CME British Pound Future March 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 1.4419 1.4418 -0.0001 0.0% 1.4509
High 1.4445 1.4427 -0.0018 -0.1% 1.4604
Low 1.4361 1.4252 -0.0109 -0.8% 1.4252
Close 1.4405 1.4262 -0.0143 -1.0% 1.4262
Range 0.0084 0.0175 0.0091 108.3% 0.0352
ATR 0.0111 0.0116 0.0005 4.1% 0.0000
Volume 80,803 97,202 16,399 20.3% 449,016
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.4839 1.4725 1.4358
R3 1.4664 1.4550 1.4310
R2 1.4489 1.4489 1.4294
R1 1.4375 1.4375 1.4278 1.4345
PP 1.4314 1.4314 1.4314 1.4298
S1 1.4200 1.4200 1.4246 1.4170
S2 1.4139 1.4139 1.4230
S3 1.3964 1.4025 1.4214
S4 1.3789 1.3850 1.4166
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.5429 1.5197 1.4456
R3 1.5077 1.4845 1.4359
R2 1.4725 1.4725 1.4327
R1 1.4493 1.4493 1.4294 1.4433
PP 1.4373 1.4373 1.4373 1.4343
S1 1.4141 1.4141 1.4230 1.4081
S2 1.4021 1.4021 1.4197
S3 1.3669 1.3789 1.4165
S4 1.3317 1.3437 1.4068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4604 1.4252 0.0352 2.5% 0.0134 0.9% 3% False True 89,803
10 1.4818 1.4252 0.0566 4.0% 0.0124 0.9% 2% False True 89,604
20 1.5020 1.4252 0.0768 5.4% 0.0107 0.7% 1% False True 71,697
40 1.5337 1.4252 0.1085 7.6% 0.0109 0.8% 1% False True 50,452
60 1.5496 1.4252 0.1244 8.7% 0.0104 0.7% 1% False True 33,734
80 1.5496 1.4252 0.1244 8.7% 0.0103 0.7% 1% False True 25,305
100 1.5789 1.4252 0.1537 10.8% 0.0102 0.7% 1% False True 20,249
120 1.5789 1.4252 0.1537 10.8% 0.0094 0.7% 1% False True 16,874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5171
2.618 1.4885
1.618 1.4710
1.000 1.4602
0.618 1.4535
HIGH 1.4427
0.618 1.4360
0.500 1.4340
0.382 1.4319
LOW 1.4252
0.618 1.4144
1.000 1.4077
1.618 1.3969
2.618 1.3794
4.250 1.3508
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 1.4340 1.4365
PP 1.4314 1.4330
S1 1.4288 1.4296

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

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