CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 22-Jan-2016
Day Change Summary
Previous Current
21-Jan-2016 22-Jan-2016 Change Change % Previous Week
Open 1.4193 1.4236 0.0043 0.3% 1.4280
High 1.4230 1.4340 0.0110 0.8% 1.4340
Low 1.4090 1.4236 0.0146 1.0% 1.4090
Close 1.4222 1.4286 0.0064 0.5% 1.4286
Range 0.0140 0.0104 -0.0036 -25.7% 0.0250
ATR 0.0103 0.0104 0.0001 1.1% 0.0000
Volume 108 54 -54 -50.0% 362
Daily Pivots for day following 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.4599 1.4547 1.4343
R3 1.4495 1.4443 1.4315
R2 1.4391 1.4391 1.4305
R1 1.4339 1.4339 1.4296 1.4365
PP 1.4287 1.4287 1.4287 1.4301
S1 1.4235 1.4235 1.4276 1.4261
S2 1.4183 1.4183 1.4267
S3 1.4079 1.4131 1.4257
S4 1.3975 1.4027 1.4229
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.4989 1.4887 1.4424
R3 1.4739 1.4637 1.4355
R2 1.4489 1.4489 1.4332
R1 1.4387 1.4387 1.4309 1.4438
PP 1.4239 1.4239 1.4239 1.4264
S1 1.4137 1.4137 1.4263 1.4188
S2 1.3989 1.3989 1.4240
S3 1.3739 1.3887 1.4217
S4 1.3489 1.3637 1.4149
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4420 1.4090 0.0330 2.3% 0.0136 1.0% 59% False False 90
10 1.4621 1.4090 0.0531 3.7% 0.0115 0.8% 37% False False 76
20 1.4950 1.4090 0.0860 6.0% 0.0096 0.7% 23% False False 58
40 1.5233 1.4090 0.1143 8.0% 0.0079 0.5% 17% False False 45
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4782
2.618 1.4612
1.618 1.4508
1.000 1.4444
0.618 1.4404
HIGH 1.4340
0.618 1.4300
0.500 1.4288
0.382 1.4276
LOW 1.4236
0.618 1.4172
1.000 1.4132
1.618 1.4068
2.618 1.3964
4.250 1.3794
Fisher Pivots for day following 22-Jan-2016
Pivot 1 day 3 day
R1 1.4288 1.4262
PP 1.4287 1.4239
S1 1.4287 1.4215

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

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