CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 1.4342 1.4309 -0.0033 -0.2% 1.4501
High 1.4415 1.4309 -0.0106 -0.7% 1.4538
Low 1.4256 1.4072 -0.0184 -1.3% 1.4240
Close 1.4367 1.4159 -0.0208 -1.4% 1.4367
Range 0.0159 0.0237 0.0078 49.1% 0.0298
ATR 0.0139 0.0150 0.0011 8.0% 0.0000
Volume 252 607 355 140.9% 1,238
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.4891 1.4762 1.4289
R3 1.4654 1.4525 1.4224
R2 1.4417 1.4417 1.4202
R1 1.4288 1.4288 1.4181 1.4234
PP 1.4180 1.4180 1.4180 1.4153
S1 1.4051 1.4051 1.4137 1.3997
S2 1.3943 1.3943 1.4116
S3 1.3706 1.3814 1.4094
S4 1.3469 1.3577 1.4029
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.5276 1.5119 1.4531
R3 1.4978 1.4821 1.4449
R2 1.4680 1.4680 1.4422
R1 1.4523 1.4523 1.4394 1.4453
PP 1.4382 1.4382 1.4382 1.4346
S1 1.4225 1.4225 1.4340 1.4155
S2 1.4084 1.4084 1.4312
S3 1.3786 1.3927 1.4285
S4 1.3488 1.3629 1.4203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4538 1.4072 0.0466 3.3% 0.0174 1.2% 19% False True 369
10 1.4566 1.4072 0.0494 3.5% 0.0155 1.1% 18% False True 396
20 1.4673 1.4072 0.0601 4.2% 0.0149 1.1% 14% False True 315
40 1.4950 1.4072 0.0878 6.2% 0.0123 0.9% 10% False True 186
60 1.5233 1.4072 0.1161 8.2% 0.0102 0.7% 7% False True 135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5316
2.618 1.4929
1.618 1.4692
1.000 1.4546
0.618 1.4455
HIGH 1.4309
0.618 1.4218
0.500 1.4191
0.382 1.4163
LOW 1.4072
0.618 1.3926
1.000 1.3835
1.618 1.3689
2.618 1.3452
4.250 1.3065
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 1.4191 1.4244
PP 1.4180 1.4215
S1 1.4170 1.4187

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

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