CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 1.4719 1.4678 -0.0041 -0.3% 1.4925
High 1.4727 1.4682 -0.0045 -0.3% 1.4938
Low 1.4638 1.4602 -0.0036 -0.2% 1.4726
Close 1.4665 1.4628 -0.0037 -0.3% 1.4734
Range 0.0089 0.0080 -0.0009 -10.1% 0.0212
ATR 0.0106 0.0104 -0.0002 -1.7% 0.0000
Volume 75,130 72,463 -2,667 -3.5% 179,750
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.4877 1.4833 1.4672
R3 1.4797 1.4753 1.4650
R2 1.4717 1.4717 1.4643
R1 1.4673 1.4673 1.4635 1.4655
PP 1.4637 1.4637 1.4637 1.4629
S1 1.4593 1.4593 1.4621 1.4575
S2 1.4557 1.4557 1.4613
S3 1.4477 1.4513 1.4606
S4 1.4397 1.4433 1.4584
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.5435 1.5297 1.4851
R3 1.5223 1.5085 1.4792
R2 1.5011 1.5011 1.4773
R1 1.4873 1.4873 1.4753 1.4836
PP 1.4799 1.4799 1.4799 1.4781
S1 1.4661 1.4661 1.4715 1.4624
S2 1.4587 1.4587 1.4695
S3 1.4375 1.4449 1.4676
S4 1.4163 1.4237 1.4617
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4849 1.4602 0.0247 1.7% 0.0099 0.7% 11% False True 67,925
10 1.4949 1.4602 0.0347 2.4% 0.0094 0.6% 7% False True 55,254
20 1.5242 1.4602 0.0640 4.4% 0.0105 0.7% 4% False True 65,890
40 1.5337 1.4602 0.0735 5.0% 0.0098 0.7% 4% False True 34,241
60 1.5496 1.4602 0.0894 6.1% 0.0101 0.7% 3% False True 22,862
80 1.5640 1.4602 0.1038 7.1% 0.0103 0.7% 3% False True 17,153
100 1.5789 1.4602 0.1187 8.1% 0.0096 0.7% 2% False True 13,724
120 1.5789 1.4602 0.1187 8.1% 0.0089 0.6% 2% False True 11,437
Crabel Price Patterns
NR True
NR4 True
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 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5022
2.618 1.4891
1.618 1.4811
1.000 1.4762
0.618 1.4731
HIGH 1.4682
0.618 1.4651
0.500 1.4642
0.382 1.4633
LOW 1.4602
0.618 1.4553
1.000 1.4522
1.618 1.4473
2.618 1.4393
4.250 1.4262
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 1.4642 1.4710
PP 1.4637 1.4683
S1 1.4633 1.4655

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

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