CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary
Previous Current
17-Aug-2015 18-Aug-2015 Change Change % Previous Week
Open 1.5665 1.5668 0.0003 0.0% 1.5589
High 1.5665 1.5681 0.0016 0.1% 1.5649
Low 1.5571 1.5649 0.0078 0.5% 1.5466
Close 1.5571 1.5649 0.0078 0.5% 1.5638
Range 0.0094 0.0032 -0.0062 -66.0% 0.0183
ATR 0.0069 0.0072 0.0003 4.3% 0.0000
Volume 2 2 0 0.0% 6
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.5756 1.5734 1.5667
R3 1.5724 1.5702 1.5658
R2 1.5692 1.5692 1.5655
R1 1.5670 1.5670 1.5652 1.5665
PP 1.5660 1.5660 1.5660 1.5657
S1 1.5638 1.5638 1.5646 1.5633
S2 1.5628 1.5628 1.5643
S3 1.5596 1.5606 1.5640
S4 1.5564 1.5574 1.5631
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 1.5681 1.5543 0.0138 0.9% 0.0058 0.4% 77% True False 1
10 1.5681 1.5431 0.0250 1.6% 0.0069 0.4% 87% True False 1
20 1.5681 1.5431 0.0250 1.6% 0.0057 0.4% 87% True False
40 1.5711 1.5331 0.0380 2.4% 0.0042 0.3% 84% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5817
2.618 1.5765
1.618 1.5733
1.000 1.5713
0.618 1.5701
HIGH 1.5681
0.618 1.5669
0.500 1.5665
0.382 1.5661
LOW 1.5649
0.618 1.5629
1.000 1.5617
1.618 1.5597
2.618 1.5565
4.250 1.5513
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 1.5665 1.5641
PP 1.5660 1.5634
S1 1.5654 1.5626

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

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