CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 17-Dec-2015
Day Change Summary
Previous Current
16-Dec-2015 17-Dec-2015 Change Change % Previous Week
Open 1.5025 1.4941 -0.0084 -0.6% 1.5065
High 1.5071 1.4978 -0.0093 -0.6% 1.5233
Low 1.4995 1.4881 -0.0114 -0.8% 1.4988
Close 1.5071 1.4894 -0.0177 -1.2% 1.5233
Range 0.0076 0.0097 0.0021 27.6% 0.0245
ATR 0.0087 0.0094 0.0007 8.5% 0.0000
Volume 50 101 51 102.0% 139
Daily Pivots for day following 17-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5209 1.5148 1.4947
R3 1.5112 1.5051 1.4921
R2 1.5015 1.5015 1.4912
R1 1.4954 1.4954 1.4903 1.4936
PP 1.4918 1.4918 1.4918 1.4909
S1 1.4857 1.4857 1.4885 1.4839
S2 1.4821 1.4821 1.4876
S3 1.4724 1.4760 1.4867
S4 1.4627 1.4663 1.4841
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 1.4881 0.0352 2.4% 0.0083 0.6% 4% False True 60
10 1.5233 1.4881 0.0352 2.4% 0.0058 0.4% 4% False True 40
20 1.5326 1.4881 0.0445 3.0% 0.0060 0.4% 3% False True 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5390
2.618 1.5232
1.618 1.5135
1.000 1.5075
0.618 1.5038
HIGH 1.4978
0.618 1.4941
0.500 1.4930
0.382 1.4918
LOW 1.4881
0.618 1.4821
1.000 1.4784
1.618 1.4724
2.618 1.4627
4.250 1.4469
Fisher Pivots for day following 17-Dec-2015
Pivot 1 day 3 day
R1 1.4930 1.5022
PP 1.4918 1.4979
S1 1.4906 1.4937

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

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