CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 1.3931 1.3956 0.0025 0.2% 1.4294
High 1.3996 1.3863 -0.0133 -1.0% 1.4305
Low 1.3901 1.3863 -0.0038 -0.3% 1.3863
Close 1.3976 1.3863 -0.0113 -0.8% 1.3863
Range 0.0095 0.0000 -0.0095 -100.0% 0.0442
ATR 0.0159 0.0156 -0.0003 -2.1% 0.0000
Volume 89,065 96,892 7,827 8.8% 515,765
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.3863 1.3863 1.3863
R3 1.3863 1.3863 1.3863
R2 1.3863 1.3863 1.3863
R1 1.3863 1.3863 1.3863 1.3863
PP 1.3863 1.3863 1.3863 1.3863
S1 1.3863 1.3863 1.3863 1.3863
S2 1.3863 1.3863 1.3863
S3 1.3863 1.3863 1.3863
S4 1.3863 1.3863 1.3863
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.5336 1.5042 1.4106
R3 1.4894 1.4600 1.3985
R2 1.4452 1.4452 1.3944
R1 1.4158 1.4158 1.3904 1.4084
PP 1.4010 1.4010 1.4010 1.3974
S1 1.3716 1.3716 1.3822 1.3642
S2 1.3568 1.3568 1.3782
S3 1.3126 1.3274 1.3741
S4 1.2684 1.2832 1.3620
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4305 1.3863 0.0442 3.2% 0.0128 0.9% 0% False True 103,153
10 1.4571 1.3863 0.0708 5.1% 0.0144 1.0% 0% False True 99,832
20 1.4674 1.3863 0.0811 5.9% 0.0162 1.2% 0% False True 103,389
40 1.4849 1.3863 0.0986 7.1% 0.0147 1.1% 0% False True 98,525
60 1.5242 1.3863 0.1379 9.9% 0.0136 1.0% 0% False True 82,672
80 1.5488 1.3863 0.1625 11.7% 0.0124 0.9% 0% False True 62,155
100 1.5496 1.3863 0.1633 11.8% 0.0119 0.9% 0% False True 49,731
120 1.5640 1.3863 0.1777 12.8% 0.0115 0.8% 0% False True 41,447
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 159 trading days
Fibonacci Retracements and Extensions
4.250 1.3863
2.618 1.3863
1.618 1.3863
1.000 1.3863
0.618 1.3863
HIGH 1.3863
0.618 1.3863
0.500 1.3863
0.382 1.3863
LOW 1.3863
0.618 1.3863
1.000 1.3863
1.618 1.3863
2.618 1.3863
4.250 1.3863
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 1.3863 1.3945
PP 1.3863 1.3918
S1 1.3863 1.3890

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

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