CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 1.4474 1.4393 -0.0081 -0.6% 1.4700
High 1.4474 1.4419 -0.0055 -0.4% 1.4800
Low 1.4400 1.4366 -0.0034 -0.2% 1.4514
Close 1.4451 1.4411 -0.0040 -0.3% 1.4523
Range 0.0074 0.0053 -0.0021 -28.4% 0.0286
ATR 0.0089 0.0089 0.0000 -0.3% 0.0000
Volume 40 74 34 85.0% 246
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.4558 1.4537 1.4440
R3 1.4505 1.4484 1.4426
R2 1.4452 1.4452 1.4421
R1 1.4431 1.4431 1.4416 1.4442
PP 1.4399 1.4399 1.4399 1.4404
S1 1.4378 1.4378 1.4406 1.4389
S2 1.4346 1.4346 1.4401
S3 1.4293 1.4325 1.4396
S4 1.4240 1.4272 1.4382
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 1.4621 1.4366 0.0255 1.8% 0.0093 0.6% 18% False True 63
10 1.4831 1.4366 0.0465 3.2% 0.0090 0.6% 10% False True 57
20 1.5071 1.4366 0.0705 4.9% 0.0079 0.5% 6% False True 51
40 1.5326 1.4366 0.0960 6.7% 0.0068 0.5% 5% False True 34
Crabel Price Patterns
NR True
NR4 False
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4644
2.618 1.4558
1.618 1.4505
1.000 1.4472
0.618 1.4452
HIGH 1.4419
0.618 1.4399
0.500 1.4393
0.382 1.4386
LOW 1.4366
0.618 1.4333
1.000 1.4313
1.618 1.4280
2.618 1.4227
4.250 1.4141
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 1.4405 1.4465
PP 1.4399 1.4447
S1 1.4393 1.4429

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

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