CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 17-Sep-2015
Day Change Summary
Previous Current
16-Sep-2015 17-Sep-2015 Change Change % Previous Week
Open 1.5332 1.5511 0.0179 1.2% 1.5382
High 1.5516 1.5610 0.0094 0.6% 1.5456
Low 1.5319 1.5478 0.0159 1.0% 1.5340
Close 1.5477 1.5603 0.0126 0.8% 1.5414
Range 0.0197 0.0132 -0.0065 -33.0% 0.0116
ATR 0.0097 0.0100 0.0003 2.6% 0.0000
Volume 35 129 94 268.6% 3
Daily Pivots for day following 17-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5960 1.5913 1.5676
R3 1.5828 1.5781 1.5639
R2 1.5696 1.5696 1.5627
R1 1.5649 1.5649 1.5615 1.5673
PP 1.5564 1.5564 1.5564 1.5575
S1 1.5517 1.5517 1.5591 1.5541
S2 1.5432 1.5432 1.5579
S3 1.5300 1.5385 1.5567
S4 1.5168 1.5253 1.5530
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 1.5610 1.5319 0.0291 1.9% 0.0108 0.7% 98% True False 50
10 1.5610 1.5165 0.0445 2.9% 0.0076 0.5% 98% True False 25
20 1.5789 1.5165 0.0624 4.0% 0.0087 0.6% 70% False False 20
40 1.5789 1.5165 0.0624 4.0% 0.0072 0.5% 70% False False 10
60 1.5789 1.5165 0.0624 4.0% 0.0057 0.4% 70% False False 6
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6171
2.618 1.5956
1.618 1.5824
1.000 1.5742
0.618 1.5692
HIGH 1.5610
0.618 1.5560
0.500 1.5544
0.382 1.5528
LOW 1.5478
0.618 1.5396
1.000 1.5346
1.618 1.5264
2.618 1.5132
4.250 1.4917
Fisher Pivots for day following 17-Sep-2015
Pivot 1 day 3 day
R1 1.5583 1.5557
PP 1.5564 1.5511
S1 1.5544 1.5465

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

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