CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 1.5054 1.5033 -0.0021 -0.1% 1.5160
High 1.5054 1.5065 0.0011 0.1% 1.5160
Low 1.5054 1.5033 -0.0021 -0.1% 1.5054
Close 1.5054 1.5065 0.0011 0.1% 1.5054
Range 0.0000 0.0032 0.0032 0.0106
ATR 0.0079 0.0076 -0.0003 -4.2% 0.0000
Volume 0 2 2 9
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5150 1.5140 1.5083
R3 1.5118 1.5108 1.5074
R2 1.5086 1.5086 1.5071
R1 1.5076 1.5076 1.5068 1.5081
PP 1.5054 1.5054 1.5054 1.5057
S1 1.5044 1.5044 1.5062 1.5049
S2 1.5022 1.5022 1.5059
S3 1.4990 1.5012 1.5056
S4 1.4958 1.4980 1.5047
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 1.5160 1.5033 0.0127 0.8% 0.0032 0.2% 25% False True 2
10 1.5326 1.5033 0.0293 1.9% 0.0040 0.3% 11% False True 8
20 1.5463 1.5029 0.0434 2.9% 0.0059 0.4% 8% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5201
2.618 1.5149
1.618 1.5117
1.000 1.5097
0.618 1.5085
HIGH 1.5065
0.618 1.5053
0.500 1.5049
0.382 1.5045
LOW 1.5033
0.618 1.5013
1.000 1.5001
1.618 1.4981
2.618 1.4949
4.250 1.4897
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 1.5060 1.5088
PP 1.5054 1.5080
S1 1.5049 1.5073

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

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