CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 1.4546 1.4521 -0.0025 -0.2% 1.4456
High 1.4546 1.4521 -0.0025 -0.2% 1.4614
Low 1.4546 1.4425 -0.0121 -0.8% 1.4427
Close 1.4546 1.4488 -0.0058 -0.4% 1.4513
Range 0.0000 0.0096 0.0096 0.0187
ATR 0.0078 0.0081 0.0003 4.0% 0.0000
Volume 0 16 16 1
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.4766 1.4723 1.4541
R3 1.4670 1.4627 1.4514
R2 1.4574 1.4574 1.4506
R1 1.4531 1.4531 1.4497 1.4505
PP 1.4478 1.4478 1.4478 1.4465
S1 1.4435 1.4435 1.4479 1.4409
S2 1.4382 1.4382 1.4470
S3 1.4286 1.4339 1.4462
S4 1.4190 1.4243 1.4435
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.5079 1.4983 1.4616
R3 1.4892 1.4796 1.4564
R2 1.4705 1.4705 1.4547
R1 1.4609 1.4609 1.4530 1.4657
PP 1.4518 1.4518 1.4518 1.4542
S1 1.4422 1.4422 1.4496 1.4470
S2 1.4331 1.4331 1.4479
S3 1.4144 1.4235 1.4462
S4 1.3957 1.4048 1.4410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4546 1.4425 0.0121 0.8% 0.0034 0.2% 52% False True 3
10 1.4614 1.4255 0.0359 2.5% 0.0044 0.3% 65% False False 2
20 1.4614 1.4158 0.0456 3.1% 0.0024 0.2% 72% False False 10
40 1.5078 1.4158 0.0920 6.4% 0.0018 0.1% 36% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4929
2.618 1.4772
1.618 1.4676
1.000 1.4617
0.618 1.4580
HIGH 1.4521
0.618 1.4484
0.500 1.4473
0.382 1.4462
LOW 1.4425
0.618 1.4366
1.000 1.4329
1.618 1.4270
2.618 1.4174
4.250 1.4017
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 1.4483 1.4487
PP 1.4478 1.4486
S1 1.4473 1.4486

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

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