CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 1.4157 1.4184 0.0027 0.2% 1.4433
High 1.4222 1.4256 0.0034 0.2% 1.4596
Low 1.4156 1.4059 -0.0097 -0.7% 1.4269
Close 1.4197 1.4227 0.0030 0.2% 1.4280
Range 0.0066 0.0197 0.0131 198.5% 0.0327
ATR 0.0098 0.0105 0.0007 7.3% 0.0000
Volume 36 80 44 122.2% 618
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.4772 1.4696 1.4335
R3 1.4575 1.4499 1.4281
R2 1.4378 1.4378 1.4263
R1 1.4302 1.4302 1.4245 1.4340
PP 1.4181 1.4181 1.4181 1.4200
S1 1.4105 1.4105 1.4209 1.4143
S2 1.3984 1.3984 1.4191
S3 1.3787 1.3908 1.4173
S4 1.3590 1.3711 1.4119
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 1.4479 1.4059 0.0420 3.0% 0.0152 1.1% 40% False True 66
10 1.4596 1.4059 0.0537 3.8% 0.0108 0.8% 31% False True 90
20 1.4745 1.4059 0.0686 4.8% 0.0074 0.5% 24% False True 49
40 1.4745 1.4059 0.0686 4.8% 0.0049 0.3% 24% False True 29
60 1.4745 1.4059 0.0686 4.8% 0.0040 0.3% 24% False True 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5093
2.618 1.4772
1.618 1.4575
1.000 1.4453
0.618 1.4378
HIGH 1.4256
0.618 1.4181
0.500 1.4158
0.382 1.4134
LOW 1.4059
0.618 1.3937
1.000 1.3862
1.618 1.3740
2.618 1.3543
4.250 1.3222
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 1.4204 1.4204
PP 1.4181 1.4181
S1 1.4158 1.4158

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

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