CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 08-Jan-2016
Day Change Summary
Previous Current
07-Jan-2016 08-Jan-2016 Change Change % Previous Week
Open 1.4639 1.4621 -0.0018 -0.1% 1.4700
High 1.4639 1.4621 -0.0018 -0.1% 1.4800
Low 1.4550 1.4514 -0.0036 -0.2% 1.4514
Close 1.4622 1.4523 -0.0099 -0.7% 1.4523
Range 0.0089 0.0107 0.0018 20.2% 0.0286
ATR 0.0084 0.0086 0.0002 2.1% 0.0000
Volume 34 28 -6 -17.6% 246
Daily Pivots for day following 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.4874 1.4805 1.4582
R3 1.4767 1.4698 1.4552
R2 1.4660 1.4660 1.4543
R1 1.4591 1.4591 1.4533 1.4572
PP 1.4553 1.4553 1.4553 1.4543
S1 1.4484 1.4484 1.4513 1.4465
S2 1.4446 1.4446 1.4503
S3 1.4339 1.4377 1.4494
S4 1.4232 1.4270 1.4464
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.5470 1.5283 1.4680
R3 1.5184 1.4997 1.4602
R2 1.4898 1.4898 1.4575
R1 1.4711 1.4711 1.4549 1.4662
PP 1.4612 1.4612 1.4612 1.4588
S1 1.4425 1.4425 1.4497 1.4376
S2 1.4326 1.4326 1.4471
S3 1.4040 1.4139 1.4444
S4 1.3754 1.3853 1.4366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4800 1.4514 0.0286 2.0% 0.0089 0.6% 3% False True 49
10 1.4950 1.4514 0.0436 3.0% 0.0081 0.6% 2% False True 38
20 1.5233 1.4514 0.0719 5.0% 0.0074 0.5% 1% False True 47
40 1.5326 1.4514 0.0812 5.6% 0.0064 0.4% 1% False True 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5076
2.618 1.4901
1.618 1.4794
1.000 1.4728
0.618 1.4687
HIGH 1.4621
0.618 1.4580
0.500 1.4568
0.382 1.4555
LOW 1.4514
0.618 1.4448
1.000 1.4407
1.618 1.4341
2.618 1.4234
4.250 1.4059
Fisher Pivots for day following 08-Jan-2016
Pivot 1 day 3 day
R1 1.4568 1.4587
PP 1.4553 1.4566
S1 1.4538 1.4544

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

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