CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 07-Dec-2015
Day Change Summary
Previous Current
04-Dec-2015 07-Dec-2015 Change Change % Previous Week
Open 1.5144 1.5092 -0.0052 -0.3% 1.5035
High 1.5159 1.5113 -0.0046 -0.3% 1.5159
Low 1.5081 1.5045 -0.0036 -0.2% 1.4900
Close 1.5102 1.5062 -0.0040 -0.3% 1.5102
Range 0.0078 0.0068 -0.0010 -12.8% 0.0259
ATR 0.0106 0.0103 -0.0003 -2.5% 0.0000
Volume 8,269 19,299 11,030 133.4% 24,125
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5277 1.5238 1.5099
R3 1.5209 1.5170 1.5081
R2 1.5141 1.5141 1.5074
R1 1.5102 1.5102 1.5068 1.5088
PP 1.5073 1.5073 1.5073 1.5066
S1 1.5034 1.5034 1.5056 1.5020
S2 1.5005 1.5005 1.5050
S3 1.4937 1.4966 1.5043
S4 1.4869 1.4898 1.5025
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5831 1.5725 1.5244
R3 1.5572 1.5466 1.5173
R2 1.5313 1.5313 1.5149
R1 1.5207 1.5207 1.5126 1.5260
PP 1.5054 1.5054 1.5054 1.5080
S1 1.4948 1.4948 1.5078 1.5001
S2 1.4795 1.4795 1.5055
S3 1.4536 1.4689 1.5031
S4 1.4277 1.4430 1.4960
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5159 1.4900 0.0259 1.7% 0.0130 0.9% 63% False False 8,233
10 1.5191 1.4900 0.0291 1.9% 0.0106 0.7% 56% False False 4,645
20 1.5337 1.4900 0.0437 2.9% 0.0090 0.6% 37% False False 2,592
40 1.5496 1.4900 0.0596 4.0% 0.0099 0.7% 27% False False 1,347
60 1.5640 1.4900 0.0740 4.9% 0.0102 0.7% 22% False False 908
80 1.5789 1.4900 0.0889 5.9% 0.0094 0.6% 18% False False 683
100 1.5789 1.4900 0.0889 5.9% 0.0086 0.6% 18% False False 546
120 1.5855 1.4900 0.0955 6.3% 0.0075 0.5% 17% False False 455
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5402
2.618 1.5291
1.618 1.5223
1.000 1.5181
0.618 1.5155
HIGH 1.5113
0.618 1.5087
0.500 1.5079
0.382 1.5071
LOW 1.5045
0.618 1.5003
1.000 1.4977
1.618 1.4935
2.618 1.4867
4.250 1.4756
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 1.5079 1.5052
PP 1.5073 1.5043
S1 1.5068 1.5033

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

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