CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 1.4418 1.4261 -0.0157 -1.1% 1.4509
High 1.4427 1.4341 -0.0086 -0.6% 1.4604
Low 1.4252 1.4130 -0.0122 -0.9% 1.4252
Close 1.4262 1.4177 -0.0085 -0.6% 1.4262
Range 0.0175 0.0211 0.0036 20.6% 0.0352
ATR 0.0116 0.0122 0.0007 5.9% 0.0000
Volume 97,202 179,414 82,212 84.6% 449,016
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.4849 1.4724 1.4293
R3 1.4638 1.4513 1.4235
R2 1.4427 1.4427 1.4216
R1 1.4302 1.4302 1.4196 1.4259
PP 1.4216 1.4216 1.4216 1.4195
S1 1.4091 1.4091 1.4158 1.4048
S2 1.4005 1.4005 1.4138
S3 1.3794 1.3880 1.4119
S4 1.3583 1.3669 1.4061
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.5429 1.5197 1.4456
R3 1.5077 1.4845 1.4359
R2 1.4725 1.4725 1.4327
R1 1.4493 1.4493 1.4294 1.4433
PP 1.4373 1.4373 1.4373 1.4343
S1 1.4141 1.4141 1.4230 1.4081
S2 1.4021 1.4021 1.4197
S3 1.3669 1.3789 1.4165
S4 1.3317 1.3437 1.4068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4560 1.4130 0.0430 3.0% 0.0155 1.1% 11% False True 109,727
10 1.4727 1.4130 0.0597 4.2% 0.0130 0.9% 8% False True 97,950
20 1.4952 1.4130 0.0822 5.8% 0.0110 0.8% 6% False True 75,519
40 1.5337 1.4130 0.1207 8.5% 0.0113 0.8% 4% False True 54,924
60 1.5496 1.4130 0.1366 9.6% 0.0107 0.8% 3% False True 36,723
80 1.5496 1.4130 0.1366 9.6% 0.0104 0.7% 3% False True 27,548
100 1.5691 1.4130 0.1561 11.0% 0.0102 0.7% 3% False True 22,043
120 1.5789 1.4130 0.1659 11.7% 0.0096 0.7% 3% False True 18,369
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 30 trading days
Fibonacci Retracements and Extensions
4.250 1.5238
2.618 1.4893
1.618 1.4682
1.000 1.4552
0.618 1.4471
HIGH 1.4341
0.618 1.4260
0.500 1.4236
0.382 1.4211
LOW 1.4130
0.618 1.4000
1.000 1.3919
1.618 1.3789
2.618 1.3578
4.250 1.3233
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 1.4236 1.4288
PP 1.4216 1.4251
S1 1.4197 1.4214

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

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