CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 06-May-2016
Day Change Summary
Previous Current
05-May-2016 06-May-2016 Change Change % Previous Week
Open 1.4491 1.4482 -0.0009 -0.1% 1.4611
High 1.4521 1.4546 0.0025 0.2% 1.4767
Low 1.4458 1.4428 -0.0030 -0.2% 1.4428
Close 1.4485 1.4428 -0.0057 -0.4% 1.4428
Range 0.0063 0.0118 0.0055 87.3% 0.0339
ATR 0.0111 0.0112 0.0000 0.4% 0.0000
Volume 17 27 10 58.8% 348
Daily Pivots for day following 06-May-2016
Classic Woodie Camarilla DeMark
R4 1.4821 1.4743 1.4493
R3 1.4703 1.4625 1.4460
R2 1.4585 1.4585 1.4450
R1 1.4507 1.4507 1.4439 1.4487
PP 1.4467 1.4467 1.4467 1.4458
S1 1.4389 1.4389 1.4417 1.4369
S2 1.4349 1.4349 1.4406
S3 1.4231 1.4271 1.4396
S4 1.4113 1.4153 1.4363
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 1.5558 1.5332 1.4614
R3 1.5219 1.4993 1.4521
R2 1.4880 1.4880 1.4490
R1 1.4654 1.4654 1.4459 1.4598
PP 1.4541 1.4541 1.4541 1.4513
S1 1.4315 1.4315 1.4397 1.4259
S2 1.4202 1.4202 1.4366
S3 1.3863 1.3976 1.4335
S4 1.3524 1.3637 1.4242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4767 1.4428 0.0339 2.3% 0.0115 0.8% 0% False True 69
10 1.4767 1.4428 0.0339 2.3% 0.0111 0.8% 0% False True 87
20 1.4767 1.4112 0.0655 4.5% 0.0107 0.7% 48% False False 101
40 1.4767 1.4030 0.0737 5.1% 0.0111 0.8% 54% False False 88
60 1.4767 1.3880 0.0887 6.1% 0.0090 0.6% 62% False False 69
80 1.4767 1.3880 0.0887 6.1% 0.0073 0.5% 62% False False 54
100 1.5152 1.3880 0.1272 8.8% 0.0061 0.4% 43% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5048
2.618 1.4855
1.618 1.4737
1.000 1.4664
0.618 1.4619
HIGH 1.4546
0.618 1.4501
0.500 1.4487
0.382 1.4473
LOW 1.4428
0.618 1.4355
1.000 1.4310
1.618 1.4237
2.618 1.4119
4.250 1.3927
Fisher Pivots for day following 06-May-2016
Pivot 1 day 3 day
R1 1.4487 1.4497
PP 1.4467 1.4474
S1 1.4448 1.4451

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

View Archives - Comment on this page... - Back to Index of Symbols