CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 1.5073 1.5054 -0.0019 -0.1% 1.5160
High 1.5142 1.5054 -0.0088 -0.6% 1.5160
Low 1.5073 1.5054 -0.0019 -0.1% 1.5054
Close 1.5133 1.5054 -0.0079 -0.5% 1.5054
Range 0.0069 0.0000 -0.0069 -100.0% 0.0106
ATR 0.0079 0.0079 0.0000 0.0% 0.0000
Volume 6 0 -6 -100.0% 9
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5054 1.5054 1.5054
R3 1.5054 1.5054 1.5054
R2 1.5054 1.5054 1.5054
R1 1.5054 1.5054 1.5054 1.5054
PP 1.5054 1.5054 1.5054 1.5054
S1 1.5054 1.5054 1.5054 1.5054
S2 1.5054 1.5054 1.5054
S3 1.5054 1.5054 1.5054
S4 1.5054 1.5054 1.5054
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5407 1.5337 1.5112
R3 1.5301 1.5231 1.5083
R2 1.5195 1.5195 1.5073
R1 1.5125 1.5125 1.5064 1.5107
PP 1.5089 1.5089 1.5089 1.5081
S1 1.5019 1.5019 1.5044 1.5001
S2 1.4983 1.4983 1.5035
S3 1.4877 1.4913 1.5025
S4 1.4771 1.4807 1.4996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5235 1.5054 0.0181 1.2% 0.0033 0.2% 0% False True 2
10 1.5326 1.5054 0.0272 1.8% 0.0040 0.3% 0% False True 9
20 1.5463 1.5029 0.0434 2.9% 0.0059 0.4% 6% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0004
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.5054
2.618 1.5054
1.618 1.5054
1.000 1.5054
0.618 1.5054
HIGH 1.5054
0.618 1.5054
0.500 1.5054
0.382 1.5054
LOW 1.5054
0.618 1.5054
1.000 1.5054
1.618 1.5054
2.618 1.5054
4.250 1.5054
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 1.5054 1.5098
PP 1.5054 1.5083
S1 1.5054 1.5069

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

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