CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 24-Nov-2015
Day Change Summary
Previous Current
23-Nov-2015 24-Nov-2015 Change Change % Previous Week
Open 1.5160 1.5073 -0.0087 -0.6% 1.5205
High 1.5160 1.5097 -0.0063 -0.4% 1.5326
Low 1.5123 1.5073 -0.0050 -0.3% 1.5161
Close 1.5123 1.5097 -0.0026 -0.2% 1.5198
Range 0.0037 0.0024 -0.0013 -35.1% 0.0165
ATR 0.0082 0.0080 -0.0002 -2.8% 0.0000
Volume 2 1 -1 -50.0% 75
Daily Pivots for day following 24-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5161 1.5153 1.5110
R3 1.5137 1.5129 1.5104
R2 1.5113 1.5113 1.5101
R1 1.5105 1.5105 1.5099 1.5109
PP 1.5089 1.5089 1.5089 1.5091
S1 1.5081 1.5081 1.5095 1.5085
S2 1.5065 1.5065 1.5093
S3 1.5041 1.5057 1.5090
S4 1.5017 1.5033 1.5084
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 1.5073 0.0253 1.7% 0.0043 0.3% 9% False True 7
10 1.5326 1.5073 0.0253 1.7% 0.0047 0.3% 9% False True 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0007
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5199
2.618 1.5160
1.618 1.5136
1.000 1.5121
0.618 1.5112
HIGH 1.5097
0.618 1.5088
0.500 1.5085
0.382 1.5082
LOW 1.5073
0.618 1.5058
1.000 1.5049
1.618 1.5034
2.618 1.5010
4.250 1.4971
Fisher Pivots for day following 24-Nov-2015
Pivot 1 day 3 day
R1 1.5093 1.5154
PP 1.5089 1.5135
S1 1.5085 1.5116

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

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