CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 1.5261 1.5235 -0.0026 -0.2% 1.5205
High 1.5326 1.5235 -0.0091 -0.6% 1.5326
Low 1.5261 1.5198 -0.0063 -0.4% 1.5161
Close 1.5300 1.5198 -0.0102 -0.7% 1.5198
Range 0.0065 0.0037 -0.0028 -43.1% 0.0165
ATR 0.0081 0.0083 0.0001 1.8% 0.0000
Volume 4 1 -3 -75.0% 75
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5321 1.5297 1.5218
R3 1.5284 1.5260 1.5208
R2 1.5247 1.5247 1.5205
R1 1.5223 1.5223 1.5201 1.5217
PP 1.5210 1.5210 1.5210 1.5207
S1 1.5186 1.5186 1.5195 1.5180
S2 1.5173 1.5173 1.5191
S3 1.5136 1.5149 1.5188
S4 1.5099 1.5112 1.5178
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5723 1.5626 1.5289
R3 1.5558 1.5461 1.5243
R2 1.5393 1.5393 1.5228
R1 1.5296 1.5296 1.5213 1.5262
PP 1.5228 1.5228 1.5228 1.5212
S1 1.5131 1.5131 1.5183 1.5097
S2 1.5063 1.5063 1.5168
S3 1.4898 1.4966 1.5153
S4 1.4733 1.4801 1.5107
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% 0.0048 0.3% 22% False False 15
10 1.5326 1.5103 0.0223 1.5% 0.0047 0.3% 43% False False 12
Crabel Price Patterns
NR True
NR4 True
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5392
2.618 1.5332
1.618 1.5295
1.000 1.5272
0.618 1.5258
HIGH 1.5235
0.618 1.5221
0.500 1.5217
0.382 1.5212
LOW 1.5198
0.618 1.5175
1.000 1.5161
1.618 1.5138
2.618 1.5101
4.250 1.5041
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 1.5217 1.5261
PP 1.5210 1.5240
S1 1.5204 1.5219

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

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