CME British Pound Future March 2016

Trading Metrics calculated at close of trading on 24-Aug-2015

Day Change Summary
	Previous	Current
	21-Aug-2015	24-Aug-2015	Change	Change %	Previous Week
Open	1.5682	1.5741	0.0059	0.4%	1.5665
High	1.5691	1.5774	0.0083	0.5%	1.5691
Low	1.5682	1.5641	-0.0041	-0.3%	1.5571
Close	1.5682	1.5758	0.0076	0.5%	1.5682
Range	0.0009	0.0133	0.0124	1,377.8%	0.0120
ATR	0.0066	0.0071	0.0005	7.3%	0.0000
Volume	0	1	1		5

Daily Pivots for day following 24-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6123	1.6074	1.5831
R3	1.5990	1.5941	1.5795
R2	1.5857	1.5857	1.5782
R1	1.5808	1.5808	1.5770	1.5833
PP	1.5724	1.5724	1.5724	1.5737
S1	1.5675	1.5675	1.5746	1.5700
S2	1.5591	1.5591	1.5734
S3	1.5458	1.5542	1.5721
S4	1.5325	1.5409	1.5685

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6008	1.5965	1.5748
R3	1.5888	1.5845	1.5715
R2	1.5768	1.5768	1.5704
R1	1.5725	1.5725	1.5693	1.5747
PP	1.5648	1.5648	1.5648	1.5659
S1	1.5605	1.5605	1.5671	1.5627
S2	1.5528	1.5528	1.5660
S3	1.5408	1.5485	1.5649
S4	1.5288	1.5365	1.5616

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5774	1.5613	0.0161	1.0%	0.0053	0.3%	90%	True	False
10	1.5774	1.5543	0.0231	1.5%	0.0053	0.3%	93%	True	False	1
20	1.5774	1.5431	0.0343	2.2%	0.0059	0.4%	95%	True	False
40	1.5774	1.5331	0.0443	2.8%	0.0047	0.3%	96%	True	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.6339
2.618	1.6122
1.618	1.5989
1.000	1.5907
0.618	1.5856
HIGH	1.5774
0.618	1.5723
0.500	1.5708
0.382	1.5692
LOW	1.5641
0.618	1.5559
1.000	1.5508
1.618	1.5426
2.618	1.5293
4.250	1.5076

Fisher Pivots for day following 24-Aug-2015
Pivot	1 day	3 day
R1	1.5741	1.5737
PP	1.5724	1.5715
S1	1.5708	1.5694

Download as Excel Spreadsheet

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

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