CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 1.4120 1.4268 0.0148 1.0% 1.4242
High 1.4250 1.4505 0.0255 1.8% 1.4428
Low 1.4079 1.4268 0.0189 1.3% 1.4180
Close 1.4239 1.4493 0.0254 1.8% 1.4402
Range 0.0171 0.0237 0.0066 38.6% 0.0248
ATR 0.0099 0.0111 0.0012 12.0% 0.0000
Volume 371 235 -136 -36.7% 155
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.5133 1.5050 1.4623
R3 1.4896 1.4813 1.4558
R2 1.4659 1.4659 1.4536
R1 1.4576 1.4576 1.4515 1.4618
PP 1.4422 1.4422 1.4422 1.4443
S1 1.4339 1.4339 1.4471 1.4381
S2 1.4185 1.4185 1.4450
S3 1.3948 1.4102 1.4428
S4 1.3711 1.3865 1.4363
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 1.4505 1.4079 0.0426 2.9% 0.0139 1.0% 97% True False 139
10 1.4505 1.4079 0.0426 2.9% 0.0094 0.6% 97% True False 86
20 1.4505 1.3880 0.0625 4.3% 0.0072 0.5% 98% True False 64
40 1.4614 1.3880 0.0734 5.1% 0.0051 0.4% 84% False False 36
60 1.4957 1.3880 0.1077 7.4% 0.0037 0.3% 57% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 1.5512
2.618 1.5125
1.618 1.4888
1.000 1.4742
0.618 1.4651
HIGH 1.4505
0.618 1.4414
0.500 1.4387
0.382 1.4359
LOW 1.4268
0.618 1.4122
1.000 1.4031
1.618 1.3885
2.618 1.3648
4.250 1.3261
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 1.4458 1.4426
PP 1.4422 1.4359
S1 1.4387 1.4292

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

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