CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 29-Feb-2016
Day Change Summary
Previous Current
26-Feb-2016 29-Feb-2016 Change Change % Previous Week
Open 1.4018 1.3880 -0.0138 -1.0% 1.4124
High 1.4018 1.3933 -0.0085 -0.6% 1.4169
Low 1.3880 1.3880 0.0000 0.0% 1.3880
Close 1.3880 1.3933 0.0053 0.4% 1.3880
Range 0.0138 0.0053 -0.0085 -61.6% 0.0289
ATR 0.0099 0.0096 -0.0003 -3.3% 0.0000
Volume 214 2 -212 -99.1% 222
Daily Pivots for day following 29-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.4074 1.4057 1.3962
R3 1.4021 1.4004 1.3948
R2 1.3968 1.3968 1.3943
R1 1.3951 1.3951 1.3938 1.3960
PP 1.3915 1.3915 1.3915 1.3920
S1 1.3898 1.3898 1.3928 1.3907
S2 1.3862 1.3862 1.3923
S3 1.3809 1.3845 1.3918
S4 1.3756 1.3792 1.3904
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.4843 1.4651 1.4039
R3 1.4554 1.4362 1.3959
R2 1.4265 1.4265 1.3933
R1 1.4073 1.4073 1.3906 1.4025
PP 1.3976 1.3976 1.3976 1.3952
S1 1.3784 1.3784 1.3854 1.3736
S2 1.3687 1.3687 1.3827
S3 1.3398 1.3495 1.3801
S4 1.3109 1.3206 1.3721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4124 1.3880 0.0244 1.8% 0.0058 0.4% 22% False True 44
10 1.4392 1.3880 0.0512 3.7% 0.0047 0.3% 10% False True 27
20 1.4614 1.3880 0.0734 5.3% 0.0039 0.3% 7% False True 14
40 1.4748 1.3880 0.0868 6.2% 0.0028 0.2% 6% False True 13
60 1.5239 1.3880 0.1359 9.8% 0.0020 0.1% 4% False True 9
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4158
2.618 1.4072
1.618 1.4019
1.000 1.3986
0.618 1.3966
HIGH 1.3933
0.618 1.3913
0.500 1.3907
0.382 1.3900
LOW 1.3880
0.618 1.3847
1.000 1.3827
1.618 1.3794
2.618 1.3741
4.250 1.3655
Fisher Pivots for day following 29-Feb-2016
Pivot 1 day 3 day
R1 1.3924 1.3949
PP 1.3915 1.3944
S1 1.3907 1.3938

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

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