CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 30-Sep-2015
Day Change Summary
Previous Current
29-Sep-2015 30-Sep-2015 Change Change % Previous Week
Open 1.5175 1.5131 -0.0044 -0.3% 1.5514
High 1.5194 1.5202 0.0008 0.1% 1.5552
Low 1.5121 1.5097 -0.0024 -0.2% 1.5128
Close 1.5147 1.5109 -0.0038 -0.3% 1.5183
Range 0.0073 0.0105 0.0032 43.8% 0.0424
ATR 0.0104 0.0104 0.0000 0.1% 0.0000
Volume 14 6 -8 -57.1% 136
Daily Pivots for day following 30-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5451 1.5385 1.5167
R3 1.5346 1.5280 1.5138
R2 1.5241 1.5241 1.5128
R1 1.5175 1.5175 1.5119 1.5156
PP 1.5136 1.5136 1.5136 1.5126
S1 1.5070 1.5070 1.5099 1.5051
S2 1.5031 1.5031 1.5090
S3 1.4926 1.4965 1.5080
S4 1.4821 1.4860 1.5051
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 1.5275 1.5097 0.0178 1.2% 0.0092 0.6% 7% False True 14
10 1.5640 1.5097 0.0543 3.6% 0.0110 0.7% 2% False True 30
20 1.5640 1.5097 0.0543 3.6% 0.0090 0.6% 2% False True 28
40 1.5789 1.5097 0.0692 4.6% 0.0086 0.6% 2% False True 14
60 1.5789 1.5097 0.0692 4.6% 0.0072 0.5% 2% False True 9
80 1.5855 1.5097 0.0758 5.0% 0.0057 0.4% 2% False True 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5648
2.618 1.5477
1.618 1.5372
1.000 1.5307
0.618 1.5267
HIGH 1.5202
0.618 1.5162
0.500 1.5150
0.382 1.5137
LOW 1.5097
0.618 1.5032
1.000 1.4992
1.618 1.4927
2.618 1.4822
4.250 1.4651
Fisher Pivots for day following 30-Sep-2015
Pivot 1 day 3 day
R1 1.5150 1.5164
PP 1.5136 1.5145
S1 1.5123 1.5127

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

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