CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 1.5514 1.5425 -0.0089 -0.6% 1.5425
High 1.5552 1.5512 -0.0040 -0.3% 1.5640
Low 1.5471 1.5331 -0.0140 -0.9% 1.5319
Close 1.5493 1.5354 -0.0139 -0.9% 1.5539
Range 0.0081 0.0181 0.0100 123.5% 0.0321
ATR 0.0101 0.0107 0.0006 5.7% 0.0000
Volume 69 13 -56 -81.2% 252
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5942 1.5829 1.5454
R3 1.5761 1.5648 1.5404
R2 1.5580 1.5580 1.5387
R1 1.5467 1.5467 1.5371 1.5433
PP 1.5399 1.5399 1.5399 1.5382
S1 1.5286 1.5286 1.5337 1.5252
S2 1.5218 1.5218 1.5321
S3 1.5037 1.5105 1.5304
S4 1.4856 1.4924 1.5254
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% 0.0146 0.9% 11% False False 50
10 1.5640 1.5319 0.0321 2.1% 0.0106 0.7% 11% False False 33
20 1.5789 1.5165 0.0624 4.1% 0.0097 0.6% 30% False False 24
40 1.5789 1.5165 0.0624 4.1% 0.0078 0.5% 30% False False 12
60 1.5789 1.5165 0.0624 4.1% 0.0064 0.4% 30% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6281
2.618 1.5986
1.618 1.5805
1.000 1.5693
0.618 1.5624
HIGH 1.5512
0.618 1.5443
0.500 1.5422
0.382 1.5400
LOW 1.5331
0.618 1.5219
1.000 1.5150
1.618 1.5038
2.618 1.4857
4.250 1.4562
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 1.5422 1.5486
PP 1.5399 1.5442
S1 1.5377 1.5398

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.