CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 1.4411 1.4197 -0.0214 -1.5% 1.4335
High 1.4411 1.4202 -0.0209 -1.5% 1.4510
Low 1.4212 1.4100 -0.0112 -0.8% 1.4079
Close 1.4217 1.4128 -0.0089 -0.6% 1.4490
Range 0.0199 0.0102 -0.0097 -48.7% 0.0431
ATR 0.0112 0.0113 0.0000 0.3% 0.0000
Volume 128 11 -117 -91.4% 705
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.4449 1.4391 1.4184
R3 1.4347 1.4289 1.4156
R2 1.4245 1.4245 1.4147
R1 1.4187 1.4187 1.4137 1.4165
PP 1.4143 1.4143 1.4143 1.4133
S1 1.4085 1.4085 1.4119 1.4063
S2 1.4041 1.4041 1.4109
S3 1.3939 1.3983 1.4100
S4 1.3837 1.3881 1.4072
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 1.4100 0.0410 2.9% 0.0131 0.9% 7% False True 123
10 1.4510 1.4079 0.0431 3.1% 0.0114 0.8% 11% False False 109
20 1.4510 1.3880 0.0630 4.5% 0.0086 0.6% 39% False False 81
40 1.4614 1.3880 0.0734 5.2% 0.0061 0.4% 34% False False 43
60 1.4902 1.3880 0.1022 7.2% 0.0044 0.3% 24% False False 32
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4636
2.618 1.4469
1.618 1.4367
1.000 1.4304
0.618 1.4265
HIGH 1.4202
0.618 1.4163
0.500 1.4151
0.382 1.4139
LOW 1.4100
0.618 1.4037
1.000 1.3998
1.618 1.3935
2.618 1.3833
4.250 1.3667
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 1.4151 1.4283
PP 1.4143 1.4231
S1 1.4136 1.4180

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

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