CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 14-Aug-2015
Day Change Summary
Previous Current
13-Aug-2015 14-Aug-2015 Change Change % Previous Week
Open 1.5610 1.5649 0.0039 0.2% 1.5589
High 1.5610 1.5649 0.0039 0.2% 1.5649
Low 1.5577 1.5599 0.0022 0.1% 1.5466
Close 1.5600 1.5638 0.0038 0.2% 1.5638
Range 0.0033 0.0050 0.0017 51.5% 0.0183
ATR 0.0068 0.0067 -0.0001 -1.9% 0.0000
Volume 1 2 1 100.0% 6
Daily Pivots for day following 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.5779 1.5758 1.5666
R3 1.5729 1.5708 1.5652
R2 1.5679 1.5679 1.5647
R1 1.5658 1.5658 1.5643 1.5644
PP 1.5629 1.5629 1.5629 1.5621
S1 1.5608 1.5608 1.5633 1.5594
S2 1.5579 1.5579 1.5629
S3 1.5529 1.5558 1.5624
S4 1.5479 1.5508 1.5611
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.6133 1.6069 1.5739
R3 1.5950 1.5886 1.5688
R2 1.5767 1.5767 1.5672
R1 1.5703 1.5703 1.5655 1.5735
PP 1.5584 1.5584 1.5584 1.5601
S1 1.5520 1.5520 1.5621 1.5552
S2 1.5401 1.5401 1.5604
S3 1.5218 1.5337 1.5588
S4 1.5035 1.5154 1.5537
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5649 1.5466 0.0183 1.2% 0.0058 0.4% 94% True False 1
10 1.5649 1.5431 0.0218 1.4% 0.0065 0.4% 95% True False
20 1.5650 1.5431 0.0219 1.4% 0.0052 0.3% 95% False False
40 1.5855 1.5331 0.0524 3.4% 0.0039 0.2% 59% 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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5862
2.618 1.5780
1.618 1.5730
1.000 1.5699
0.618 1.5680
HIGH 1.5649
0.618 1.5630
0.500 1.5624
0.382 1.5618
LOW 1.5599
0.618 1.5568
1.000 1.5549
1.618 1.5518
2.618 1.5468
4.250 1.5387
Fisher Pivots for day following 14-Aug-2015
Pivot 1 day 3 day
R1 1.5633 1.5624
PP 1.5629 1.5610
S1 1.5624 1.5596

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

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