CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 1.4304 1.4299 -0.0005 0.0% 1.4514
High 1.4340 1.4390 0.0050 0.3% 1.4566
Low 1.4240 1.4266 0.0026 0.2% 1.4360
Close 1.4294 1.4323 0.0029 0.2% 1.4525
Range 0.0100 0.0124 0.0024 24.0% 0.0206
ATR 0.0138 0.0137 -0.0001 -0.7% 0.0000
Volume 398 165 -233 -58.5% 2,124
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.4698 1.4635 1.4391
R3 1.4574 1.4511 1.4357
R2 1.4450 1.4450 1.4346
R1 1.4387 1.4387 1.4334 1.4419
PP 1.4326 1.4326 1.4326 1.4342
S1 1.4263 1.4263 1.4312 1.4295
S2 1.4202 1.4202 1.4300
S3 1.4078 1.4139 1.4289
S4 1.3954 1.4015 1.4255
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% 0.0149 1.0% 25% False False 283
10 1.4673 1.4240 0.0433 3.0% 0.0135 0.9% 19% False False 411
20 1.4673 1.4090 0.0583 4.1% 0.0142 1.0% 40% False False 280
40 1.4950 1.4090 0.0860 6.0% 0.0116 0.8% 27% False False 168
60 1.5235 1.4090 0.1145 8.0% 0.0097 0.7% 20% False False 120
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4917
2.618 1.4715
1.618 1.4591
1.000 1.4514
0.618 1.4467
HIGH 1.4390
0.618 1.4343
0.500 1.4328
0.382 1.4313
LOW 1.4266
0.618 1.4189
1.000 1.4142
1.618 1.4065
2.618 1.3941
4.250 1.3739
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 1.4328 1.4389
PP 1.4326 1.4367
S1 1.4325 1.4345

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

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