CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 1.4908 1.3490 -0.1418 -9.5% 1.4491
High 1.5000 1.3500 -0.1500 -10.0% 1.5000
Low 1.3270 1.3148 -0.0122 -0.9% 1.3270
Close 1.3672 1.3203 -0.0469 -3.4% 1.3672
Range 0.1730 0.0352 -0.1378 -79.7% 0.1730
ATR 0.0249 0.0269 0.0020 7.9% 0.0000
Volume 807 408 -399 -49.4% 1,725
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.4340 1.4123 1.3397
R3 1.3988 1.3771 1.3300
R2 1.3636 1.3636 1.3268
R1 1.3419 1.3419 1.3235 1.3352
PP 1.3284 1.3284 1.3284 1.3250
S1 1.3067 1.3067 1.3171 1.3000
S2 1.2932 1.2932 1.3138
S3 1.2580 1.2715 1.3106
S4 1.2228 1.2363 1.3009
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.9171 1.8151 1.4624
R3 1.7441 1.6421 1.4148
R2 1.5711 1.5711 1.3989
R1 1.4691 1.4691 1.3831 1.4336
PP 1.3981 1.3981 1.3981 1.3803
S1 1.2961 1.2961 1.3513 1.2606
S2 1.2251 1.2251 1.3355
S3 1.0521 1.1231 1.3196
S4 0.8791 0.9501 1.2721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5000 1.3148 0.1852 14.0% 0.0508 3.8% 3% False True 397
10 1.5000 1.3148 0.1852 14.0% 0.0328 2.5% 3% False True 235
20 1.5000 1.3148 0.1852 14.0% 0.0206 1.6% 3% False True 155
40 1.5000 1.3148 0.1852 14.0% 0.0117 0.9% 3% False True 82
60 1.5000 1.3148 0.1852 14.0% 0.0088 0.7% 3% False True 63
80 1.5000 1.3148 0.1852 14.0% 0.0071 0.5% 3% False True 50
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 0.0032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4996
2.618 1.4422
1.618 1.4070
1.000 1.3852
0.618 1.3718
HIGH 1.3500
0.618 1.3366
0.500 1.3324
0.382 1.3282
LOW 1.3148
0.618 1.2930
1.000 1.2796
1.618 1.2578
2.618 1.2226
4.250 1.1652
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 1.3324 1.4074
PP 1.3284 1.3784
S1 1.3243 1.3493

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

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