CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 1.5336 1.5293 -0.0043 -0.3% 1.5741
High 1.5404 1.5376 -0.0028 -0.2% 1.5789
Low 1.5336 1.5293 -0.0043 -0.3% 1.5339
Close 1.5336 1.5293 -0.0043 -0.3% 1.5377
Range 0.0068 0.0083 0.0015 22.1% 0.0450
ATR 0.0086 0.0086 0.0000 -0.3% 0.0000
Volume
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5570 1.5514 1.5339
R3 1.5487 1.5431 1.5316
R2 1.5404 1.5404 1.5308
R1 1.5348 1.5348 1.5301 1.5335
PP 1.5321 1.5321 1.5321 1.5314
S1 1.5265 1.5265 1.5285 1.5252
S2 1.5238 1.5238 1.5278
S3 1.5155 1.5182 1.5270
S4 1.5072 1.5099 1.5247
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 1.5691 1.5293 0.0398 2.6% 0.0118 0.8% 0% False True 2
10 1.5789 1.5293 0.0496 3.2% 0.0094 0.6% 0% False True 1
20 1.5789 1.5293 0.0496 3.2% 0.0082 0.5% 0% False True 1
40 1.5789 1.5293 0.0496 3.2% 0.0063 0.4% 0% False True
60 1.5855 1.5293 0.0562 3.7% 0.0045 0.3% 0% False True
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5729
2.618 1.5593
1.618 1.5510
1.000 1.5459
0.618 1.5427
HIGH 1.5376
0.618 1.5344
0.500 1.5335
0.382 1.5325
LOW 1.5293
0.618 1.5242
1.000 1.5210
1.618 1.5159
2.618 1.5076
4.250 1.4940
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 1.5335 1.5352
PP 1.5321 1.5332
S1 1.5307 1.5313

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

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