CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 1.5318 1.5234 -0.0084 -0.5% 1.5425
High 1.5319 1.5275 -0.0044 -0.3% 1.5640
Low 1.5211 1.5192 -0.0019 -0.1% 1.5319
Close 1.5249 1.5223 -0.0026 -0.2% 1.5539
Range 0.0108 0.0083 -0.0025 -23.1% 0.0321
ATR 0.0109 0.0107 -0.0002 -1.7% 0.0000
Volume 14 11 -3 -21.4% 252
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5479 1.5434 1.5269
R3 1.5396 1.5351 1.5246
R2 1.5313 1.5313 1.5238
R1 1.5268 1.5268 1.5231 1.5249
PP 1.5230 1.5230 1.5230 1.5221
S1 1.5185 1.5185 1.5215 1.5166
S2 1.5147 1.5147 1.5208
S3 1.5064 1.5102 1.5200
S4 1.4981 1.5019 1.5177
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 1.5192 0.0448 2.9% 0.0118 0.8% 7% False True 22
10 1.5640 1.5192 0.0448 2.9% 0.0113 0.7% 7% False True 36
20 1.5640 1.5165 0.0475 3.1% 0.0089 0.6% 12% False False 25
40 1.5789 1.5165 0.0624 4.1% 0.0081 0.5% 9% False False 13
60 1.5789 1.5165 0.0624 4.1% 0.0067 0.4% 9% False False 8
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 0.0031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5628
2.618 1.5492
1.618 1.5409
1.000 1.5358
0.618 1.5326
HIGH 1.5275
0.618 1.5243
0.500 1.5234
0.382 1.5224
LOW 1.5192
0.618 1.5141
1.000 1.5109
1.618 1.5058
2.618 1.4975
4.250 1.4839
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 1.5234 1.5352
PP 1.5230 1.5309
S1 1.5227 1.5266

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

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