CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 30-Oct-2015
Day Change Summary
Previous Current
29-Oct-2015 30-Oct-2015 Change Change % Previous Week
Open 1.5250 1.5312 0.0062 0.4% 1.5327
High 1.5313 1.5460 0.0147 1.0% 1.5460
Low 1.5237 1.5304 0.0067 0.4% 1.5237
Close 1.5309 1.5419 0.0110 0.7% 1.5419
Range 0.0076 0.0156 0.0080 105.3% 0.0223
ATR 0.0097 0.0101 0.0004 4.3% 0.0000
Volume 257 51 -206 -80.2% 393
Daily Pivots for day following 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.5862 1.5797 1.5505
R3 1.5706 1.5641 1.5462
R2 1.5550 1.5550 1.5448
R1 1.5485 1.5485 1.5433 1.5518
PP 1.5394 1.5394 1.5394 1.5411
S1 1.5329 1.5329 1.5405 1.5362
S2 1.5238 1.5238 1.5390
S3 1.5082 1.5173 1.5376
S4 1.4926 1.5017 1.5333
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.6041 1.5953 1.5542
R3 1.5818 1.5730 1.5480
R2 1.5595 1.5595 1.5460
R1 1.5507 1.5507 1.5439 1.5551
PP 1.5372 1.5372 1.5372 1.5394
S1 1.5284 1.5284 1.5399 1.5328
S2 1.5149 1.5149 1.5378
S3 1.4926 1.5061 1.5358
S4 1.4703 1.4838 1.5296
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5460 1.5237 0.0223 1.4% 0.0095 0.6% 82% True False 78
10 1.5496 1.5237 0.0259 1.7% 0.0092 0.6% 70% False False 58
20 1.5496 1.5127 0.0369 2.4% 0.0101 0.7% 79% False False 37
40 1.5640 1.5097 0.0543 3.5% 0.0097 0.6% 59% False False 31
60 1.5789 1.5097 0.0692 4.5% 0.0090 0.6% 47% False False 23
80 1.5789 1.5097 0.0692 4.5% 0.0081 0.5% 47% False False 17
100 1.5855 1.5097 0.0758 4.9% 0.0067 0.4% 42% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 1.6123
2.618 1.5868
1.618 1.5712
1.000 1.5616
0.618 1.5556
HIGH 1.5460
0.618 1.5400
0.500 1.5382
0.382 1.5364
LOW 1.5304
0.618 1.5208
1.000 1.5148
1.618 1.5052
2.618 1.4896
4.250 1.4641
Fisher Pivots for day following 30-Oct-2015
Pivot 1 day 3 day
R1 1.5407 1.5396
PP 1.5394 1.5372
S1 1.5382 1.5349

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

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