CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 25-Feb-2016
Day Change Summary
Previous Current
24-Feb-2016 25-Feb-2016 Change Change % Previous Week
Open 1.4026 1.3931 -0.0095 -0.7% 1.4502
High 1.4027 1.3996 -0.0031 -0.2% 1.4535
Low 1.3878 1.3901 0.0023 0.2% 1.4233
Close 1.3915 1.3976 0.0061 0.4% 1.4361
Range 0.0149 0.0095 -0.0054 -36.2% 0.0302
ATR 0.0164 0.0159 -0.0005 -3.0% 0.0000
Volume 118,834 89,065 -29,769 -25.1% 395,128
Daily Pivots for day following 25-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.4243 1.4204 1.4028
R3 1.4148 1.4109 1.4002
R2 1.4053 1.4053 1.3993
R1 1.4014 1.4014 1.3985 1.4034
PP 1.3958 1.3958 1.3958 1.3967
S1 1.3919 1.3919 1.3967 1.3939
S2 1.3863 1.3863 1.3959
S3 1.3768 1.3824 1.3950
S4 1.3673 1.3729 1.3924
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.5282 1.5124 1.4527
R3 1.4980 1.4822 1.4444
R2 1.4678 1.4678 1.4416
R1 1.4520 1.4520 1.4389 1.4448
PP 1.4376 1.4376 1.4376 1.4341
S1 1.4218 1.4218 1.4333 1.4146
S2 1.4074 1.4074 1.4306
S3 1.3772 1.3916 1.4278
S4 1.3470 1.3614 1.4195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4415 1.3878 0.0537 3.8% 0.0162 1.2% 18% False False 103,438
10 1.4571 1.3878 0.0693 5.0% 0.0162 1.2% 14% False False 100,902
20 1.4674 1.3878 0.0796 5.7% 0.0171 1.2% 12% False False 104,005
40 1.4917 1.3878 0.1039 7.4% 0.0150 1.1% 9% False False 97,431
60 1.5242 1.3878 0.1364 9.8% 0.0137 1.0% 7% False False 81,095
80 1.5488 1.3878 0.1610 11.5% 0.0126 0.9% 6% False False 60,944
100 1.5496 1.3878 0.1618 11.6% 0.0120 0.9% 6% False False 48,763
120 1.5640 1.3878 0.1762 12.6% 0.0115 0.8% 6% False False 40,640
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.4400
2.618 1.4245
1.618 1.4150
1.000 1.4091
0.618 1.4055
HIGH 1.3996
0.618 1.3960
0.500 1.3949
0.382 1.3937
LOW 1.3901
0.618 1.3842
1.000 1.3806
1.618 1.3747
2.618 1.3652
4.250 1.3497
Fisher Pivots for day following 25-Feb-2016
Pivot 1 day 3 day
R1 1.3967 1.4018
PP 1.3958 1.4004
S1 1.3949 1.3990

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

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