CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 24-Feb-2016
Day Change Summary
Previous Current
23-Feb-2016 24-Feb-2016 Change Change % Previous Week
Open 1.4124 1.3932 -0.0192 -1.4% 1.4320
High 1.4124 1.3932 -0.0192 -1.4% 1.4392
Low 1.4034 1.3932 -0.0102 -0.7% 1.4251
Close 1.4034 1.3932 -0.0102 -0.7% 1.4376
Range 0.0090 0.0000 -0.0090 -100.0% 0.0141
ATR 0.0099 0.0099 0.0000 0.2% 0.0000
Volume 5 0 -5 -100.0% 51
Daily Pivots for day following 24-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.3932 1.3932 1.3932
R3 1.3932 1.3932 1.3932
R2 1.3932 1.3932 1.3932
R1 1.3932 1.3932 1.3932 1.3932
PP 1.3932 1.3932 1.3932 1.3932
S1 1.3932 1.3932 1.3932 1.3932
S2 1.3932 1.3932 1.3932
S3 1.3932 1.3932 1.3932
S4 1.3932 1.3932 1.3932
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.4763 1.4710 1.4454
R3 1.4622 1.4569 1.4415
R2 1.4481 1.4481 1.4402
R1 1.4428 1.4428 1.4389 1.4455
PP 1.4340 1.4340 1.4340 1.4353
S1 1.4287 1.4287 1.4363 1.4314
S2 1.4199 1.4199 1.4350
S3 1.4058 1.4146 1.4337
S4 1.3917 1.4005 1.4298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4392 1.3932 0.0460 3.3% 0.0039 0.3% 0% False True 8
10 1.4546 1.3932 0.0614 4.4% 0.0036 0.3% 0% False True 7
20 1.4614 1.3932 0.0682 4.9% 0.0036 0.3% 0% False True 4
40 1.4902 1.3932 0.0970 7.0% 0.0023 0.2% 0% False True 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3932
2.618 1.3932
1.618 1.3932
1.000 1.3932
0.618 1.3932
HIGH 1.3932
0.618 1.3932
0.500 1.3932
0.382 1.3932
LOW 1.3932
0.618 1.3932
1.000 1.3932
1.618 1.3932
2.618 1.3932
4.250 1.3932
Fisher Pivots for day following 24-Feb-2016
Pivot 1 day 3 day
R1 1.3932 1.4051
PP 1.3932 1.4011
S1 1.3932 1.3972

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

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