CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 26-Jan-2016
Day Change Summary
Previous Current
25-Jan-2016 26-Jan-2016 Change Change % Previous Week
Open 1.4269 1.4242 -0.0027 -0.2% 1.4261
High 1.4310 1.4367 0.0057 0.4% 1.4363
Low 1.4223 1.4173 -0.0050 -0.4% 1.4079
Close 1.4256 1.4359 0.0103 0.7% 1.4281
Range 0.0087 0.0194 0.0107 123.0% 0.0284
ATR 0.0124 0.0129 0.0005 4.1% 0.0000
Volume 69,567 91,937 22,370 32.2% 511,415
Daily Pivots for day following 26-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.4882 1.4814 1.4466
R3 1.4688 1.4620 1.4412
R2 1.4494 1.4494 1.4395
R1 1.4426 1.4426 1.4377 1.4460
PP 1.4300 1.4300 1.4300 1.4317
S1 1.4232 1.4232 1.4341 1.4266
S2 1.4106 1.4106 1.4323
S3 1.3912 1.4038 1.4306
S4 1.3718 1.3844 1.4252
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 1.4367 1.4079 0.0288 2.0% 0.0141 1.0% 97% True False 98,701
10 1.4560 1.4079 0.0481 3.3% 0.0148 1.0% 58% False False 104,214
20 1.4938 1.4079 0.0859 6.0% 0.0126 0.9% 33% False False 87,435
40 1.5242 1.4079 0.1163 8.1% 0.0119 0.8% 24% False False 67,211
60 1.5488 1.4079 0.1409 9.8% 0.0110 0.8% 20% False False 44,945
80 1.5496 1.4079 0.1417 9.9% 0.0107 0.7% 20% False False 33,716
100 1.5640 1.4079 0.1561 10.9% 0.0104 0.7% 18% False False 26,978
120 1.5789 1.4079 0.1710 11.9% 0.0100 0.7% 16% False False 22,482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0041
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5192
2.618 1.4875
1.618 1.4681
1.000 1.4561
0.618 1.4487
HIGH 1.4367
0.618 1.4293
0.500 1.4270
0.382 1.4247
LOW 1.4173
0.618 1.4053
1.000 1.3979
1.618 1.3859
2.618 1.3665
4.250 1.3349
Fisher Pivots for day following 26-Jan-2016
Pivot 1 day 3 day
R1 1.4329 1.4329
PP 1.4300 1.4300
S1 1.4270 1.4270

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

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