CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 1.4268 1.4499 0.0231 1.6% 1.4335
High 1.4505 1.4510 0.0005 0.0% 1.4510
Low 1.4268 1.4457 0.0189 1.3% 1.4079
Close 1.4493 1.4490 -0.0003 0.0% 1.4490
Range 0.0237 0.0053 -0.0184 -77.6% 0.0431
ATR 0.0111 0.0107 -0.0004 -3.7% 0.0000
Volume 235 24 -211 -89.8% 705
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.4645 1.4620 1.4519
R3 1.4592 1.4567 1.4505
R2 1.4539 1.4539 1.4500
R1 1.4514 1.4514 1.4495 1.4500
PP 1.4486 1.4486 1.4486 1.4479
S1 1.4461 1.4461 1.4485 1.4447
S2 1.4433 1.4433 1.4480
S3 1.4380 1.4408 1.4475
S4 1.4327 1.4355 1.4461
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.5653 1.5502 1.4727
R3 1.5222 1.5071 1.4609
R2 1.4791 1.4791 1.4569
R1 1.4640 1.4640 1.4530 1.4716
PP 1.4360 1.4360 1.4360 1.4397
S1 1.4209 1.4209 1.4450 1.4285
S2 1.3929 1.3929 1.4411
S3 1.3498 1.3778 1.4371
S4 1.3067 1.3347 1.4253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4510 1.4079 0.0431 3.0% 0.0122 0.8% 95% True False 141
10 1.4510 1.4079 0.0431 3.0% 0.0093 0.6% 95% True False 86
20 1.4510 1.3880 0.0630 4.3% 0.0075 0.5% 97% True False 64
40 1.4614 1.3880 0.0734 5.1% 0.0052 0.4% 83% False False 34
60 1.4957 1.3880 0.1077 7.4% 0.0038 0.3% 57% False False 26
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4735
2.618 1.4649
1.618 1.4596
1.000 1.4563
0.618 1.4543
HIGH 1.4510
0.618 1.4490
0.500 1.4484
0.382 1.4477
LOW 1.4457
0.618 1.4424
1.000 1.4404
1.618 1.4371
2.618 1.4318
4.250 1.4232
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 1.4488 1.4425
PP 1.4486 1.4360
S1 1.4484 1.4295

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

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