CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 1.5208 1.5198 -0.0010 -0.1% 1.5059
High 1.5225 1.5238 0.0013 0.1% 1.5263
Low 1.5182 1.5156 -0.0026 -0.2% 1.5059
Close 1.5198 1.5212 0.0014 0.1% 1.5230
Range 0.0043 0.0082 0.0039 90.7% 0.0204
ATR 0.0097 0.0096 -0.0001 -1.1% 0.0000
Volume 220 416 196 89.1% 3,421
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5448 1.5412 1.5257
R3 1.5366 1.5330 1.5235
R2 1.5284 1.5284 1.5227
R1 1.5248 1.5248 1.5220 1.5266
PP 1.5202 1.5202 1.5202 1.5211
S1 1.5166 1.5166 1.5204 1.5184
S2 1.5120 1.5120 1.5197
S3 1.5038 1.5084 1.5189
S4 1.4956 1.5002 1.5167
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5796 1.5717 1.5342
R3 1.5592 1.5513 1.5286
R2 1.5388 1.5388 1.5267
R1 1.5309 1.5309 1.5249 1.5349
PP 1.5184 1.5184 1.5184 1.5204
S1 1.5105 1.5105 1.5211 1.5145
S2 1.4980 1.4980 1.5193
S3 1.4776 1.4901 1.5174
S4 1.4572 1.4697 1.5118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5263 1.5135 0.0128 0.8% 0.0071 0.5% 60% False False 250
10 1.5436 1.5026 0.0410 2.7% 0.0093 0.6% 45% False False 534
20 1.5496 1.5026 0.0470 3.1% 0.0094 0.6% 40% False False 297
40 1.5496 1.5026 0.0470 3.1% 0.0096 0.6% 40% False False 159
60 1.5789 1.5026 0.0763 5.0% 0.0097 0.6% 24% False False 114
80 1.5789 1.5026 0.0763 5.0% 0.0087 0.6% 24% False False 85
100 1.5789 1.5026 0.0763 5.0% 0.0077 0.5% 24% False False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5587
2.618 1.5453
1.618 1.5371
1.000 1.5320
0.618 1.5289
HIGH 1.5238
0.618 1.5207
0.500 1.5197
0.382 1.5187
LOW 1.5156
0.618 1.5105
1.000 1.5074
1.618 1.5023
2.618 1.4941
4.250 1.4808
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 1.5207 1.5211
PP 1.5202 1.5210
S1 1.5197 1.5210

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

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