CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 02-Sep-2015
Day Change Summary
Previous Current
01-Sep-2015 02-Sep-2015 Change Change % Previous Week
Open 1.5293 1.5243 -0.0050 -0.3% 1.5741
High 1.5376 1.5301 -0.0075 -0.5% 1.5789
Low 1.5293 1.5227 -0.0066 -0.4% 1.5339
Close 1.5293 1.5287 -0.0006 0.0% 1.5377
Range 0.0083 0.0074 -0.0009 -10.8% 0.0450
ATR 0.0086 0.0085 -0.0001 -1.0% 0.0000
Volume 0 135 135 12
Daily Pivots for day following 02-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5494 1.5464 1.5328
R3 1.5420 1.5390 1.5307
R2 1.5346 1.5346 1.5301
R1 1.5316 1.5316 1.5294 1.5331
PP 1.5272 1.5272 1.5272 1.5279
S1 1.5242 1.5242 1.5280 1.5257
S2 1.5198 1.5198 1.5273
S3 1.5124 1.5168 1.5267
S4 1.5050 1.5094 1.5246
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 1.5501 1.5227 0.0274 1.8% 0.0085 0.6% 22% False True 28
10 1.5789 1.5227 0.0562 3.7% 0.0098 0.6% 11% False True 14
20 1.5789 1.5227 0.0562 3.7% 0.0081 0.5% 11% False True 7
40 1.5789 1.5227 0.0562 3.7% 0.0065 0.4% 11% False True 3
60 1.5855 1.5227 0.0628 4.1% 0.0047 0.3% 10% False True 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5616
2.618 1.5495
1.618 1.5421
1.000 1.5375
0.618 1.5347
HIGH 1.5301
0.618 1.5273
0.500 1.5264
0.382 1.5255
LOW 1.5227
0.618 1.5181
1.000 1.5153
1.618 1.5107
2.618 1.5033
4.250 1.4913
Fisher Pivots for day following 02-Sep-2015
Pivot 1 day 3 day
R1 1.5279 1.5316
PP 1.5272 1.5306
S1 1.5264 1.5297

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

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