CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 18-Dec-2015
Day Change Summary
Previous Current
17-Dec-2015 18-Dec-2015 Change Change % Previous Week
Open 1.4941 1.4913 -0.0028 -0.2% 1.5172
High 1.4978 1.4954 -0.0024 -0.2% 1.5173
Low 1.4881 1.4908 0.0027 0.2% 1.4881
Close 1.4894 1.4921 0.0027 0.2% 1.4921
Range 0.0097 0.0046 -0.0051 -52.6% 0.0292
ATR 0.0094 0.0092 -0.0002 -2.6% 0.0000
Volume 101 35 -66 -65.3% 289
Daily Pivots for day following 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5066 1.5039 1.4946
R3 1.5020 1.4993 1.4934
R2 1.4974 1.4974 1.4929
R1 1.4947 1.4947 1.4925 1.4961
PP 1.4928 1.4928 1.4928 1.4934
S1 1.4901 1.4901 1.4917 1.4915
S2 1.4882 1.4882 1.4913
S3 1.4836 1.4855 1.4908
S4 1.4790 1.4809 1.4896
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5868 1.5686 1.5082
R3 1.5576 1.5394 1.5001
R2 1.5284 1.5284 1.4975
R1 1.5102 1.5102 1.4948 1.5047
PP 1.4992 1.4992 1.4992 1.4964
S1 1.4810 1.4810 1.4894 1.4755
S2 1.4700 1.4700 1.4867
S3 1.4408 1.4518 1.4841
S4 1.4116 1.4226 1.4760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5173 1.4881 0.0292 2.0% 0.0076 0.5% 14% False False 57
10 1.5233 1.4881 0.0352 2.4% 0.0059 0.4% 11% False False 42
20 1.5235 1.4881 0.0354 2.4% 0.0059 0.4% 11% False False 25
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5150
2.618 1.5074
1.618 1.5028
1.000 1.5000
0.618 1.4982
HIGH 1.4954
0.618 1.4936
0.500 1.4931
0.382 1.4926
LOW 1.4908
0.618 1.4880
1.000 1.4862
1.618 1.4834
2.618 1.4788
4.250 1.4713
Fisher Pivots for day following 18-Dec-2015
Pivot 1 day 3 day
R1 1.4931 1.4976
PP 1.4928 1.4958
S1 1.4924 1.4939

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

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