CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 09-Jun-2016
Day Change Summary
Previous Current
08-Jun-2016 09-Jun-2016 Change Change % Previous Week
Open 1.4548 1.4516 -0.0032 -0.2% 1.4618
High 1.4612 1.4536 -0.0076 -0.5% 1.4736
Low 1.4510 1.4455 -0.0055 -0.4% 1.4399
Close 1.4514 1.4492 -0.0022 -0.2% 1.4525
Range 0.0102 0.0081 -0.0021 -20.6% 0.0337
ATR 0.0130 0.0126 -0.0003 -2.7% 0.0000
Volume 85,822 78,218 -7,604 -8.9% 18,941
Daily Pivots for day following 09-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.4737 1.4696 1.4537
R3 1.4656 1.4615 1.4514
R2 1.4575 1.4575 1.4507
R1 1.4534 1.4534 1.4499 1.4514
PP 1.4494 1.4494 1.4494 1.4485
S1 1.4453 1.4453 1.4485 1.4433
S2 1.4413 1.4413 1.4477
S3 1.4332 1.4372 1.4470
S4 1.4251 1.4291 1.4447
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% 0.0143 1.0% 41% False False 50,993
10 1.4750 1.4363 0.0387 2.7% 0.0134 0.9% 33% False False 26,462
20 1.4750 1.4343 0.0407 2.8% 0.0126 0.9% 37% False False 13,943
40 1.4767 1.4112 0.0655 4.5% 0.0114 0.8% 58% False False 7,027
60 1.4767 1.4030 0.0737 5.1% 0.0115 0.8% 63% False False 4,719
80 1.4767 1.3880 0.0887 6.1% 0.0101 0.7% 69% False False 3,548
100 1.4767 1.3880 0.0887 6.1% 0.0085 0.6% 69% False False 2,839
120 1.4957 1.3880 0.1077 7.4% 0.0073 0.5% 57% False False 2,367
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 0.0028
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4880
2.618 1.4748
1.618 1.4667
1.000 1.4617
0.618 1.4586
HIGH 1.4536
0.618 1.4505
0.500 1.4496
0.382 1.4486
LOW 1.4455
0.618 1.4405
1.000 1.4374
1.618 1.4324
2.618 1.4243
4.250 1.4111
Fisher Pivots for day following 09-Jun-2016
Pivot 1 day 3 day
R1 1.4496 1.4568
PP 1.4494 1.4543
S1 1.4493 1.4517

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

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