CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 1.5327 1.5334 0.0007 0.0% 1.5427
High 1.5372 1.5347 -0.0025 -0.2% 1.5496
Low 1.5297 1.5274 -0.0023 -0.2% 1.5298
Close 1.5342 1.5291 -0.0051 -0.3% 1.5311
Range 0.0075 0.0073 -0.0002 -2.7% 0.0198
ATR 0.0101 0.0099 -0.0002 -2.0% 0.0000
Volume 35 7 -28 -80.0% 189
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.5523 1.5480 1.5331
R3 1.5450 1.5407 1.5311
R2 1.5377 1.5377 1.5304
R1 1.5334 1.5334 1.5298 1.5319
PP 1.5304 1.5304 1.5304 1.5297
S1 1.5261 1.5261 1.5284 1.5246
S2 1.5231 1.5231 1.5278
S3 1.5158 1.5188 1.5271
S4 1.5085 1.5115 1.5251
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.5962 1.5835 1.5420
R3 1.5764 1.5637 1.5365
R2 1.5566 1.5566 1.5347
R1 1.5439 1.5439 1.5329 1.5404
PP 1.5368 1.5368 1.5368 1.5351
S1 1.5241 1.5241 1.5293 1.5206
S2 1.5170 1.5170 1.5275
S3 1.4972 1.5043 1.5257
S4 1.4774 1.4845 1.5202
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5496 1.5274 0.0222 1.5% 0.0091 0.6% 8% False True 34
10 1.5496 1.5239 0.0257 1.7% 0.0095 0.6% 20% False False 33
20 1.5496 1.5097 0.0399 2.6% 0.0098 0.6% 49% False False 25
40 1.5640 1.5097 0.0543 3.6% 0.0093 0.6% 36% False False 26
60 1.5789 1.5097 0.0692 4.5% 0.0089 0.6% 28% False False 18
80 1.5789 1.5097 0.0692 4.5% 0.0077 0.5% 28% False False 13
Crabel Price Patterns
NR True
NR4 True
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 0.0026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5657
2.618 1.5538
1.618 1.5465
1.000 1.5420
0.618 1.5392
HIGH 1.5347
0.618 1.5319
0.500 1.5311
0.382 1.5302
LOW 1.5274
0.618 1.5229
1.000 1.5201
1.618 1.5156
2.618 1.5083
4.250 1.4964
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 1.5311 1.5341
PP 1.5304 1.5324
S1 1.5298 1.5308

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

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