CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 10-Aug-2015
Day Change Summary
Previous Current
07-Aug-2015 10-Aug-2015 Change Change % Previous Week
Open 1.5480 1.5589 0.0109 0.7% 1.5562
High 1.5502 1.5589 0.0087 0.6% 1.5615
Low 1.5431 1.5466 0.0035 0.2% 1.5431
Close 1.5480 1.5589 0.0109 0.7% 1.5480
Range 0.0071 0.0123 0.0052 73.2% 0.0184
ATR 0.0068 0.0072 0.0004 5.7% 0.0000
Volume
Daily Pivots for day following 10-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.5917 1.5876 1.5657
R3 1.5794 1.5753 1.5623
R2 1.5671 1.5671 1.5612
R1 1.5630 1.5630 1.5600 1.5651
PP 1.5548 1.5548 1.5548 1.5558
S1 1.5507 1.5507 1.5578 1.5528
S2 1.5425 1.5425 1.5566
S3 1.5302 1.5384 1.5555
S4 1.5179 1.5261 1.5521
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% 0.0089 0.6% 86% False False
10 1.5650 1.5431 0.0219 1.4% 0.0065 0.4% 72% False False
20 1.5650 1.5431 0.0219 1.4% 0.0060 0.4% 72% False False
40 1.5855 1.5331 0.0524 3.4% 0.0034 0.2% 49% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.6112
2.618 1.5911
1.618 1.5788
1.000 1.5712
0.618 1.5665
HIGH 1.5589
0.618 1.5542
0.500 1.5528
0.382 1.5513
LOW 1.5466
0.618 1.5390
1.000 1.5343
1.618 1.5267
2.618 1.5144
4.250 1.4943
Fisher Pivots for day following 10-Aug-2015
Pivot 1 day 3 day
R1 1.5569 1.5563
PP 1.5548 1.5538
S1 1.5528 1.5512

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

View Archives - Comment on this page... - Back to Index of Symbols