CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 18-Sep-2015
Day Change Summary
Previous Current
17-Sep-2015 18-Sep-2015 Change Change % Previous Week
Open 1.5511 1.5578 0.0067 0.4% 1.5425
High 1.5610 1.5640 0.0030 0.2% 1.5640
Low 1.5478 1.5503 0.0025 0.2% 1.5319
Close 1.5603 1.5539 -0.0064 -0.4% 1.5539
Range 0.0132 0.0137 0.0005 3.8% 0.0321
ATR 0.0100 0.0102 0.0003 2.7% 0.0000
Volume 129 4 -125 -96.9% 252
Daily Pivots for day following 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5972 1.5892 1.5614
R3 1.5835 1.5755 1.5577
R2 1.5698 1.5698 1.5564
R1 1.5618 1.5618 1.5552 1.5590
PP 1.5561 1.5561 1.5561 1.5546
S1 1.5481 1.5481 1.5526 1.5453
S2 1.5424 1.5424 1.5514
S3 1.5287 1.5344 1.5501
S4 1.5150 1.5207 1.5464
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.6462 1.6322 1.5716
R3 1.6141 1.6001 1.5627
R2 1.5820 1.5820 1.5598
R1 1.5680 1.5680 1.5568 1.5750
PP 1.5499 1.5499 1.5499 1.5535
S1 1.5359 1.5359 1.5510 1.5429
S2 1.5178 1.5178 1.5480
S3 1.4857 1.5038 1.5451
S4 1.4536 1.4717 1.5362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5640 1.5319 0.0321 2.1% 0.0133 0.9% 69% True False 50
10 1.5640 1.5165 0.0475 3.1% 0.0086 0.6% 79% True False 25
20 1.5789 1.5165 0.0624 4.0% 0.0091 0.6% 60% False False 20
40 1.5789 1.5165 0.0624 4.0% 0.0072 0.5% 60% False False 10
60 1.5789 1.5165 0.0624 4.0% 0.0060 0.4% 60% False False 6
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6222
2.618 1.5999
1.618 1.5862
1.000 1.5777
0.618 1.5725
HIGH 1.5640
0.618 1.5588
0.500 1.5572
0.382 1.5555
LOW 1.5503
0.618 1.5418
1.000 1.5366
1.618 1.5281
2.618 1.5144
4.250 1.4921
Fisher Pivots for day following 18-Sep-2015
Pivot 1 day 3 day
R1 1.5572 1.5519
PP 1.5561 1.5499
S1 1.5550 1.5480

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

View Archives - Comment on this page... - Back to Index of Symbols