CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 1.5245 1.5261 0.0016 0.1% 1.5120
High 1.5250 1.5326 0.0076 0.5% 1.5251
Low 1.5196 1.5261 0.0065 0.4% 1.5103
Close 1.5239 1.5300 0.0061 0.4% 1.5234
Range 0.0054 0.0065 0.0011 20.4% 0.0148
ATR 0.0081 0.0081 0.0000 0.6% 0.0000
Volume 29 4 -25 -86.2% 50
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5491 1.5460 1.5336
R3 1.5426 1.5395 1.5318
R2 1.5361 1.5361 1.5312
R1 1.5330 1.5330 1.5306 1.5346
PP 1.5296 1.5296 1.5296 1.5303
S1 1.5265 1.5265 1.5294 1.5281
S2 1.5231 1.5231 1.5288
S3 1.5166 1.5200 1.5282
S4 1.5101 1.5135 1.5264
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5640 1.5585 1.5315
R3 1.5492 1.5437 1.5275
R2 1.5344 1.5344 1.5261
R1 1.5289 1.5289 1.5248 1.5317
PP 1.5196 1.5196 1.5196 1.5210
S1 1.5141 1.5141 1.5220 1.5169
S2 1.5048 1.5048 1.5207
S3 1.4900 1.4993 1.5193
S4 1.4752 1.4845 1.5153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5326 1.5161 0.0165 1.1% 0.0046 0.3% 84% True False 17
10 1.5326 1.5029 0.0297 1.9% 0.0061 0.4% 91% True False 16
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5602
2.618 1.5496
1.618 1.5431
1.000 1.5391
0.618 1.5366
HIGH 1.5326
0.618 1.5301
0.500 1.5294
0.382 1.5286
LOW 1.5261
0.618 1.5221
1.000 1.5196
1.618 1.5156
2.618 1.5091
4.250 1.4985
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 1.5298 1.5281
PP 1.5296 1.5262
S1 1.5294 1.5244

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

View Archives - Comment on this page... - Back to Index of Symbols