CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 01-Jun-2016
Day Change Summary
Previous Current
31-May-2016 01-Jun-2016 Change Change % Previous Week
Open 1.4618 1.4496 -0.0122 -0.8% 1.4506
High 1.4736 1.4519 -0.0217 -1.5% 1.4750
Low 1.4477 1.4399 -0.0078 -0.5% 1.4451
Close 1.4478 1.4418 -0.0060 -0.4% 1.4647
Range 0.0259 0.0120 -0.0139 -53.7% 0.0299
ATR 0.0122 0.0122 0.0000 -0.1% 0.0000
Volume 2,741 1,863 -878 -32.0% 5,212
Daily Pivots for day following 01-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.4805 1.4732 1.4484
R3 1.4685 1.4612 1.4451
R2 1.4565 1.4565 1.4440
R1 1.4492 1.4492 1.4429 1.4469
PP 1.4445 1.4445 1.4445 1.4434
S1 1.4372 1.4372 1.4407 1.4349
S2 1.4325 1.4325 1.4396
S3 1.4205 1.4252 1.4385
S4 1.4085 1.4132 1.4352
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 1.5513 1.5379 1.4811
R3 1.5214 1.5080 1.4729
R2 1.4915 1.4915 1.4702
R1 1.4781 1.4781 1.4674 1.4848
PP 1.4616 1.4616 1.4616 1.4650
S1 1.4482 1.4482 1.4620 1.4549
S2 1.4317 1.4317 1.4592
S3 1.4018 1.4183 1.4565
S4 1.3719 1.3884 1.4483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4750 1.4399 0.0351 2.4% 0.0136 0.9% 5% False True 1,672
10 1.4750 1.4399 0.0351 2.4% 0.0137 0.9% 5% False True 2,056
20 1.4750 1.4343 0.0407 2.8% 0.0111 0.8% 18% False False 1,150
40 1.4767 1.4030 0.0737 5.1% 0.0110 0.8% 53% False False 624
60 1.4767 1.4030 0.0737 5.1% 0.0108 0.7% 53% False False 441
80 1.4767 1.3880 0.0887 6.2% 0.0093 0.6% 61% False False 337
100 1.4767 1.3880 0.0887 6.2% 0.0079 0.5% 61% False False 271
120 1.5239 1.3880 0.1359 9.4% 0.0067 0.5% 40% False False 227
Crabel Price Patterns
NR True
NR4 False
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 0.0035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5029
2.618 1.4833
1.618 1.4713
1.000 1.4639
0.618 1.4593
HIGH 1.4519
0.618 1.4473
0.500 1.4459
0.382 1.4445
LOW 1.4399
0.618 1.4325
1.000 1.4279
1.618 1.4205
2.618 1.4085
4.250 1.3889
Fisher Pivots for day following 01-Jun-2016
Pivot 1 day 3 day
R1 1.4459 1.4568
PP 1.4445 1.4518
S1 1.4432 1.4468

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

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