CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 1.5096 1.5065 -0.0031 -0.2% 1.5160
High 1.5096 1.5065 -0.0031 -0.2% 1.5160
Low 1.5086 1.4933 -0.0153 -1.0% 1.5054
Close 1.5086 1.4943 -0.0143 -0.9% 1.5054
Range 0.0010 0.0132 0.0122 1,220.0% 0.0106
ATR 0.0072 0.0078 0.0006 7.9% 0.0000
Volume 2 19 17 850.0% 9
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5376 1.5292 1.5016
R3 1.5244 1.5160 1.4979
R2 1.5112 1.5112 1.4967
R1 1.5028 1.5028 1.4955 1.5004
PP 1.4980 1.4980 1.4980 1.4969
S1 1.4896 1.4896 1.4931 1.4872
S2 1.4848 1.4848 1.4919
S3 1.4716 1.4764 1.4907
S4 1.4584 1.4632 1.4870
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 1.5142 1.4933 0.0209 1.4% 0.0049 0.3% 5% False True 5
10 1.5326 1.4933 0.0393 2.6% 0.0046 0.3% 3% False True 6
20 1.5434 1.4933 0.0501 3.4% 0.0061 0.4% 2% False True 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.5626
2.618 1.5411
1.618 1.5279
1.000 1.5197
0.618 1.5147
HIGH 1.5065
0.618 1.5015
0.500 1.4999
0.382 1.4983
LOW 1.4933
0.618 1.4851
1.000 1.4801
1.618 1.4719
2.618 1.4587
4.250 1.4372
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 1.4999 1.5015
PP 1.4980 1.4991
S1 1.4962 1.4967

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

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