CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 1.5448 1.5427 -0.0021 -0.1% 1.5336
High 1.5448 1.5484 0.0036 0.2% 1.5496
Low 1.5422 1.5418 -0.0004 0.0% 1.5191
Close 1.5448 1.5457 0.0009 0.1% 1.5448
Range 0.0026 0.0066 0.0040 153.8% 0.0305
ATR 0.0108 0.0105 -0.0003 -2.8% 0.0000
Volume 6 25 19 316.7% 107
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.5651 1.5620 1.5493
R3 1.5585 1.5554 1.5475
R2 1.5519 1.5519 1.5469
R1 1.5488 1.5488 1.5463 1.5504
PP 1.5453 1.5453 1.5453 1.5461
S1 1.5422 1.5422 1.5451 1.5438
S2 1.5387 1.5387 1.5445
S3 1.5321 1.5356 1.5439
S4 1.5255 1.5290 1.5421
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% 0.0122 0.8% 87% False False 26
10 1.5496 1.5130 0.0366 2.4% 0.0106 0.7% 89% False False 19
20 1.5512 1.5097 0.0415 2.7% 0.0104 0.7% 87% False False 19
40 1.5789 1.5097 0.0692 4.5% 0.0099 0.6% 52% False False 21
60 1.5789 1.5097 0.0692 4.5% 0.0084 0.5% 52% False False 14
80 1.5789 1.5097 0.0692 4.5% 0.0072 0.5% 52% False False 11
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5765
2.618 1.5657
1.618 1.5591
1.000 1.5550
0.618 1.5525
HIGH 1.5484
0.618 1.5459
0.500 1.5451
0.382 1.5443
LOW 1.5418
0.618 1.5377
1.000 1.5352
1.618 1.5311
2.618 1.5245
4.250 1.5138
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 1.5455 1.5455
PP 1.5453 1.5453
S1 1.5451 1.5451

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

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