CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 28-Jun-2016
Day Change Summary
Previous Current
27-Jun-2016 28-Jun-2016 Change Change % Previous Week
Open 1.3490 1.3240 -0.0250 -1.9% 1.4491
High 1.3500 1.3432 -0.0068 -0.5% 1.5000
Low 1.3148 1.3238 0.0090 0.7% 1.3270
Close 1.3203 1.3366 0.0163 1.2% 1.3672
Range 0.0352 0.0194 -0.0158 -44.9% 0.1730
ATR 0.0269 0.0266 -0.0003 -1.1% 0.0000
Volume 408 368 -40 -9.8% 1,725
Daily Pivots for day following 28-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.3927 1.3841 1.3473
R3 1.3733 1.3647 1.3419
R2 1.3539 1.3539 1.3402
R1 1.3453 1.3453 1.3384 1.3496
PP 1.3345 1.3345 1.3345 1.3367
S1 1.3259 1.3259 1.3348 1.3302
S2 1.3151 1.3151 1.3330
S3 1.2957 1.3065 1.3313
S4 1.2763 1.2871 1.3259
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 13.9% 0.0520 3.9% 12% False False 416
10 1.5000 1.3148 0.1852 13.9% 0.0337 2.5% 12% False False 265
20 1.5000 1.3148 0.1852 13.9% 0.0209 1.6% 12% False False 173
40 1.5000 1.3148 0.1852 13.9% 0.0121 0.9% 12% False False 91
60 1.5000 1.3148 0.1852 13.9% 0.0091 0.7% 12% False False 69
80 1.5000 1.3148 0.1852 13.9% 0.0074 0.6% 12% False False 55
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4257
2.618 1.3940
1.618 1.3746
1.000 1.3626
0.618 1.3552
HIGH 1.3432
0.618 1.3358
0.500 1.3335
0.382 1.3312
LOW 1.3238
0.618 1.3118
1.000 1.3044
1.618 1.2924
2.618 1.2730
4.250 1.2414
Fisher Pivots for day following 28-Jun-2016
Pivot 1 day 3 day
R1 1.3356 1.4074
PP 1.3345 1.3838
S1 1.3335 1.3602

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

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