CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 1.4499 1.4432 -0.0067 -0.5% 1.4240
High 1.4548 1.4517 -0.0031 -0.2% 1.4674
Low 1.4352 1.4379 0.0027 0.2% 1.4229
Close 1.4440 1.4455 0.0015 0.1% 1.4499
Range 0.0196 0.0138 -0.0058 -29.6% 0.0445
ATR 0.0155 0.0154 -0.0001 -0.8% 0.0000
Volume 76,492 89,928 13,436 17.6% 564,970
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.4864 1.4798 1.4531
R3 1.4726 1.4660 1.4493
R2 1.4588 1.4588 1.4480
R1 1.4522 1.4522 1.4468 1.4555
PP 1.4450 1.4450 1.4450 1.4467
S1 1.4384 1.4384 1.4442 1.4417
S2 1.4312 1.4312 1.4430
S3 1.4174 1.4246 1.4417
S4 1.4036 1.4108 1.4379
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.5802 1.5596 1.4744
R3 1.5357 1.5151 1.4621
R2 1.4912 1.4912 1.4581
R1 1.4706 1.4706 1.4540 1.4809
PP 1.4467 1.4467 1.4467 1.4519
S1 1.4261 1.4261 1.4458 1.4364
S2 1.4022 1.4022 1.4417
S3 1.3577 1.3816 1.4377
S4 1.3132 1.3371 1.4254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4674 1.4352 0.0322 2.2% 0.0177 1.2% 32% False False 104,896
10 1.4674 1.4150 0.0524 3.6% 0.0178 1.2% 58% False False 107,977
20 1.4674 1.4079 0.0595 4.1% 0.0163 1.1% 63% False False 106,095
40 1.5242 1.4079 0.1163 8.0% 0.0134 0.9% 32% False False 88,094
60 1.5337 1.4079 0.1258 8.7% 0.0122 0.8% 30% False False 62,865
80 1.5496 1.4079 0.1417 9.8% 0.0115 0.8% 27% False False 47,210
100 1.5640 1.4079 0.1561 10.8% 0.0114 0.8% 24% False False 37,773
120 1.5789 1.4079 0.1710 11.8% 0.0109 0.8% 22% False False 31,480
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 False
Bear Hook False
Bull Hook False
Stretch 0.0031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5104
2.618 1.4878
1.618 1.4740
1.000 1.4655
0.618 1.4602
HIGH 1.4517
0.618 1.4464
0.500 1.4448
0.382 1.4432
LOW 1.4379
0.618 1.4294
1.000 1.4241
1.618 1.4156
2.618 1.4018
4.250 1.3793
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 1.4453 1.4474
PP 1.4450 1.4467
S1 1.4448 1.4461

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

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