CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 1.4509 1.4546 0.0037 0.3% 1.4736
High 1.4604 1.4560 -0.0044 -0.3% 1.4818
Low 1.4495 1.4353 -0.0142 -1.0% 1.4505
Close 1.4547 1.4432 -0.0115 -0.8% 1.4517
Range 0.0109 0.0207 0.0098 89.9% 0.0313
ATR 0.0107 0.0114 0.0007 6.7% 0.0000
Volume 79,792 107,795 28,003 35.1% 447,032
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.5069 1.4958 1.4546
R3 1.4862 1.4751 1.4489
R2 1.4655 1.4655 1.4470
R1 1.4544 1.4544 1.4451 1.4496
PP 1.4448 1.4448 1.4448 1.4425
S1 1.4337 1.4337 1.4413 1.4289
S2 1.4241 1.4241 1.4394
S3 1.4034 1.4130 1.4375
S4 1.3827 1.3923 1.4318
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.5552 1.5348 1.4689
R3 1.5239 1.5035 1.4603
R2 1.4926 1.4926 1.4574
R1 1.4722 1.4722 1.4546 1.4668
PP 1.4613 1.4613 1.4613 1.4586
S1 1.4409 1.4409 1.4488 1.4355
S2 1.4300 1.4300 1.4460
S3 1.3987 1.4096 1.4431
S4 1.3674 1.3783 1.4345
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4682 1.4353 0.0329 2.3% 0.0129 0.9% 24% False True 92,706
10 1.4917 1.4353 0.0564 3.9% 0.0119 0.8% 14% False True 78,383
20 1.5206 1.4353 0.0853 5.9% 0.0109 0.8% 9% False True 71,470
40 1.5337 1.4353 0.0984 6.8% 0.0105 0.7% 8% False True 43,939
60 1.5496 1.4353 0.1143 7.9% 0.0101 0.7% 7% False True 29,378
80 1.5640 1.4353 0.1287 8.9% 0.0103 0.7% 6% False True 22,039
100 1.5789 1.4353 0.1436 10.0% 0.0100 0.7% 6% False True 17,635
120 1.5789 1.4353 0.1436 10.0% 0.0093 0.6% 6% False True 14,696
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.5440
2.618 1.5102
1.618 1.4895
1.000 1.4767
0.618 1.4688
HIGH 1.4560
0.618 1.4481
0.500 1.4457
0.382 1.4432
LOW 1.4353
0.618 1.4225
1.000 1.4146
1.618 1.4018
2.618 1.3811
4.250 1.3473
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 1.4457 1.4500
PP 1.4448 1.4477
S1 1.4440 1.4455

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

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