CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 16-Oct-2015
Day Change Summary
Previous Current
15-Oct-2015 16-Oct-2015 Change Change % Previous Week
Open 1.5466 1.5448 -0.0018 -0.1% 1.5336
High 1.5496 1.5448 -0.0048 -0.3% 1.5496
Low 1.5405 1.5422 0.0017 0.1% 1.5191
Close 1.5482 1.5448 -0.0034 -0.2% 1.5448
Range 0.0091 0.0026 -0.0065 -71.4% 0.0305
ATR 0.0112 0.0108 -0.0004 -3.3% 0.0000
Volume 54 6 -48 -88.9% 107
Daily Pivots for day following 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.5517 1.5509 1.5462
R3 1.5491 1.5483 1.5455
R2 1.5465 1.5465 1.5453
R1 1.5457 1.5457 1.5450 1.5461
PP 1.5439 1.5439 1.5439 1.5442
S1 1.5431 1.5431 1.5446 1.5435
S2 1.5413 1.5413 1.5443
S3 1.5387 1.5405 1.5441
S4 1.5361 1.5379 1.5434
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.6293 1.6176 1.5616
R3 1.5988 1.5871 1.5532
R2 1.5683 1.5683 1.5504
R1 1.5566 1.5566 1.5476 1.5625
PP 1.5378 1.5378 1.5378 1.5408
S1 1.5261 1.5261 1.5420 1.5320
S2 1.5073 1.5073 1.5392
S3 1.4768 1.4956 1.5364
S4 1.4463 1.4651 1.5280
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% 0.0120 0.8% 84% False False 21
10 1.5496 1.5127 0.0369 2.4% 0.0110 0.7% 87% False False 17
20 1.5552 1.5097 0.0455 2.9% 0.0105 0.7% 77% False False 21
40 1.5789 1.5097 0.0692 4.5% 0.0098 0.6% 51% False False 21
60 1.5789 1.5097 0.0692 4.5% 0.0083 0.5% 51% False False 14
80 1.5789 1.5097 0.0692 4.5% 0.0071 0.5% 51% False False 10
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.5559
2.618 1.5516
1.618 1.5490
1.000 1.5474
0.618 1.5464
HIGH 1.5448
0.618 1.5438
0.500 1.5435
0.382 1.5432
LOW 1.5422
0.618 1.5406
1.000 1.5396
1.618 1.5380
2.618 1.5354
4.250 1.5312
Fisher Pivots for day following 16-Oct-2015
Pivot 1 day 3 day
R1 1.5444 1.5421
PP 1.5439 1.5394
S1 1.5435 1.5368

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

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