CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 22-Jan-2016
Day Change Summary
Previous Current
21-Jan-2016 22-Jan-2016 Change Change % Previous Week
Open 1.4186 1.4223 0.0037 0.3% 1.4261
High 1.4249 1.4363 0.0114 0.8% 1.4363
Low 1.4079 1.4205 0.0126 0.9% 1.4079
Close 1.4217 1.4281 0.0064 0.5% 1.4281
Range 0.0170 0.0158 -0.0012 -7.1% 0.0284
ATR 0.0124 0.0126 0.0002 2.0% 0.0000
Volume 116,819 110,277 -6,542 -5.6% 511,415
Daily Pivots for day following 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.4757 1.4677 1.4368
R3 1.4599 1.4519 1.4324
R2 1.4441 1.4441 1.4310
R1 1.4361 1.4361 1.4295 1.4401
PP 1.4283 1.4283 1.4283 1.4303
S1 1.4203 1.4203 1.4267 1.4243
S2 1.4125 1.4125 1.4252
S3 1.3967 1.4045 1.4238
S4 1.3809 1.3887 1.4194
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.5093 1.4971 1.4437
R3 1.4809 1.4687 1.4359
R2 1.4525 1.4525 1.4333
R1 1.4403 1.4403 1.4307 1.4464
PP 1.4241 1.4241 1.4241 1.4272
S1 1.4119 1.4119 1.4255 1.4180
S2 1.3957 1.3957 1.4229
S3 1.3673 1.3835 1.4203
S4 1.3389 1.3551 1.4125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4427 1.4079 0.0348 2.4% 0.0162 1.1% 58% False False 121,723
10 1.4646 1.4079 0.0567 4.0% 0.0145 1.0% 36% False False 105,844
20 1.4949 1.4079 0.0870 6.1% 0.0120 0.8% 23% False False 83,168
40 1.5242 1.4079 0.1163 8.1% 0.0116 0.8% 17% False False 63,194
60 1.5488 1.4079 0.1409 9.9% 0.0108 0.8% 14% False False 42,255
80 1.5496 1.4079 0.1417 9.9% 0.0106 0.7% 14% False False 31,697
100 1.5640 1.4079 0.1561 10.9% 0.0102 0.7% 13% False False 25,363
120 1.5789 1.4079 0.1710 12.0% 0.0098 0.7% 12% False False 21,136
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 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5035
2.618 1.4777
1.618 1.4619
1.000 1.4521
0.618 1.4461
HIGH 1.4363
0.618 1.4303
0.500 1.4284
0.382 1.4265
LOW 1.4205
0.618 1.4107
1.000 1.4047
1.618 1.3949
2.618 1.3791
4.250 1.3534
Fisher Pivots for day following 22-Jan-2016
Pivot 1 day 3 day
R1 1.4284 1.4261
PP 1.4283 1.4241
S1 1.4282 1.4221

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

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