CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 10-Dec-2015
Day Change Summary
Previous Current
09-Dec-2015 10-Dec-2015 Change Change % Previous Week
Open 1.5013 1.5178 0.0165 1.1% 1.5035
High 1.5194 1.5202 0.0008 0.1% 1.5159
Low 1.5005 1.5109 0.0104 0.7% 1.4900
Close 1.5165 1.5154 -0.0011 -0.1% 1.5102
Range 0.0189 0.0093 -0.0096 -50.8% 0.0259
ATR 0.0110 0.0109 -0.0001 -1.1% 0.0000
Volume 83,515 80,293 -3,222 -3.9% 24,125
Daily Pivots for day following 10-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5434 1.5387 1.5205
R3 1.5341 1.5294 1.5180
R2 1.5248 1.5248 1.5171
R1 1.5201 1.5201 1.5163 1.5178
PP 1.5155 1.5155 1.5155 1.5144
S1 1.5108 1.5108 1.5145 1.5085
S2 1.5062 1.5062 1.5137
S3 1.4969 1.5015 1.5128
S4 1.4876 1.4922 1.5103
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 1.5202 1.4957 0.0245 1.6% 0.0105 0.7% 80% True False 45,355
10 1.5202 1.4900 0.0302 2.0% 0.0120 0.8% 84% True False 24,445
20 1.5337 1.4900 0.0437 2.9% 0.0099 0.7% 58% False False 12,406
40 1.5496 1.4900 0.0596 3.9% 0.0096 0.6% 43% False False 6,326
60 1.5640 1.4900 0.0740 4.9% 0.0102 0.7% 34% False False 4,226
80 1.5789 1.4900 0.0889 5.9% 0.0097 0.6% 29% False False 3,173
100 1.5789 1.4900 0.0889 5.9% 0.0089 0.6% 29% False False 2,538
120 1.5789 1.4900 0.0889 5.9% 0.0078 0.5% 29% False False 2,115
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5597
2.618 1.5445
1.618 1.5352
1.000 1.5295
0.618 1.5259
HIGH 1.5202
0.618 1.5166
0.500 1.5156
0.382 1.5145
LOW 1.5109
0.618 1.5052
1.000 1.5016
1.618 1.4959
2.618 1.4866
4.250 1.4714
Fisher Pivots for day following 10-Dec-2015
Pivot 1 day 3 day
R1 1.5156 1.5129
PP 1.5155 1.5104
S1 1.5155 1.5080

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

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