586 1.5586 1.5497 1.5548
PP 1.5509 1.5509 1.5509 1.5489
S1 1.5402 1.5402 1.5463 1.5364
S2 1.5325 1.5325 1.5446
S3 1.5141 1.5218 1.5429
S4 1.4957 1.5034 1.5379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5615 1.5431 0.0184 1.2% 0.0072 0.5% 27% False True
10 1.5650 1.5431 0.0219 1.4% 0.0054 0.4% 22% False True
20 1.5650 1.5431 0.0219 1.4% 0.0058 0.4% 22% False True
40 1.5855 1.5331 0.0524 3.4% 0.0031 0.2% 28% 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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5804
2.618 1.5688
1.618 1.5617
1.000 1.5573
0.618 1.5546
HIGH 1.5502
0.618 1.5475
0.500 1.5467
0.382 1.5458
LOW 1.5431
0.618 1.5387
1.000 1.5360
1.618 1.5316
2.618 1.5245
4.250 1.5129
Fisher Pivots for day following 07-Aug-2015
Pivot 1 day 3 day
R1 1.5476 1.5523
PP 1.5471 1.5509
S1 1.5467 1.5494

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

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