CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 21-Sep-2015
Day Change Summary
Previous Current
18-Sep-2015 21-Sep-2015 Change Change % Previous Week
Open 1.5578 1.5514 -0.0064 -0.4% 1.5425
High 1.5640 1.5552 -0.0088 -0.6% 1.5640
Low 1.5503 1.5471 -0.0032 -0.2% 1.5319
Close 1.5539 1.5493 -0.0046 -0.3% 1.5539
Range 0.0137 0.0081 -0.0056 -40.9% 0.0321
ATR 0.0102 0.0101 -0.0002 -1.5% 0.0000
Volume 4 69 65 1,625.0% 252
Daily Pivots for day following 21-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5748 1.5702 1.5538
R3 1.5667 1.5621 1.5515
R2 1.5586 1.5586 1.5508
R1 1.5540 1.5540 1.5500 1.5523
PP 1.5505 1.5505 1.5505 1.5497
S1 1.5459 1.5459 1.5486 1.5442
S2 1.5424 1.5424 1.5478
S3 1.5343 1.5378 1.5471
S4 1.5262 1.5297 1.5448
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.6462 1.6322 1.5716
R3 1.6141 1.6001 1.5627
R2 1.5820 1.5820 1.5598
R1 1.5680 1.5680 1.5568 1.5750
PP 1.5499 1.5499 1.5499 1.5535
S1 1.5359 1.5359 1.5510 1.5429
S2 1.5178 1.5178 1.5480
S3 1.4857 1.5038 1.5451
S4 1.4536 1.4717 1.5362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5640 1.5319 0.0321 2.1% 0.0134 0.9% 54% False False 52
10 1.5640 1.5319 0.0321 2.1% 0.0088 0.6% 54% False False 32
20 1.5789 1.5165 0.0624 4.0% 0.0095 0.6% 53% False False 23
40 1.5789 1.5165 0.0624 4.0% 0.0074 0.5% 53% False False 12
60 1.5789 1.5165 0.0624 4.0% 0.0061 0.4% 53% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5896
2.618 1.5764
1.618 1.5683
1.000 1.5633
0.618 1.5602
HIGH 1.5552
0.618 1.5521
0.500 1.5512
0.382 1.5502
LOW 1.5471
0.618 1.5421
1.000 1.5390
1.618 1.5340
2.618 1.5259
4.250 1.5127
Fisher Pivots for day following 21-Sep-2015
Pivot 1 day 3 day
R1 1.5512 1.5556
PP 1.5505 1.5535
S1 1.5499 1.5514

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.