CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 1.4164 1.4242 0.0078 0.6% 1.3880
High 1.4231 1.4281 0.0050 0.4% 1.4231
Low 1.4164 1.4180 0.0016 0.1% 1.3880
Close 1.4231 1.4281 0.0050 0.4% 1.4231
Range 0.0067 0.0101 0.0034 50.7% 0.0351
ATR 0.0092 0.0093 0.0001 0.7% 0.0000
Volume 30 2 -28 -93.3% 205
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.4550 1.4517 1.4337
R3 1.4449 1.4416 1.4309
R2 1.4348 1.4348 1.4300
R1 1.4315 1.4315 1.4290 1.4332
PP 1.4247 1.4247 1.4247 1.4256
S1 1.4214 1.4214 1.4272 1.4231
S2 1.4146 1.4146 1.4262
S3 1.4045 1.4113 1.4253
S4 1.3944 1.4012 1.4225
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.5167 1.5050 1.4424
R3 1.4816 1.4699 1.4328
R2 1.4465 1.4465 1.4295
R1 1.4348 1.4348 1.4263 1.4407
PP 1.4114 1.4114 1.4114 1.4143
S1 1.3997 1.3997 1.4199 1.4056
S2 1.3763 1.3763 1.4167
S3 1.3412 1.3646 1.4134
S4 1.3061 1.3295 1.4038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4281 1.3970 0.0311 2.2% 0.0067 0.5% 100% True False 41
10 1.4281 1.3880 0.0401 2.8% 0.0063 0.4% 100% True False 42
20 1.4546 1.3880 0.0666 4.7% 0.0049 0.3% 60% False False 24
40 1.4633 1.3880 0.0753 5.3% 0.0035 0.2% 53% False False 17
60 1.5239 1.3880 0.1359 9.5% 0.0026 0.2% 30% False False 12
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 0.0004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4710
2.618 1.4545
1.618 1.4444
1.000 1.4382
0.618 1.4343
HIGH 1.4281
0.618 1.4242
0.500 1.4231
0.382 1.4219
LOW 1.4180
0.618 1.4118
1.000 1.4079
1.618 1.4017
2.618 1.3916
4.250 1.3751
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 1.4264 1.4254
PP 1.4247 1.4227
S1 1.4231 1.4201

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

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