CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 12-Nov-2015
Day Change Summary
Previous Current
11-Nov-2015 12-Nov-2015 Change Change % Previous Week
Open 1.5153 1.5225 0.0072 0.5% 1.5455
High 1.5225 1.5251 0.0026 0.2% 1.5463
Low 1.5153 1.5185 0.0032 0.2% 1.5029
Close 1.5205 1.5225 0.0020 0.1% 1.5042
Range 0.0072 0.0066 -0.0006 -8.3% 0.0434
ATR
Volume 11 16 5 45.5% 115
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5418 1.5388 1.5261
R3 1.5352 1.5322 1.5243
R2 1.5286 1.5286 1.5237
R1 1.5256 1.5256 1.5231 1.5258
PP 1.5220 1.5220 1.5220 1.5222
S1 1.5190 1.5190 1.5219 1.5192
S2 1.5154 1.5154 1.5213
S3 1.5088 1.5124 1.5207
S4 1.5022 1.5058 1.5189
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.6480 1.6195 1.5281
R3 1.6046 1.5761 1.5161
R2 1.5612 1.5612 1.5122
R1 1.5327 1.5327 1.5082 1.5253
PP 1.5178 1.5178 1.5178 1.5141
S1 1.4893 1.4893 1.5002 1.4819
S2 1.4744 1.4744 1.4962
S3 1.4310 1.4459 1.4923
S4 1.3876 1.4025 1.4803
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5251 1.5029 0.0222 1.5% 0.0075 0.5% 88% True False 15
10 1.5463 1.5029 0.0434 2.9% 0.0079 0.5% 45% False False 15
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5532
2.618 1.5424
1.618 1.5358
1.000 1.5317
0.618 1.5292
HIGH 1.5251
0.618 1.5226
0.500 1.5218
0.382 1.5210
LOW 1.5185
0.618 1.5144
1.000 1.5119
1.618 1.5078
2.618 1.5012
4.250 1.4905
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 1.5223 1.5209
PP 1.5220 1.5193
S1 1.5218 1.5177

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

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