CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 1.4335 1.4293 -0.0042 -0.3% 1.4242
High 1.4335 1.4293 -0.0042 -0.3% 1.4428
Low 1.4313 1.4168 -0.0145 -1.0% 1.4180
Close 1.4313 1.4172 -0.0141 -1.0% 1.4402
Range 0.0022 0.0125 0.0103 468.2% 0.0248
ATR 0.0090 0.0093 0.0004 4.4% 0.0000
Volume 39 36 -3 -7.7% 155
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.4586 1.4504 1.4241
R3 1.4461 1.4379 1.4206
R2 1.4336 1.4336 1.4195
R1 1.4254 1.4254 1.4183 1.4233
PP 1.4211 1.4211 1.4211 1.4200
S1 1.4129 1.4129 1.4161 1.4108
S2 1.4086 1.4086 1.4149
S3 1.3961 1.4004 1.4138
S4 1.3836 1.3879 1.4103
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.5081 1.4989 1.4538
R3 1.4833 1.4741 1.4470
R2 1.4585 1.4585 1.4447
R1 1.4493 1.4493 1.4425 1.4539
PP 1.4337 1.4337 1.4337 1.4360
S1 1.4245 1.4245 1.4379 1.4291
S2 1.4089 1.4089 1.4357
S3 1.3841 1.3997 1.4334
S4 1.3593 1.3749 1.4266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4428 1.4168 0.0260 1.8% 0.0069 0.5% 2% False True 43
10 1.4428 1.3994 0.0434 3.1% 0.0070 0.5% 41% False False 43
20 1.4428 1.3880 0.0548 3.9% 0.0057 0.4% 53% False False 34
40 1.4614 1.3880 0.0734 5.2% 0.0041 0.3% 40% False False 20
60 1.4957 1.3880 0.1077 7.6% 0.0031 0.2% 27% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4824
2.618 1.4620
1.618 1.4495
1.000 1.4418
0.618 1.4370
HIGH 1.4293
0.618 1.4245
0.500 1.4231
0.382 1.4216
LOW 1.4168
0.618 1.4091
1.000 1.4043
1.618 1.3966
2.618 1.3841
4.250 1.3637
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 1.4231 1.4298
PP 1.4211 1.4256
S1 1.4192 1.4214

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

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