CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 17-Feb-2016
Day Change Summary
Previous Current
16-Feb-2016 17-Feb-2016 Change Change % Previous Week
Open 1.4501 1.4304 -0.0197 -1.4% 1.4514
High 1.4538 1.4340 -0.0198 -1.4% 1.4566
Low 1.4288 1.4240 -0.0048 -0.3% 1.4360
Close 1.4291 1.4294 0.0003 0.0% 1.4525
Range 0.0250 0.0100 -0.0150 -60.0% 0.0206
ATR 0.0141 0.0138 -0.0003 -2.1% 0.0000
Volume 423 398 -25 -5.9% 2,124
Daily Pivots for day following 17-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.4591 1.4543 1.4349
R3 1.4491 1.4443 1.4322
R2 1.4391 1.4391 1.4312
R1 1.4343 1.4343 1.4303 1.4317
PP 1.4291 1.4291 1.4291 1.4279
S1 1.4243 1.4243 1.4285 1.4217
S2 1.4191 1.4191 1.4276
S3 1.4091 1.4143 1.4267
S4 1.3991 1.4043 1.4239
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.5102 1.5019 1.4638
R3 1.4896 1.4813 1.4582
R2 1.4690 1.4690 1.4563
R1 1.4607 1.4607 1.4544 1.4649
PP 1.4484 1.4484 1.4484 1.4504
S1 1.4401 1.4401 1.4506 1.4443
S2 1.4278 1.4278 1.4487
S3 1.4072 1.4195 1.4468
S4 1.3866 1.3989 1.4412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4566 1.4240 0.0326 2.3% 0.0146 1.0% 17% False True 290
10 1.4673 1.4240 0.0433 3.0% 0.0146 1.0% 12% False True 422
20 1.4673 1.4090 0.0583 4.1% 0.0140 1.0% 35% False False 276
40 1.4954 1.4090 0.0864 6.0% 0.0114 0.8% 24% False False 165
60 1.5326 1.4090 0.1236 8.6% 0.0096 0.7% 17% False False 118
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0025
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.4765
2.618 1.4602
1.618 1.4502
1.000 1.4440
0.618 1.4402
HIGH 1.4340
0.618 1.4302
0.500 1.4290
0.382 1.4278
LOW 1.4240
0.618 1.4178
1.000 1.4140
1.618 1.4078
2.618 1.3978
4.250 1.3815
Fisher Pivots for day following 17-Feb-2016
Pivot 1 day 3 day
R1 1.4293 1.4403
PP 1.4291 1.4367
S1 1.4290 1.4330

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

View Archives - Comment on this page... - Back to Index of Symbols