CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 14-Jun-2016
Day Change Summary
Previous Current
13-Jun-2016 14-Jun-2016 Change Change % Previous Week
Open 1.4200 1.4230 0.0030 0.2% 1.4433
High 1.4345 1.4230 -0.0115 -0.8% 1.4596
Low 1.4165 1.4125 -0.0040 -0.3% 1.4269
Close 1.4244 1.4125 -0.0119 -0.8% 1.4280
Range 0.0180 0.0105 -0.0075 -41.7% 0.0327
ATR 0.0096 0.0098 0.0002 1.7% 0.0000
Volume 91 76 -15 -16.5% 618
Daily Pivots for day following 14-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.4475 1.4405 1.4183
R3 1.4370 1.4300 1.4154
R2 1.4265 1.4265 1.4144
R1 1.4195 1.4195 1.4135 1.4178
PP 1.4160 1.4160 1.4160 1.4151
S1 1.4090 1.4090 1.4115 1.4073
S2 1.4055 1.4055 1.4106
S3 1.3950 1.3985 1.4096
S4 1.3845 1.3880 1.4067
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.5363 1.5148 1.4460
R3 1.5036 1.4821 1.4370
R2 1.4709 1.4709 1.4340
R1 1.4494 1.4494 1.4310 1.4438
PP 1.4382 1.4382 1.4382 1.4354
S1 1.4167 1.4167 1.4250 1.4111
S2 1.4055 1.4055 1.4220
S3 1.3728 1.3840 1.4190
S4 1.3401 1.3513 1.4100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4596 1.4125 0.0471 3.3% 0.0127 0.9% 0% False True 51
10 1.4596 1.4125 0.0471 3.3% 0.0082 0.6% 0% False True 82
20 1.4745 1.4125 0.0620 4.4% 0.0062 0.4% 0% False True 48
40 1.4745 1.4125 0.0620 4.4% 0.0045 0.3% 0% False True 26
60 1.4745 1.4085 0.0660 4.7% 0.0037 0.3% 6% False False 29
Crabel Price Patterns
NR True
NR4 False
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4676
2.618 1.4505
1.618 1.4400
1.000 1.4335
0.618 1.4295
HIGH 1.4230
0.618 1.4190
0.500 1.4178
0.382 1.4165
LOW 1.4125
0.618 1.4060
1.000 1.4020
1.618 1.3955
2.618 1.3850
4.250 1.3679
Fisher Pivots for day following 14-Jun-2016
Pivot 1 day 3 day
R1 1.4178 1.4302
PP 1.4160 1.4243
S1 1.4143 1.4184

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

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