CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 08-Sep-2015
Day Change Summary
Previous Current
04-Sep-2015 08-Sep-2015 Change Change % Previous Week
Open 1.5220 1.5382 0.0162 1.1% 1.5336
High 1.5220 1.5383 0.0163 1.1% 1.5404
Low 1.5165 1.5382 0.0217 1.4% 1.5165
Close 1.5172 1.5382 0.0210 1.4% 1.5172
Range 0.0055 0.0001 -0.0054 -98.2% 0.0239
ATR 0.0083 0.0093 0.0009 10.9% 0.0000
Volume 1 0 -1 -100.0% 137
Daily Pivots for day following 08-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5385 1.5385 1.5383
R3 1.5384 1.5384 1.5382
R2 1.5383 1.5383 1.5382
R1 1.5383 1.5383 1.5382 1.5383
PP 1.5382 1.5382 1.5382 1.5382
S1 1.5382 1.5382 1.5382 1.5382
S2 1.5381 1.5381 1.5382
S3 1.5380 1.5381 1.5382
S4 1.5379 1.5380 1.5381
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 1.5383 1.5165 0.0218 1.4% 0.0051 0.3% 100% True False 27
10 1.5789 1.5165 0.0624 4.1% 0.0088 0.6% 35% False False 14
20 1.5789 1.5165 0.0624 4.1% 0.0070 0.5% 35% False False 8
40 1.5789 1.5165 0.0624 4.1% 0.0065 0.4% 35% False False 4
60 1.5855 1.5165 0.0690 4.5% 0.0046 0.3% 31% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 1.5387
2.618 1.5386
1.618 1.5385
1.000 1.5384
0.618 1.5384
HIGH 1.5383
0.618 1.5383
0.500 1.5383
0.382 1.5382
LOW 1.5382
0.618 1.5381
1.000 1.5381
1.618 1.5380
2.618 1.5379
4.250 1.5378
Fisher Pivots for day following 08-Sep-2015
Pivot 1 day 3 day
R1 1.5383 1.5346
PP 1.5382 1.5310
S1 1.5382 1.5274

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

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