CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 09-Oct-2015
Day Change Summary
Previous Current
08-Oct-2015 09-Oct-2015 Change Change % Previous Week
Open 1.5320 1.5353 0.0033 0.2% 1.5195
High 1.5359 1.5371 0.0012 0.1% 1.5371
Low 1.5253 1.5292 0.0039 0.3% 1.5127
Close 1.5344 1.5328 -0.0016 -0.1% 1.5328
Range 0.0106 0.0079 -0.0027 -25.5% 0.0244
ATR 0.0103 0.0101 -0.0002 -1.6% 0.0000
Volume 39 8 -31 -79.5% 66
Daily Pivots for day following 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.5567 1.5527 1.5371
R3 1.5488 1.5448 1.5350
R2 1.5409 1.5409 1.5342
R1 1.5369 1.5369 1.5335 1.5350
PP 1.5330 1.5330 1.5330 1.5321
S1 1.5290 1.5290 1.5321 1.5271
S2 1.5251 1.5251 1.5314
S3 1.5172 1.5211 1.5306
S4 1.5093 1.5132 1.5285
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.6007 1.5912 1.5462
R3 1.5763 1.5668 1.5395
R2 1.5519 1.5519 1.5373
R1 1.5424 1.5424 1.5350 1.5472
PP 1.5275 1.5275 1.5275 1.5299
S1 1.5180 1.5180 1.5306 1.5228
S2 1.5031 1.5031 1.5283
S3 1.4787 1.4936 1.5261
S4 1.4543 1.4692 1.5194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5371 1.5127 0.0244 1.6% 0.0100 0.7% 82% True False 13
10 1.5371 1.5097 0.0274 1.8% 0.0092 0.6% 84% True False 19
20 1.5640 1.5097 0.0543 3.5% 0.0108 0.7% 43% False False 29
40 1.5789 1.5097 0.0692 4.5% 0.0090 0.6% 33% False False 18
60 1.5789 1.5097 0.0692 4.5% 0.0077 0.5% 33% False False 12
80 1.5855 1.5097 0.0758 4.9% 0.0063 0.4% 30% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0026
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5707
2.618 1.5578
1.618 1.5499
1.000 1.5450
0.618 1.5420
HIGH 1.5371
0.618 1.5341
0.500 1.5332
0.382 1.5322
LOW 1.5292
0.618 1.5243
1.000 1.5213
1.618 1.5164
2.618 1.5085
4.250 1.4956
Fisher Pivots for day following 09-Oct-2015
Pivot 1 day 3 day
R1 1.5332 1.5316
PP 1.5330 1.5305
S1 1.5329 1.5293

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

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