CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 25-Sep-2015
Day Change Summary
Previous Current
24-Sep-2015 25-Sep-2015 Change Change % Previous Week
Open 1.5234 1.5213 -0.0021 -0.1% 1.5514
High 1.5275 1.5248 -0.0027 -0.2% 1.5552
Low 1.5192 1.5128 -0.0064 -0.4% 1.5128
Close 1.5223 1.5183 -0.0040 -0.3% 1.5183
Range 0.0083 0.0120 0.0037 44.6% 0.0424
ATR 0.0107 0.0108 0.0001 0.8% 0.0000
Volume 11 29 18 163.6% 136
Daily Pivots for day following 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5546 1.5485 1.5249
R3 1.5426 1.5365 1.5216
R2 1.5306 1.5306 1.5205
R1 1.5245 1.5245 1.5194 1.5216
PP 1.5186 1.5186 1.5186 1.5172
S1 1.5125 1.5125 1.5172 1.5096
S2 1.5066 1.5066 1.5161
S3 1.4946 1.5005 1.5150
S4 1.4826 1.4885 1.5117
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.6560 1.6295 1.5416
R3 1.6136 1.5871 1.5300
R2 1.5712 1.5712 1.5261
R1 1.5447 1.5447 1.5222 1.5368
PP 1.5288 1.5288 1.5288 1.5248
S1 1.5023 1.5023 1.5144 1.4944
S2 1.4864 1.4864 1.5105
S3 1.4440 1.4599 1.5066
S4 1.4016 1.4175 1.4950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5552 1.5128 0.0424 2.8% 0.0115 0.8% 13% False True 27
10 1.5640 1.5128 0.0512 3.4% 0.0124 0.8% 11% False True 38
20 1.5640 1.5128 0.0512 3.4% 0.0088 0.6% 11% False True 26
40 1.5789 1.5128 0.0661 4.4% 0.0084 0.6% 8% False True 13
60 1.5789 1.5128 0.0661 4.4% 0.0069 0.5% 8% False True 9
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 0.0035
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5758
2.618 1.5562
1.618 1.5442
1.000 1.5368
0.618 1.5322
HIGH 1.5248
0.618 1.5202
0.500 1.5188
0.382 1.5174
LOW 1.5128
0.618 1.5054
1.000 1.5008
1.618 1.4934
2.618 1.4814
4.250 1.4618
Fisher Pivots for day following 25-Sep-2015
Pivot 1 day 3 day
R1 1.5188 1.5224
PP 1.5186 1.5210
S1 1.5185 1.5197

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

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