CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 1.4903 1.4833 -0.0070 -0.5% 1.5172
High 1.4913 1.4905 -0.0008 -0.1% 1.5173
Low 1.4820 1.4833 0.0013 0.1% 1.4881
Close 1.4823 1.4880 0.0057 0.4% 1.4921
Range 0.0093 0.0072 -0.0021 -22.6% 0.0292
ATR 0.0088 0.0087 0.0000 -0.5% 0.0000
Volume 25 47 22 88.0% 289
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5089 1.5056 1.4920
R3 1.5017 1.4984 1.4900
R2 1.4945 1.4945 1.4893
R1 1.4912 1.4912 1.4887 1.4929
PP 1.4873 1.4873 1.4873 1.4881
S1 1.4840 1.4840 1.4873 1.4857
S2 1.4801 1.4801 1.4867
S3 1.4729 1.4768 1.4860
S4 1.4657 1.4696 1.4840
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 1.4978 1.4820 0.0158 1.1% 0.0067 0.5% 38% False False 62
10 1.5233 1.4820 0.0413 2.8% 0.0068 0.5% 15% False False 56
20 1.5233 1.4820 0.0413 2.8% 0.0064 0.4% 15% False False 34
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5211
2.618 1.5093
1.618 1.5021
1.000 1.4977
0.618 1.4949
HIGH 1.4905
0.618 1.4877
0.500 1.4869
0.382 1.4861
LOW 1.4833
0.618 1.4789
1.000 1.4761
1.618 1.4717
2.618 1.4645
4.250 1.4527
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 1.4876 1.4876
PP 1.4873 1.4873
S1 1.4869 1.4869

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

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