CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 1.5262 1.5220 -0.0042 -0.3% 1.5336
High 1.5262 1.5220 -0.0042 -0.3% 1.5404
Low 1.5221 1.5165 -0.0056 -0.4% 1.5165
Close 1.5244 1.5172 -0.0072 -0.5% 1.5172
Range 0.0041 0.0055 0.0014 34.1% 0.0239
ATR 0.0084 0.0083 0.0000 -0.4% 0.0000
Volume 1 1 0 0.0% 137
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5351 1.5316 1.5202
R3 1.5296 1.5261 1.5187
R2 1.5241 1.5241 1.5182
R1 1.5206 1.5206 1.5177 1.5196
PP 1.5186 1.5186 1.5186 1.5181
S1 1.5151 1.5151 1.5167 1.5141
S2 1.5131 1.5131 1.5162
S3 1.5076 1.5096 1.5157
S4 1.5021 1.5041 1.5142
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5964 1.5807 1.5303
R3 1.5725 1.5568 1.5238
R2 1.5486 1.5486 1.5216
R1 1.5329 1.5329 1.5194 1.5288
PP 1.5247 1.5247 1.5247 1.5227
S1 1.5090 1.5090 1.5150 1.5049
S2 1.5008 1.5008 1.5128
S3 1.4769 1.4851 1.5106
S4 1.4530 1.4612 1.5041
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5404 1.5165 0.0239 1.6% 0.0064 0.4% 3% False True 27
10 1.5789 1.5165 0.0624 4.1% 0.0101 0.7% 1% False True 14
20 1.5789 1.5165 0.0624 4.1% 0.0076 0.5% 1% False True 8
40 1.5789 1.5165 0.0624 4.1% 0.0067 0.4% 1% False True 4
60 1.5855 1.5165 0.0690 4.5% 0.0046 0.3% 1% False True 2
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5454
2.618 1.5364
1.618 1.5309
1.000 1.5275
0.618 1.5254
HIGH 1.5220
0.618 1.5199
0.500 1.5193
0.382 1.5186
LOW 1.5165
0.618 1.5131
1.000 1.5110
1.618 1.5076
2.618 1.5021
4.250 1.4931
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 1.5193 1.5233
PP 1.5186 1.5213
S1 1.5179 1.5192

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

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