CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 1.4466 1.4548 0.0082 0.6% 1.4618
High 1.4681 1.4612 -0.0069 -0.5% 1.4736
Low 1.4459 1.4510 0.0051 0.4% 1.4399
Close 1.4563 1.4514 -0.0049 -0.3% 1.4525
Range 0.0222 0.0102 -0.0120 -54.1% 0.0337
ATR 0.0132 0.0130 -0.0002 -1.6% 0.0000
Volume 50,920 85,822 34,902 68.5% 18,941
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.4851 1.4785 1.4570
R3 1.4749 1.4683 1.4542
R2 1.4647 1.4647 1.4533
R1 1.4581 1.4581 1.4523 1.4563
PP 1.4545 1.4545 1.4545 1.4537
S1 1.4479 1.4479 1.4505 1.4461
S2 1.4443 1.4443 1.4495
S3 1.4341 1.4377 1.4486
S4 1.4239 1.4275 1.4458
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.5564 1.5382 1.4710
R3 1.5227 1.5045 1.4618
R2 1.4890 1.4890 1.4587
R1 1.4708 1.4708 1.4556 1.4631
PP 1.4553 1.4553 1.4553 1.4515
S1 1.4371 1.4371 1.4494 1.4294
S2 1.4216 1.4216 1.4463
S3 1.3879 1.4034 1.4432
S4 1.3542 1.3697 1.4340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4681 1.4363 0.0318 2.2% 0.0139 1.0% 47% False False 35,733
10 1.4750 1.4363 0.0387 2.7% 0.0138 0.9% 39% False False 18,702
20 1.4750 1.4343 0.0407 2.8% 0.0125 0.9% 42% False False 10,042
40 1.4767 1.4112 0.0655 4.5% 0.0113 0.8% 61% False False 5,074
60 1.4767 1.4030 0.0737 5.1% 0.0116 0.8% 66% False False 3,416
80 1.4767 1.3880 0.0887 6.1% 0.0100 0.7% 71% False False 2,570
100 1.4767 1.3880 0.0887 6.1% 0.0085 0.6% 71% False False 2,058
120 1.5078 1.3880 0.1198 8.3% 0.0073 0.5% 53% False False 1,715
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5046
2.618 1.4879
1.618 1.4777
1.000 1.4714
0.618 1.4675
HIGH 1.4612
0.618 1.4573
0.500 1.4561
0.382 1.4549
LOW 1.4510
0.618 1.4447
1.000 1.4408
1.618 1.4345
2.618 1.4243
4.250 1.4077
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 1.4561 1.4522
PP 1.4545 1.4519
S1 1.4530 1.4517

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

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