CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 1.5425 1.5318 -0.0107 -0.7% 1.5425
High 1.5512 1.5319 -0.0193 -1.2% 1.5640
Low 1.5331 1.5211 -0.0120 -0.8% 1.5319
Close 1.5354 1.5249 -0.0105 -0.7% 1.5539
Range 0.0181 0.0108 -0.0073 -40.3% 0.0321
ATR 0.0107 0.0109 0.0003 2.4% 0.0000
Volume 13 14 1 7.7% 252
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5584 1.5524 1.5308
R3 1.5476 1.5416 1.5279
R2 1.5368 1.5368 1.5269
R1 1.5308 1.5308 1.5259 1.5284
PP 1.5260 1.5260 1.5260 1.5248
S1 1.5200 1.5200 1.5239 1.5176
S2 1.5152 1.5152 1.5229
S3 1.5044 1.5092 1.5219
S4 1.4936 1.4984 1.5190
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 1.5211 0.0429 2.8% 0.0128 0.8% 9% False True 45
10 1.5640 1.5211 0.0429 2.8% 0.0116 0.8% 9% False True 35
20 1.5691 1.5165 0.0526 3.4% 0.0096 0.6% 16% False False 24
40 1.5789 1.5165 0.0624 4.1% 0.0080 0.5% 13% False False 12
60 1.5789 1.5165 0.0624 4.1% 0.0066 0.4% 13% False False 8
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 0.0030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5778
2.618 1.5602
1.618 1.5494
1.000 1.5427
0.618 1.5386
HIGH 1.5319
0.618 1.5278
0.500 1.5265
0.382 1.5252
LOW 1.5211
0.618 1.5144
1.000 1.5103
1.618 1.5036
2.618 1.4928
4.250 1.4752
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 1.5265 1.5382
PP 1.5260 1.5337
S1 1.5254 1.5293

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

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