CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 15-Oct-2015
Day Change Summary
Previous Current
14-Oct-2015 15-Oct-2015 Change Change % Previous Week
Open 1.5286 1.5466 0.0180 1.2% 1.5195
High 1.5482 1.5496 0.0014 0.1% 1.5371
Low 1.5239 1.5405 0.0166 1.1% 1.5127
Close 1.5472 1.5482 0.0010 0.1% 1.5328
Range 0.0243 0.0091 -0.0152 -62.6% 0.0244
ATR 0.0114 0.0112 -0.0002 -1.4% 0.0000
Volume 43 54 11 25.6% 66
Daily Pivots for day following 15-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.5734 1.5699 1.5532
R3 1.5643 1.5608 1.5507
R2 1.5552 1.5552 1.5499
R1 1.5517 1.5517 1.5490 1.5535
PP 1.5461 1.5461 1.5461 1.5470
S1 1.5426 1.5426 1.5474 1.5444
S2 1.5370 1.5370 1.5465
S3 1.5279 1.5335 1.5457
S4 1.5188 1.5244 1.5432
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 1.5496 1.5191 0.0305 2.0% 0.0130 0.8% 95% True False 21
10 1.5496 1.5127 0.0369 2.4% 0.0117 0.8% 96% True False 22
20 1.5640 1.5097 0.0543 3.5% 0.0110 0.7% 71% False False 21
40 1.5789 1.5097 0.0692 4.5% 0.0099 0.6% 56% False False 20
60 1.5789 1.5097 0.0692 4.5% 0.0085 0.5% 56% False False 14
80 1.5789 1.5097 0.0692 4.5% 0.0071 0.5% 56% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5883
2.618 1.5734
1.618 1.5643
1.000 1.5587
0.618 1.5552
HIGH 1.5496
0.618 1.5461
0.500 1.5451
0.382 1.5440
LOW 1.5405
0.618 1.5349
1.000 1.5314
1.618 1.5258
2.618 1.5167
4.250 1.5018
Fisher Pivots for day following 15-Oct-2015
Pivot 1 day 3 day
R1 1.5472 1.5436
PP 1.5461 1.5390
S1 1.5451 1.5344

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

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