CME British Pound Future December 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 1.4491 1.4686 0.0195 1.3% 1.4200
High 1.4738 1.4782 0.0044 0.3% 1.4384
Low 1.4491 1.4650 0.0159 1.1% 1.4059
Close 1.4712 1.4683 -0.0029 -0.2% 1.4371
Range 0.0247 0.0132 -0.0115 -46.6% 0.0325
ATR 0.0127 0.0127 0.0000 0.3% 0.0000
Volume 147 274 127 86.4% 317
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.5101 1.5024 1.4756
R3 1.4969 1.4892 1.4719
R2 1.4837 1.4837 1.4707
R1 1.4760 1.4760 1.4695 1.4733
PP 1.4705 1.4705 1.4705 1.4691
S1 1.4628 1.4628 1.4671 1.4601
S2 1.4573 1.4573 1.4659
S3 1.4441 1.4496 1.4647
S4 1.4309 1.4364 1.4610
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.5246 1.5134 1.4550
R3 1.4921 1.4809 1.4460
R2 1.4596 1.4596 1.4431
R1 1.4484 1.4484 1.4401 1.4540
PP 1.4271 1.4271 1.4271 1.4300
S1 1.4159 1.4159 1.4341 1.4215
S2 1.3946 1.3946 1.4311
S3 1.3621 1.3834 1.4282
S4 1.3296 1.3509 1.4192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4782 1.4059 0.0723 4.9% 0.0153 1.0% 86% True False 114
10 1.4782 1.4059 0.0723 4.9% 0.0140 1.0% 86% True False 82
20 1.4782 1.4059 0.0723 4.9% 0.0097 0.7% 86% True False 71
40 1.4782 1.4059 0.0723 4.9% 0.0059 0.4% 86% True False 40
60 1.4782 1.4059 0.0723 4.9% 0.0048 0.3% 86% True False 35
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5343
2.618 1.5128
1.618 1.4996
1.000 1.4914
0.618 1.4864
HIGH 1.4782
0.618 1.4732
0.500 1.4716
0.382 1.4700
LOW 1.4650
0.618 1.4568
1.000 1.4518
1.618 1.4436
2.618 1.4304
4.250 1.4089
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 1.4716 1.4629
PP 1.4705 1.4576
S1 1.4694 1.4522

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

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