CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 28-Oct-2015
Day Change Summary
Previous Current
27-Oct-2015 28-Oct-2015 Change Change % Previous Week
Open 1.5334 1.5290 -0.0044 -0.3% 1.5427
High 1.5347 1.5336 -0.0011 -0.1% 1.5496
Low 1.5274 1.5241 -0.0033 -0.2% 1.5298
Close 1.5291 1.5242 -0.0049 -0.3% 1.5311
Range 0.0073 0.0095 0.0022 30.1% 0.0198
ATR 0.0099 0.0099 0.0000 -0.3% 0.0000
Volume 7 43 36 514.3% 189
Daily Pivots for day following 28-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.5558 1.5495 1.5294
R3 1.5463 1.5400 1.5268
R2 1.5368 1.5368 1.5259
R1 1.5305 1.5305 1.5251 1.5289
PP 1.5273 1.5273 1.5273 1.5265
S1 1.5210 1.5210 1.5233 1.5194
S2 1.5178 1.5178 1.5225
S3 1.5083 1.5115 1.5216
S4 1.4988 1.5020 1.5190
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 1.5241 0.0255 1.7% 0.0098 0.6% 0% False True 37
10 1.5496 1.5241 0.0255 1.7% 0.0080 0.5% 0% False True 33
20 1.5496 1.5098 0.0398 2.6% 0.0098 0.6% 36% False False 27
40 1.5640 1.5097 0.0543 3.6% 0.0094 0.6% 27% False False 27
60 1.5789 1.5097 0.0692 4.5% 0.0090 0.6% 21% False False 18
80 1.5789 1.5097 0.0692 4.5% 0.0078 0.5% 21% False False 14
100 1.5855 1.5097 0.0758 5.0% 0.0065 0.4% 19% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5740
2.618 1.5585
1.618 1.5490
1.000 1.5431
0.618 1.5395
HIGH 1.5336
0.618 1.5300
0.500 1.5289
0.382 1.5277
LOW 1.5241
0.618 1.5182
1.000 1.5146
1.618 1.5087
2.618 1.4992
4.250 1.4837
Fisher Pivots for day following 28-Oct-2015
Pivot 1 day 3 day
R1 1.5289 1.5307
PP 1.5273 1.5285
S1 1.5258 1.5264

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

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