CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 23-Feb-2016
Day Change Summary
Previous Current
22-Feb-2016 23-Feb-2016 Change Change % Previous Week
Open 1.4309 1.4143 -0.0166 -1.2% 1.4501
High 1.4309 1.4154 -0.0155 -1.1% 1.4538
Low 1.4072 1.4016 -0.0056 -0.4% 1.4240
Close 1.4159 1.4024 -0.0135 -1.0% 1.4367
Range 0.0237 0.0138 -0.0099 -41.8% 0.0298
ATR 0.0150 0.0150 -0.0001 -0.3% 0.0000
Volume 607 703 96 15.8% 1,238
Daily Pivots for day following 23-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.4479 1.4389 1.4100
R3 1.4341 1.4251 1.4062
R2 1.4203 1.4203 1.4049
R1 1.4113 1.4113 1.4037 1.4089
PP 1.4065 1.4065 1.4065 1.4053
S1 1.3975 1.3975 1.4011 1.3951
S2 1.3927 1.3927 1.3999
S3 1.3789 1.3837 1.3986
S4 1.3651 1.3699 1.3948
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 1.4415 1.4016 0.0399 2.8% 0.0152 1.1% 2% False True 425
10 1.4566 1.4016 0.0550 3.9% 0.0150 1.1% 1% False True 379
20 1.4673 1.4016 0.0657 4.7% 0.0153 1.1% 1% False True 343
40 1.4950 1.4016 0.0934 6.7% 0.0124 0.9% 1% False True 203
60 1.5233 1.4016 0.1217 8.7% 0.0104 0.7% 1% False True 146
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 0.0027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4741
2.618 1.4515
1.618 1.4377
1.000 1.4292
0.618 1.4239
HIGH 1.4154
0.618 1.4101
0.500 1.4085
0.382 1.4069
LOW 1.4016
0.618 1.3931
1.000 1.3878
1.618 1.3793
2.618 1.3655
4.250 1.3430
Fisher Pivots for day following 23-Feb-2016
Pivot 1 day 3 day
R1 1.4085 1.4216
PP 1.4065 1.4152
S1 1.4044 1.4088

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

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