CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 1.5501 1.5343 -0.0158 -1.0% 1.5741
High 1.5501 1.5411 -0.0090 -0.6% 1.5789
Low 1.5375 1.5339 -0.0036 -0.2% 1.5339
Close 1.5409 1.5377 -0.0032 -0.2% 1.5377
Range 0.0126 0.0072 -0.0054 -42.9% 0.0450
ATR 0.0089 0.0088 -0.0001 -1.4% 0.0000
Volume 2 4 2 100.0% 12
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.5592 1.5556 1.5417
R3 1.5520 1.5484 1.5397
R2 1.5448 1.5448 1.5390
R1 1.5412 1.5412 1.5384 1.5430
PP 1.5376 1.5376 1.5376 1.5385
S1 1.5340 1.5340 1.5370 1.5358
S2 1.5304 1.5304 1.5364
S3 1.5232 1.5268 1.5357
S4 1.5160 1.5196 1.5337
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.6852 1.6564 1.5625
R3 1.6402 1.6114 1.5501
R2 1.5952 1.5952 1.5460
R1 1.5664 1.5664 1.5418 1.5583
PP 1.5502 1.5502 1.5502 1.5461
S1 1.5214 1.5214 1.5336 1.5133
S2 1.5052 1.5052 1.5295
S3 1.4602 1.4764 1.5253
S4 1.4152 1.4314 1.5130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5789 1.5339 0.0450 2.9% 0.0138 0.9% 8% False True 2
10 1.5789 1.5339 0.0450 2.9% 0.0092 0.6% 8% False True 1
20 1.5789 1.5339 0.0450 2.9% 0.0078 0.5% 8% False True 1
40 1.5789 1.5331 0.0458 3.0% 0.0061 0.4% 10% 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 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5717
2.618 1.5599
1.618 1.5527
1.000 1.5483
0.618 1.5455
HIGH 1.5411
0.618 1.5383
0.500 1.5375
0.382 1.5367
LOW 1.5339
0.618 1.5295
1.000 1.5267
1.618 1.5223
2.618 1.5151
4.250 1.5033
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 1.5376 1.5515
PP 1.5376 1.5469
S1 1.5375 1.5423

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

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