CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 1.4699 1.4826 0.0127 0.9% 1.4200
High 1.4780 1.4960 0.0180 1.2% 1.4384
Low 1.4665 1.4750 0.0085 0.6% 1.4059
Close 1.4706 1.4822 0.0116 0.8% 1.4371
Range 0.0115 0.0210 0.0095 82.6% 0.0325
ATR 0.0126 0.0136 0.0009 7.2% 0.0000
Volume 179 318 139 77.7% 317
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.5474 1.5358 1.4938
R3 1.5264 1.5148 1.4880
R2 1.5054 1.5054 1.4861
R1 1.4938 1.4938 1.4841 1.4891
PP 1.4844 1.4844 1.4844 1.4821
S1 1.4728 1.4728 1.4803 1.4681
S2 1.4634 1.4634 1.4784
S3 1.4424 1.4518 1.4764
S4 1.4214 1.4308 1.4707
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 1.4960 1.4262 0.0698 4.7% 0.0165 1.1% 80% True False 190
10 1.4960 1.4059 0.0901 6.1% 0.0158 1.1% 85% True False 128
20 1.4960 1.4059 0.0901 6.1% 0.0106 0.7% 85% True False 96
40 1.4960 1.4059 0.0901 6.1% 0.0066 0.4% 85% True False 52
60 1.4960 1.4059 0.0901 6.1% 0.0053 0.4% 85% True False 43
80 1.4960 1.4059 0.0901 6.1% 0.0046 0.3% 85% True False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5853
2.618 1.5510
1.618 1.5300
1.000 1.5170
0.618 1.5090
HIGH 1.4960
0.618 1.4880
0.500 1.4855
0.382 1.4830
LOW 1.4750
0.618 1.4620
1.000 1.4540
1.618 1.4410
2.618 1.4200
4.250 1.3858
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 1.4855 1.4816
PP 1.4844 1.4811
S1 1.4833 1.4805

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

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