CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 06-Jun-2016
Day Change Summary
Previous Current
03-Jun-2016 06-Jun-2016 Change Change % Previous Week
Open 1.4538 1.4433 -0.0105 -0.7% 1.4629
High 1.4538 1.4483 -0.0055 -0.4% 1.4629
Low 1.4538 1.4433 -0.0105 -0.7% 1.4428
Close 1.4538 1.4483 -0.0055 -0.4% 1.4538
Range 0.0000 0.0050 0.0050 0.0201
ATR 0.0074 0.0076 0.0002 3.0% 0.0000
Volume 8 235 227 2,837.5% 49
Daily Pivots for day following 06-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.4616 1.4600 1.4511
R3 1.4566 1.4550 1.4497
R2 1.4516 1.4516 1.4492
R1 1.4500 1.4500 1.4488 1.4508
PP 1.4466 1.4466 1.4466 1.4471
S1 1.4450 1.4450 1.4478 1.4458
S2 1.4416 1.4416 1.4474
S3 1.4366 1.4400 1.4469
S4 1.4316 1.4350 1.4456
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.5135 1.5037 1.4649
R3 1.4934 1.4836 1.4593
R2 1.4733 1.4733 1.4575
R1 1.4635 1.4635 1.4556 1.4584
PP 1.4532 1.4532 1.4532 1.4506
S1 1.4434 1.4434 1.4520 1.4383
S2 1.4331 1.4331 1.4501
S3 1.4130 1.4233 1.4483
S4 1.3929 1.4032 1.4427
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4629 1.4428 0.0201 1.4% 0.0038 0.3% 27% False False 56
10 1.4745 1.4428 0.0317 2.2% 0.0045 0.3% 17% False False 31
20 1.4745 1.4385 0.0360 2.5% 0.0025 0.2% 27% False False 21
40 1.4745 1.4158 0.0587 4.1% 0.0033 0.2% 55% False False 21
60 1.4745 1.4085 0.0660 4.6% 0.0029 0.2% 60% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4696
2.618 1.4614
1.618 1.4564
1.000 1.4533
0.618 1.4514
HIGH 1.4483
0.618 1.4464
0.500 1.4458
0.382 1.4452
LOW 1.4433
0.618 1.4402
1.000 1.4383
1.618 1.4352
2.618 1.4302
4.250 1.4221
Fisher Pivots for day following 06-Jun-2016
Pivot 1 day 3 day
R1 1.4475 1.4486
PP 1.4466 1.4485
S1 1.4458 1.4484

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

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