CME British Pound Future March 2016

Trading Metrics calculated at close of trading on 22-Dec-2015

Day Change Summary
	Previous	Current
	21-Dec-2015	22-Dec-2015	Change	Change %	Previous Week
Open	1.4905	1.4889	-0.0016	-0.1%	1.5196
High	1.4933	1.4911	-0.0022	-0.1%	1.5206
Low	1.4880	1.4810	-0.0070	-0.5%	1.4867
Close	1.4889	1.4817	-0.0072	-0.5%	1.4915
Range	0.0053	0.0101	0.0048	90.6%	0.0339
ATR	0.0113	0.0112	-0.0001	-0.8%	0.0000
Volume	53,187	53,082	-105	-0.2%	432,607

Daily Pivots for day following 22-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5149	1.5084	1.4873
R3	1.5048	1.4983	1.4845
R2	1.4947	1.4947	1.4836
R1	1.4882	1.4882	1.4826	1.4864
PP	1.4846	1.4846	1.4846	1.4837
S1	1.4781	1.4781	1.4808	1.4763
S2	1.4745	1.4745	1.4798
S3	1.4644	1.4680	1.4789
S4	1.4543	1.4579	1.4761

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.6013	1.5803	1.5101
R3	1.5674	1.5464	1.5008
R2	1.5335	1.5335	1.4977
R1	1.5125	1.5125	1.4946	1.5061
PP	1.4996	1.4996	1.4996	1.4964
S1	1.4786	1.4786	1.4884	1.4722
S2	1.4657	1.4657	1.4853
S3	1.4318	1.4447	1.4822
S4	1.3979	1.4108	1.4729

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5104	1.4810	0.0294	2.0%	0.0103	0.7%	2%	False	True	76,656
10	1.5242	1.4810	0.0432	2.9%	0.0117	0.8%	2%	False	True	78,295
20	1.5242	1.4810	0.0432	2.9%	0.0112	0.8%	2%	False	True	43,221
40	1.5488	1.4810	0.0678	4.6%	0.0102	0.7%	1%	False	True	21,798
60	1.5496	1.4810	0.0686	4.6%	0.0101	0.7%	1%	False	True	14,540
80	1.5640	1.4810	0.0830	5.6%	0.0098	0.7%	1%	False	True	10,912
100	1.5789	1.4810	0.0979	6.6%	0.0094	0.6%	1%	False	True	8,730
120	1.5789	1.4810	0.0979	6.6%	0.0086	0.6%	1%	False	True	7,275

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5340
2.618	1.5175
1.618	1.5074
1.000	1.5012
0.618	1.4973
HIGH	1.4911
0.618	1.4872
0.500	1.4861
0.382	1.4849
LOW	1.4810
0.618	1.4748
1.000	1.4709
1.618	1.4647
2.618	1.4546
4.250	1.4381

Fisher Pivots for day following 22-Dec-2015
Pivot	1 day	3 day
R1	1.4861	1.4881
PP	1.4846	1.4860
S1	1.4832	1.4838

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols