CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 06-Nov-2015
Day Change Summary
Previous Current
05-Nov-2015 06-Nov-2015 Change Change % Previous Week
Open 1.5381 1.5207 -0.0174 -1.1% 1.5454
High 1.5393 1.5213 -0.0180 -1.2% 1.5488
Low 1.5201 1.5026 -0.0175 -1.2% 1.5026
Close 1.5204 1.5038 -0.0166 -1.1% 1.5038
Range 0.0192 0.0187 -0.0005 -2.6% 0.0462
ATR 0.0105 0.0110 0.0006 5.6% 0.0000
Volume 255 906 651 255.3% 1,374
Daily Pivots for day following 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5653 1.5533 1.5141
R3 1.5466 1.5346 1.5089
R2 1.5279 1.5279 1.5072
R1 1.5159 1.5159 1.5055 1.5126
PP 1.5092 1.5092 1.5092 1.5076
S1 1.4972 1.4972 1.5021 1.4939
S2 1.4905 1.4905 1.5004
S3 1.4718 1.4785 1.4987
S4 1.4531 1.4598 1.4935
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.6570 1.6266 1.5292
R3 1.6108 1.5804 1.5165
R2 1.5646 1.5646 1.5123
R1 1.5342 1.5342 1.5080 1.5263
PP 1.5184 1.5184 1.5184 1.5145
S1 1.4880 1.4880 1.4996 1.4801
S2 1.4722 1.4722 1.4953
S3 1.4260 1.4418 1.4911
S4 1.3798 1.3956 1.4784
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5488 1.5026 0.0462 3.1% 0.0126 0.8% 3% False True 274
10 1.5488 1.5026 0.0462 3.1% 0.0111 0.7% 3% False True 176
20 1.5496 1.5026 0.0470 3.1% 0.0107 0.7% 3% False True 103
40 1.5640 1.5026 0.0614 4.1% 0.0108 0.7% 2% False True 66
60 1.5789 1.5026 0.0763 5.1% 0.0096 0.6% 2% False True 46
80 1.5789 1.5026 0.0763 5.1% 0.0085 0.6% 2% False True 35
100 1.5855 1.5026 0.0829 5.5% 0.0072 0.5% 1% False True 28
Crabel Price Patterns
NR True
NR4 False
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6008
2.618 1.5703
1.618 1.5516
1.000 1.5400
0.618 1.5329
HIGH 1.5213
0.618 1.5142
0.500 1.5120
0.382 1.5097
LOW 1.5026
0.618 1.4910
1.000 1.4839
1.618 1.4723
2.618 1.4536
4.250 1.4231
Fisher Pivots for day following 06-Nov-2015
Pivot 1 day 3 day
R1 1.5120 1.5231
PP 1.5092 1.5167
S1 1.5065 1.5102

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

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