CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 1.5188 1.5159 -0.0029 -0.2% 1.5065
High 1.5188 1.5233 0.0045 0.3% 1.5233
Low 1.5159 1.5152 -0.0007 0.0% 1.4988
Close 1.5159 1.5233 0.0074 0.5% 1.5233
Range 0.0029 0.0081 0.0052 179.3% 0.0245
ATR 0.0084 0.0084 0.0000 -0.2% 0.0000
Volume 52 47 -5 -9.6% 139
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5449 1.5422 1.5278
R3 1.5368 1.5341 1.5255
R2 1.5287 1.5287 1.5248
R1 1.5260 1.5260 1.5240 1.5274
PP 1.5206 1.5206 1.5206 1.5213
S1 1.5179 1.5179 1.5226 1.5193
S2 1.5125 1.5125 1.5218
S3 1.5044 1.5098 1.5211
S4 1.4963 1.5017 1.5188
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5886 1.5805 1.5368
R3 1.5641 1.5560 1.5300
R2 1.5396 1.5396 1.5278
R1 1.5315 1.5315 1.5255 1.5356
PP 1.5151 1.5151 1.5151 1.5172
S1 1.5070 1.5070 1.5211 1.5111
S2 1.4906 1.4906 1.5188
S3 1.4661 1.4825 1.5166
S4 1.4416 1.4580 1.5098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5233 1.4988 0.0245 1.6% 0.0042 0.3% 100% True False 27
10 1.5233 1.4933 0.0300 2.0% 0.0063 0.4% 100% True False 21
20 1.5326 1.4933 0.0393 2.6% 0.0051 0.3% 76% False False 15
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5577
2.618 1.5445
1.618 1.5364
1.000 1.5314
0.618 1.5283
HIGH 1.5233
0.618 1.5202
0.500 1.5193
0.382 1.5183
LOW 1.5152
0.618 1.5102
1.000 1.5071
1.618 1.5021
2.618 1.4940
4.250 1.4808
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 1.5220 1.5208
PP 1.5206 1.5184
S1 1.5193 1.5159

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

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