CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 11-Aug-2015
Day Change Summary
Previous Current
10-Aug-2015 11-Aug-2015 Change Change % Previous Week
Open 1.5589 1.5549 -0.0040 -0.3% 1.5562
High 1.5589 1.5549 -0.0040 -0.3% 1.5615
Low 1.5466 1.5545 0.0079 0.5% 1.5431
Close 1.5589 1.5545 -0.0044 -0.3% 1.5480
Range 0.0123 0.0004 -0.0119 -96.7% 0.0184
ATR 0.0072 0.0070 -0.0002 -2.8% 0.0000
Volume 0 3 3 0
Daily Pivots for day following 11-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.5558 1.5556 1.5547
R3 1.5554 1.5552 1.5546
R2 1.5550 1.5550 1.5546
R1 1.5548 1.5548 1.5545 1.5547
PP 1.5546 1.5546 1.5546 1.5546
S1 1.5544 1.5544 1.5545 1.5543
S2 1.5542 1.5542 1.5544
S3 1.5538 1.5540 1.5544
S4 1.5534 1.5536 1.5543
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% 0.0081 0.5% 62% False False
10 1.5650 1.5431 0.0219 1.4% 0.0064 0.4% 52% False False
20 1.5650 1.5431 0.0219 1.4% 0.0053 0.3% 52% False False
40 1.5855 1.5331 0.0524 3.4% 0.0034 0.2% 41% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.5566
2.618 1.5559
1.618 1.5555
1.000 1.5553
0.618 1.5551
HIGH 1.5549
0.618 1.5547
0.500 1.5547
0.382 1.5547
LOW 1.5545
0.618 1.5543
1.000 1.5541
1.618 1.5539
2.618 1.5535
4.250 1.5528
Fisher Pivots for day following 11-Aug-2015
Pivot 1 day 3 day
R1 1.5547 1.5533
PP 1.5546 1.5522
S1 1.5546 1.5510

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

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