CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 1.4393 1.4420 0.0027 0.2% 1.4526
High 1.4419 1.4420 0.0001 0.0% 1.4569
Low 1.4366 1.4264 -0.0102 -0.7% 1.4264
Close 1.4411 1.4267 -0.0144 -1.0% 1.4267
Range 0.0053 0.0156 0.0103 194.3% 0.0305
ATR 0.0089 0.0094 0.0005 5.4% 0.0000
Volume 74 90 16 21.6% 379
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.4785 1.4682 1.4353
R3 1.4629 1.4526 1.4310
R2 1.4473 1.4473 1.4296
R1 1.4370 1.4370 1.4281 1.4344
PP 1.4317 1.4317 1.4317 1.4304
S1 1.4214 1.4214 1.4253 1.4188
S2 1.4161 1.4161 1.4238
S3 1.4005 1.4058 1.4224
S4 1.3849 1.3902 1.4181
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.5282 1.5079 1.4435
R3 1.4977 1.4774 1.4351
R2 1.4672 1.4672 1.4323
R1 1.4469 1.4469 1.4295 1.4418
PP 1.4367 1.4367 1.4367 1.4341
S1 1.4164 1.4164 1.4239 1.4113
S2 1.4062 1.4062 1.4211
S3 1.3757 1.3859 1.4183
S4 1.3452 1.3554 1.4099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4569 1.4264 0.0305 2.1% 0.0103 0.7% 1% False True 75
10 1.4800 1.4264 0.0536 3.8% 0.0096 0.7% 1% False True 62
20 1.4978 1.4264 0.0714 5.0% 0.0083 0.6% 0% False True 53
40 1.5326 1.4264 0.1062 7.4% 0.0070 0.5% 0% False True 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5083
2.618 1.4828
1.618 1.4672
1.000 1.4576
0.618 1.4516
HIGH 1.4420
0.618 1.4360
0.500 1.4342
0.382 1.4324
LOW 1.4264
0.618 1.4168
1.000 1.4108
1.618 1.4012
2.618 1.3856
4.250 1.3601
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 1.4342 1.4369
PP 1.4317 1.4335
S1 1.4292 1.4301

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

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