CME British Pound Future December 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 1.4629 1.4428 -0.0201 -1.4% 1.4553
High 1.4629 1.4433 -0.0196 -1.3% 1.4745
Low 1.4492 1.4428 -0.0064 -0.4% 1.4511
Close 1.4492 1.4433 -0.0059 -0.4% 1.4661
Range 0.0137 0.0005 -0.0132 -96.4% 0.0234
ATR 0.0078 0.0077 -0.0001 -1.3% 0.0000
Volume 11 30 19 172.7% 35
Daily Pivots for day following 01-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.4446 1.4445 1.4436
R3 1.4441 1.4440 1.4434
R2 1.4436 1.4436 1.4434
R1 1.4435 1.4435 1.4433 1.4436
PP 1.4431 1.4431 1.4431 1.4432
S1 1.4430 1.4430 1.4433 1.4431
S2 1.4426 1.4426 1.4432
S3 1.4421 1.4425 1.4432
S4 1.4416 1.4420 1.4430
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 1.5341 1.5235 1.4790
R3 1.5107 1.5001 1.4725
R2 1.4873 1.4873 1.4704
R1 1.4767 1.4767 1.4682 1.4820
PP 1.4639 1.4639 1.4639 1.4666
S1 1.4533 1.4533 1.4640 1.4586
S2 1.4405 1.4405 1.4618
S3 1.4171 1.4299 1.4597
S4 1.3937 1.4065 1.4532
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4745 1.4428 0.0317 2.2% 0.0052 0.4% 2% False True 13
10 1.4745 1.4428 0.0317 2.2% 0.0043 0.3% 2% False True 17
20 1.4745 1.4385 0.0360 2.5% 0.0025 0.2% 13% False False 9
40 1.4745 1.4085 0.0660 4.6% 0.0032 0.2% 53% False False 18
60 1.4745 1.4085 0.0660 4.6% 0.0029 0.2% 53% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.4454
2.618 1.4446
1.618 1.4441
1.000 1.4438
0.618 1.4436
HIGH 1.4433
0.618 1.4431
0.500 1.4431
0.382 1.4430
LOW 1.4428
0.618 1.4425
1.000 1.4423
1.618 1.4420
2.618 1.4415
4.250 1.4407
Fisher Pivots for day following 01-Jun-2016
Pivot 1 day 3 day
R1 1.4432 1.4545
PP 1.4431 1.4507
S1 1.4431 1.4470

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

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