CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 1.5213 1.5183 -0.0030 -0.2% 1.5514
High 1.5248 1.5230 -0.0018 -0.1% 1.5552
Low 1.5128 1.5150 0.0022 0.1% 1.5128
Close 1.5183 1.5161 -0.0022 -0.1% 1.5183
Range 0.0120 0.0080 -0.0040 -33.3% 0.0424
ATR 0.0108 0.0106 -0.0002 -1.9% 0.0000
Volume 29 12 -17 -58.6% 136
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.5420 1.5371 1.5205
R3 1.5340 1.5291 1.5183
R2 1.5260 1.5260 1.5176
R1 1.5211 1.5211 1.5168 1.5196
PP 1.5180 1.5180 1.5180 1.5173
S1 1.5131 1.5131 1.5154 1.5116
S2 1.5100 1.5100 1.5146
S3 1.5020 1.5051 1.5139
S4 1.4940 1.4971 1.5117
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.6560 1.6295 1.5416
R3 1.6136 1.5871 1.5300
R2 1.5712 1.5712 1.5261
R1 1.5447 1.5447 1.5222 1.5368
PP 1.5288 1.5288 1.5288 1.5248
S1 1.5023 1.5023 1.5144 1.4944
S2 1.4864 1.4864 1.5105
S3 1.4440 1.4599 1.5066
S4 1.4016 1.4175 1.4950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5512 1.5128 0.0384 2.5% 0.0114 0.8% 9% False False 15
10 1.5640 1.5128 0.0512 3.4% 0.0124 0.8% 6% False False 34
20 1.5640 1.5128 0.0512 3.4% 0.0089 0.6% 6% False False 27
40 1.5789 1.5128 0.0661 4.4% 0.0084 0.6% 5% False False 14
60 1.5789 1.5128 0.0661 4.4% 0.0070 0.5% 5% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.5570
2.618 1.5439
1.618 1.5359
1.000 1.5310
0.618 1.5279
HIGH 1.5230
0.618 1.5199
0.500 1.5190
0.382 1.5181
LOW 1.5150
0.618 1.5101
1.000 1.5070
1.618 1.5021
2.618 1.4941
4.250 1.4810
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 1.5190 1.5202
PP 1.5180 1.5188
S1 1.5171 1.5175

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

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