CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 21-Jun-2016
Day Change Summary
Previous Current
20-Jun-2016 21-Jun-2016 Change Change % Previous Week
Open 1.4467 1.4689 0.0222 1.5% 1.4237
High 1.4730 1.4794 0.0064 0.4% 1.4398
Low 1.4444 1.4623 0.0179 1.2% 1.4021
Close 1.4702 1.4673 -0.0029 -0.2% 1.4360
Range 0.0286 0.0171 -0.0115 -40.2% 0.0377
ATR 0.0167 0.0168 0.0000 0.2% 0.0000
Volume 177,248 165,826 -11,422 -6.4% 773,761
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.5210 1.5112 1.4767
R3 1.5039 1.4941 1.4720
R2 1.4868 1.4868 1.4704
R1 1.4770 1.4770 1.4689 1.4734
PP 1.4697 1.4697 1.4697 1.4678
S1 1.4599 1.4599 1.4657 1.4563
S2 1.4526 1.4526 1.4642
S3 1.4355 1.4428 1.4626
S4 1.4184 1.4257 1.4579
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.5391 1.5252 1.4567
R3 1.5014 1.4875 1.4464
R2 1.4637 1.4637 1.4429
R1 1.4498 1.4498 1.4395 1.4568
PP 1.4260 1.4260 1.4260 1.4294
S1 1.4121 1.4121 1.4325 1.4191
S2 1.3883 1.3883 1.4291
S3 1.3506 1.3744 1.4256
S4 1.3129 1.3367 1.4153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4794 1.4021 0.0773 5.3% 0.0200 1.4% 84% True False 151,662
10 1.4794 1.4021 0.0773 5.3% 0.0183 1.2% 84% True False 145,559
20 1.4794 1.4021 0.0773 5.3% 0.0163 1.1% 84% True False 77,885
40 1.4794 1.4021 0.0773 5.3% 0.0135 0.9% 84% True False 39,301
60 1.4794 1.4021 0.0773 5.3% 0.0125 0.9% 84% True False 26,227
80 1.4794 1.3880 0.0914 6.2% 0.0116 0.8% 87% True False 19,689
100 1.4794 1.3880 0.0914 6.2% 0.0102 0.7% 87% True False 15,754
120 1.4847 1.3880 0.0967 6.6% 0.0086 0.6% 82% False False 13,130
Crabel Price Patterns
NR True
NR4 True
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 0.0034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5521
2.618 1.5242
1.618 1.5071
1.000 1.4965
0.618 1.4900
HIGH 1.4794
0.618 1.4729
0.500 1.4709
0.382 1.4688
LOW 1.4623
0.618 1.4517
1.000 1.4452
1.618 1.4346
2.618 1.4175
4.250 1.3896
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 1.4709 1.4617
PP 1.4697 1.4560
S1 1.4685 1.4504

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

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