CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 1.5131 1.5113 -0.0018 -0.1% 1.5514
High 1.5202 1.5169 -0.0033 -0.2% 1.5552
Low 1.5097 1.5098 0.0001 0.0% 1.5128
Close 1.5109 1.5122 0.0013 0.1% 1.5183
Range 0.0105 0.0071 -0.0034 -32.4% 0.0424
ATR 0.0104 0.0102 -0.0002 -2.3% 0.0000
Volume 6 40 34 566.7% 136
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.5343 1.5303 1.5161
R3 1.5272 1.5232 1.5142
R2 1.5201 1.5201 1.5135
R1 1.5161 1.5161 1.5129 1.5181
PP 1.5130 1.5130 1.5130 1.5140
S1 1.5090 1.5090 1.5115 1.5110
S2 1.5059 1.5059 1.5109
S3 1.4988 1.5019 1.5102
S4 1.4917 1.4948 1.5083
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 1.5248 1.5097 0.0151 1.0% 0.0090 0.6% 17% False False 20
10 1.5640 1.5097 0.0543 3.6% 0.0104 0.7% 5% False False 21
20 1.5640 1.5097 0.0543 3.6% 0.0090 0.6% 5% False False 23
40 1.5789 1.5097 0.0692 4.6% 0.0086 0.6% 4% False False 15
60 1.5789 1.5097 0.0692 4.6% 0.0073 0.5% 4% False False 10
80 1.5855 1.5097 0.0758 5.0% 0.0057 0.4% 3% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0037
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.5471
2.618 1.5355
1.618 1.5284
1.000 1.5240
0.618 1.5213
HIGH 1.5169
0.618 1.5142
0.500 1.5134
0.382 1.5125
LOW 1.5098
0.618 1.5054
1.000 1.5027
1.618 1.4983
2.618 1.4912
4.250 1.4796
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 1.5134 1.5150
PP 1.5130 1.5140
S1 1.5126 1.5131

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

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