CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 10-Jun-2016
Day Change Summary
Previous Current
09-Jun-2016 10-Jun-2016 Change Change % Previous Week
Open 1.4516 1.4466 -0.0050 -0.3% 1.4496
High 1.4536 1.4481 -0.0055 -0.4% 1.4681
Low 1.4455 1.4187 -0.0268 -1.9% 1.4187
Close 1.4492 1.4269 -0.0223 -1.5% 1.4269
Range 0.0081 0.0294 0.0213 263.0% 0.0494
ATR 0.0126 0.0139 0.0013 10.1% 0.0000
Volume 78,218 174,721 96,503 123.4% 417,268
Daily Pivots for day following 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.5194 1.5026 1.4431
R3 1.4900 1.4732 1.4350
R2 1.4606 1.4606 1.4323
R1 1.4438 1.4438 1.4296 1.4375
PP 1.4312 1.4312 1.4312 1.4281
S1 1.4144 1.4144 1.4242 1.4081
S2 1.4018 1.4018 1.4215
S3 1.3724 1.3850 1.4188
S4 1.3430 1.3556 1.4107
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.5861 1.5559 1.4541
R3 1.5367 1.5065 1.4405
R2 1.4873 1.4873 1.4360
R1 1.4571 1.4571 1.4314 1.4475
PP 1.4379 1.4379 1.4379 1.4331
S1 1.4077 1.4077 1.4224 1.3981
S2 1.3885 1.3885 1.4178
S3 1.3391 1.3583 1.4133
S4 1.2897 1.3089 1.3997
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4681 1.4187 0.0494 3.5% 0.0166 1.2% 17% False True 83,453
10 1.4736 1.4187 0.0549 3.8% 0.0153 1.1% 15% False True 43,886
20 1.4750 1.4187 0.0563 3.9% 0.0135 0.9% 15% False True 22,671
40 1.4767 1.4154 0.0613 4.3% 0.0119 0.8% 19% False False 11,394
60 1.4767 1.4030 0.0737 5.2% 0.0117 0.8% 32% False False 7,625
80 1.4767 1.3880 0.0887 6.2% 0.0104 0.7% 44% False False 5,732
100 1.4767 1.3880 0.0887 6.2% 0.0088 0.6% 44% False False 4,587
120 1.4957 1.3880 0.1077 7.5% 0.0075 0.5% 36% False False 3,823
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 134 trading days
Fibonacci Retracements and Extensions
4.250 1.5731
2.618 1.5251
1.618 1.4957
1.000 1.4775
0.618 1.4663
HIGH 1.4481
0.618 1.4369
0.500 1.4334
0.382 1.4299
LOW 1.4187
0.618 1.4005
1.000 1.3893
1.618 1.3711
2.618 1.3417
4.250 1.2938
Fisher Pivots for day following 10-Jun-2016
Pivot 1 day 3 day
R1 1.4334 1.4400
PP 1.4312 1.4356
S1 1.4291 1.4313

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

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