CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 29-Sep-2015
Day Change Summary
Previous Current
28-Sep-2015 29-Sep-2015 Change Change % Previous Week
Open 1.5183 1.5175 -0.0008 -0.1% 1.5514
High 1.5230 1.5194 -0.0036 -0.2% 1.5552
Low 1.5150 1.5121 -0.0029 -0.2% 1.5128
Close 1.5161 1.5147 -0.0014 -0.1% 1.5183
Range 0.0080 0.0073 -0.0007 -8.8% 0.0424
ATR 0.0106 0.0104 -0.0002 -2.2% 0.0000
Volume 12 14 2 16.7% 136
Daily Pivots for day following 29-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5373 1.5333 1.5187
R3 1.5300 1.5260 1.5167
R2 1.5227 1.5227 1.5160
R1 1.5187 1.5187 1.5154 1.5171
PP 1.5154 1.5154 1.5154 1.5146
S1 1.5114 1.5114 1.5140 1.5098
S2 1.5081 1.5081 1.5134
S3 1.5008 1.5041 1.5127
S4 1.4935 1.4968 1.5107
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 1.5319 1.5121 0.0198 1.3% 0.0093 0.6% 13% False True 16
10 1.5640 1.5121 0.0519 3.4% 0.0119 0.8% 5% False True 33
20 1.5640 1.5121 0.0519 3.4% 0.0089 0.6% 5% False True 27
40 1.5789 1.5121 0.0668 4.4% 0.0084 0.6% 4% False True 14
60 1.5789 1.5121 0.0668 4.4% 0.0071 0.5% 4% False True 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0036
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.5504
2.618 1.5385
1.618 1.5312
1.000 1.5267
0.618 1.5239
HIGH 1.5194
0.618 1.5166
0.500 1.5158
0.382 1.5149
LOW 1.5121
0.618 1.5076
1.000 1.5048
1.618 1.5003
2.618 1.4930
4.250 1.4811
Fisher Pivots for day following 29-Sep-2015
Pivot 1 day 3 day
R1 1.5158 1.5185
PP 1.5154 1.5172
S1 1.5151 1.5160

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

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