CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 26-May-2016
Day Change Summary
Previous Current
25-May-2016 26-May-2016 Change Change % Previous Week
Open 1.4629 1.4723 0.0094 0.6% 1.4356
High 1.4737 1.4750 0.0013 0.1% 1.4667
Low 1.4616 1.4654 0.0038 0.3% 1.4343
Close 1.4732 1.4675 -0.0057 -0.4% 1.4515
Range 0.0121 0.0096 -0.0025 -20.7% 0.0324
ATR 0.0115 0.0114 -0.0001 -1.2% 0.0000
Volume 619 482 -137 -22.1% 11,294
Daily Pivots for day following 26-May-2016
Classic Woodie Camarilla DeMark
R4 1.4981 1.4924 1.4728
R3 1.4885 1.4828 1.4701
R2 1.4789 1.4789 1.4693
R1 1.4732 1.4732 1.4684 1.4713
PP 1.4693 1.4693 1.4693 1.4683
S1 1.4636 1.4636 1.4666 1.4617
S2 1.4597 1.4597 1.4657
S3 1.4501 1.4540 1.4649
S4 1.4405 1.4444 1.4622
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 1.5480 1.5322 1.4693
R3 1.5156 1.4998 1.4604
R2 1.4832 1.4832 1.4574
R1 1.4674 1.4674 1.4545 1.4753
PP 1.4508 1.4508 1.4508 1.4548
S1 1.4350 1.4350 1.4485 1.4429
S2 1.4184 1.4184 1.4456
S3 1.3860 1.4026 1.4426
S4 1.3536 1.3702 1.4337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4750 1.4451 0.0299 2.0% 0.0118 0.8% 75% True False 1,242
10 1.4750 1.4343 0.0407 2.8% 0.0118 0.8% 82% True False 1,455
20 1.4767 1.4343 0.0424 2.9% 0.0108 0.7% 78% False False 801
40 1.4767 1.4030 0.0737 5.0% 0.0107 0.7% 88% False False 445
60 1.4767 1.4030 0.0737 5.0% 0.0104 0.7% 88% False False 321
80 1.4767 1.3880 0.0887 6.0% 0.0089 0.6% 90% False False 246
100 1.4767 1.3880 0.0887 6.0% 0.0075 0.5% 90% False False 199
120 1.5239 1.3880 0.1359 9.3% 0.0063 0.4% 58% False False 166
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5158
2.618 1.5001
1.618 1.4905
1.000 1.4846
0.618 1.4809
HIGH 1.4750
0.618 1.4713
0.500 1.4702
0.382 1.4691
LOW 1.4654
0.618 1.4595
1.000 1.4558
1.618 1.4499
2.618 1.4403
4.250 1.4246
Fisher Pivots for day following 26-May-2016
Pivot 1 day 3 day
R1 1.4702 1.4657
PP 1.4693 1.4640
S1 1.4684 1.4622

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

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