CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 1.5287 1.5191 -0.0096 -0.6% 1.5208
High 1.5305 1.5191 -0.0114 -0.7% 1.5337
Low 1.5192 1.5112 -0.0080 -0.5% 1.5156
Close 1.5194 1.5119 -0.0075 -0.5% 1.5194
Range 0.0113 0.0079 -0.0034 -30.1% 0.0181
ATR 0.0095 0.0094 -0.0001 -1.0% 0.0000
Volume 173 386 213 123.1% 1,967
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5378 1.5327 1.5162
R3 1.5299 1.5248 1.5141
R2 1.5220 1.5220 1.5133
R1 1.5169 1.5169 1.5126 1.5155
PP 1.5141 1.5141 1.5141 1.5134
S1 1.5090 1.5090 1.5112 1.5076
S2 1.5062 1.5062 1.5105
S3 1.4983 1.5011 1.5097
S4 1.4904 1.4932 1.5076
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5772 1.5664 1.5294
R3 1.5591 1.5483 1.5244
R2 1.5410 1.5410 1.5227
R1 1.5302 1.5302 1.5211 1.5266
PP 1.5229 1.5229 1.5229 1.5211
S1 1.5121 1.5121 1.5177 1.5085
S2 1.5048 1.5048 1.5161
S3 1.4867 1.4940 1.5144
S4 1.4686 1.4759 1.5094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5337 1.5112 0.0225 1.5% 0.0086 0.6% 3% False True 426
10 1.5337 1.5094 0.0243 1.6% 0.0075 0.5% 10% False False 307
20 1.5488 1.5026 0.0462 3.1% 0.0093 0.6% 20% False False 375
40 1.5496 1.5026 0.0470 3.1% 0.0095 0.6% 20% False False 200
60 1.5640 1.5026 0.0614 4.1% 0.0093 0.6% 15% False False 142
80 1.5789 1.5026 0.0763 5.0% 0.0089 0.6% 12% False False 107
100 1.5789 1.5026 0.0763 5.0% 0.0080 0.5% 12% False False 85
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5527
2.618 1.5398
1.618 1.5319
1.000 1.5270
0.618 1.5240
HIGH 1.5191
0.618 1.5161
0.500 1.5152
0.382 1.5142
LOW 1.5112
0.618 1.5063
1.000 1.5033
1.618 1.4984
2.618 1.4905
4.250 1.4776
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 1.5152 1.5225
PP 1.5141 1.5189
S1 1.5130 1.5154

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

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