CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 1.4718 1.4648 -0.0070 -0.5% 1.4931
High 1.4718 1.4660 -0.0058 -0.4% 1.4939
Low 1.4644 1.4610 -0.0034 -0.2% 1.4739
Close 1.4670 1.4634 -0.0036 -0.2% 1.4739
Range 0.0074 0.0050 -0.0024 -32.4% 0.0200
ATR 0.0085 0.0083 -0.0002 -2.1% 0.0000
Volume 76 16 -60 -78.9% 130
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.4785 1.4759 1.4662
R3 1.4735 1.4709 1.4648
R2 1.4685 1.4685 1.4643
R1 1.4659 1.4659 1.4639 1.4647
PP 1.4635 1.4635 1.4635 1.4629
S1 1.4609 1.4609 1.4629 1.4597
S2 1.4585 1.4585 1.4625
S3 1.4535 1.4559 1.4620
S4 1.4485 1.4509 1.4607
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.5406 1.5272 1.4849
R3 1.5206 1.5072 1.4794
R2 1.5006 1.5006 1.4776
R1 1.4872 1.4872 1.4757 1.4839
PP 1.4806 1.4806 1.4806 1.4789
S1 1.4672 1.4672 1.4721 1.4639
S2 1.4606 1.4606 1.4702
S3 1.4406 1.4472 1.4684
S4 1.4206 1.4272 1.4629
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4844 1.4610 0.0234 1.6% 0.0077 0.5% 10% False True 48
10 1.4950 1.4610 0.0340 2.3% 0.0077 0.5% 7% False True 39
20 1.5233 1.4610 0.0623 4.3% 0.0070 0.5% 4% False True 45
40 1.5326 1.4610 0.0716 4.9% 0.0060 0.4% 3% False True 28
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4873
2.618 1.4791
1.618 1.4741
1.000 1.4710
0.618 1.4691
HIGH 1.4660
0.618 1.4641
0.500 1.4635
0.382 1.4629
LOW 1.4610
0.618 1.4579
1.000 1.4560
1.618 1.4529
2.618 1.4479
4.250 1.4398
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 1.4635 1.4705
PP 1.4635 1.4681
S1 1.4634 1.4658

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

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