CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 1.5200 1.5253 0.0053 0.3% 1.5059
High 1.5249 1.5337 0.0088 0.6% 1.5263
Low 1.5190 1.5242 0.0052 0.3% 1.5059
Close 1.5233 1.5295 0.0062 0.4% 1.5230
Range 0.0059 0.0095 0.0036 61.0% 0.0204
ATR 0.0093 0.0094 0.0001 0.8% 0.0000
Volume 539 619 80 14.8% 3,421
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5576 1.5531 1.5347
R3 1.5481 1.5436 1.5321
R2 1.5386 1.5386 1.5312
R1 1.5341 1.5341 1.5304 1.5364
PP 1.5291 1.5291 1.5291 1.5303
S1 1.5246 1.5246 1.5286 1.5269
S2 1.5196 1.5196 1.5278
S3 1.5101 1.5151 1.5269
S4 1.5006 1.5056 1.5243
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 1.5337 1.5156 0.0181 1.2% 0.0071 0.5% 77% True False 414
10 1.5337 1.5026 0.0311 2.0% 0.0081 0.5% 86% True False 612
20 1.5488 1.5026 0.0462 3.0% 0.0092 0.6% 58% False False 351
40 1.5496 1.5026 0.0470 3.1% 0.0095 0.6% 57% False False 187
60 1.5640 1.5026 0.0614 4.0% 0.0093 0.6% 44% False False 133
80 1.5789 1.5026 0.0763 5.0% 0.0088 0.6% 35% False False 100
100 1.5789 1.5026 0.0763 5.0% 0.0079 0.5% 35% False False 80
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 0.0016
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.5741
2.618 1.5586
1.618 1.5491
1.000 1.5432
0.618 1.5396
HIGH 1.5337
0.618 1.5301
0.500 1.5290
0.382 1.5278
LOW 1.5242
0.618 1.5183
1.000 1.5147
1.618 1.5088
2.618 1.4993
4.250 1.4838
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 1.5293 1.5279
PP 1.5291 1.5263
S1 1.5290 1.5247

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

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