CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 14-Sep-2015
Day Change Summary
Previous Current
11-Sep-2015 14-Sep-2015 Change Change % Previous Week
Open 1.5413 1.5425 0.0012 0.1% 1.5382
High 1.5414 1.5446 0.0032 0.2% 1.5456
Low 1.5404 1.5368 -0.0036 -0.2% 1.5340
Close 1.5414 1.5422 0.0008 0.1% 1.5414
Range 0.0010 0.0078 0.0068 680.0% 0.0116
ATR 0.0088 0.0087 -0.0001 -0.8% 0.0000
Volume 2 60 58 2,900.0% 3
Daily Pivots for day following 14-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5646 1.5612 1.5465
R3 1.5568 1.5534 1.5443
R2 1.5490 1.5490 1.5436
R1 1.5456 1.5456 1.5429 1.5434
PP 1.5412 1.5412 1.5412 1.5401
S1 1.5378 1.5378 1.5415 1.5356
S2 1.5334 1.5334 1.5408
S3 1.5256 1.5300 1.5401
S4 1.5178 1.5222 1.5379
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5751 1.5699 1.5478
R3 1.5635 1.5583 1.5446
R2 1.5519 1.5519 1.5435
R1 1.5467 1.5467 1.5425 1.5493
PP 1.5403 1.5403 1.5403 1.5417
S1 1.5351 1.5351 1.5403 1.5377
S2 1.5287 1.5287 1.5393
S3 1.5171 1.5235 1.5382
S4 1.5055 1.5119 1.5350
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5456 1.5340 0.0116 0.8% 0.0043 0.3% 71% False False 12
10 1.5456 1.5165 0.0291 1.9% 0.0053 0.3% 88% False False 20
20 1.5789 1.5165 0.0624 4.0% 0.0073 0.5% 41% False False 10
40 1.5789 1.5165 0.0624 4.0% 0.0062 0.4% 41% False False 5
60 1.5855 1.5165 0.0690 4.5% 0.0050 0.3% 37% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5778
2.618 1.5650
1.618 1.5572
1.000 1.5524
0.618 1.5494
HIGH 1.5446
0.618 1.5416
0.500 1.5407
0.382 1.5398
LOW 1.5368
0.618 1.5320
1.000 1.5290
1.618 1.5242
2.618 1.5164
4.250 1.5037
Fisher Pivots for day following 14-Sep-2015
Pivot 1 day 3 day
R1 1.5417 1.5414
PP 1.5412 1.5406
S1 1.5407 1.5398

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

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