CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 30-Dec-2015
Day Change Summary
Previous Current
29-Dec-2015 30-Dec-2015 Change Change % Previous Week
Open 1.4884 1.4816 -0.0068 -0.5% 1.4905
High 1.4917 1.4849 -0.0068 -0.5% 1.4949
Low 1.4788 1.4794 0.0006 0.0% 1.4810
Close 1.4831 1.4832 0.0001 0.0% 1.4931
Range 0.0129 0.0055 -0.0074 -57.4% 0.0139
ATR 0.0106 0.0103 -0.0004 -3.4% 0.0000
Volume 53,144 40,280 -12,864 -24.2% 182,431
Daily Pivots for day following 30-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.4990 1.4966 1.4862
R3 1.4935 1.4911 1.4847
R2 1.4880 1.4880 1.4842
R1 1.4856 1.4856 1.4837 1.4868
PP 1.4825 1.4825 1.4825 1.4831
S1 1.4801 1.4801 1.4827 1.4813
S2 1.4770 1.4770 1.4822
S3 1.4715 1.4746 1.4817
S4 1.4660 1.4691 1.4802
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5314 1.5261 1.5007
R3 1.5175 1.5122 1.4969
R2 1.5036 1.5036 1.4956
R1 1.4983 1.4983 1.4944 1.5010
PP 1.4897 1.4897 1.4897 1.4910
S1 1.4844 1.4844 1.4918 1.4871
S2 1.4758 1.4758 1.4906
S3 1.4619 1.4705 1.4893
S4 1.4480 1.4566 1.4855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4949 1.4788 0.0161 1.1% 0.0080 0.5% 27% False False 40,023
10 1.5104 1.4788 0.0316 2.1% 0.0092 0.6% 14% False False 58,340
20 1.5242 1.4788 0.0454 3.1% 0.0112 0.8% 10% False False 52,866
40 1.5436 1.4788 0.0648 4.4% 0.0100 0.7% 7% False False 26,791
60 1.5496 1.4788 0.0708 4.8% 0.0100 0.7% 6% False False 17,873
80 1.5640 1.4788 0.0852 5.7% 0.0099 0.7% 5% False False 13,412
100 1.5789 1.4788 0.1001 6.7% 0.0094 0.6% 4% False False 10,731
120 1.5789 1.4788 0.1001 6.7% 0.0088 0.6% 4% False False 8,942
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5083
2.618 1.4993
1.618 1.4938
1.000 1.4904
0.618 1.4883
HIGH 1.4849
0.618 1.4828
0.500 1.4822
0.382 1.4815
LOW 1.4794
0.618 1.4760
1.000 1.4739
1.618 1.4705
2.618 1.4650
4.250 1.4560
Fisher Pivots for day following 30-Dec-2015
Pivot 1 day 3 day
R1 1.4829 1.4863
PP 1.4825 1.4853
S1 1.4822 1.4842

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

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