CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 29-Feb-2016
Day Change Summary
Previous Current
26-Feb-2016 29-Feb-2016 Change Change % Previous Week
Open 1.3969 1.3874 -0.0095 -0.7% 1.4309
High 1.4042 1.3952 -0.0090 -0.6% 1.4309
Low 1.3861 1.3844 -0.0017 -0.1% 1.3861
Close 1.3869 1.3922 0.0053 0.4% 1.3869
Range 0.0181 0.0108 -0.0073 -40.3% 0.0448
ATR 0.0147 0.0145 -0.0003 -1.9% 0.0000
Volume 1,033 4,550 3,517 340.5% 3,760
Daily Pivots for day following 29-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.4230 1.4184 1.3981
R3 1.4122 1.4076 1.3952
R2 1.4014 1.4014 1.3942
R1 1.3968 1.3968 1.3932 1.3991
PP 1.3906 1.3906 1.3906 1.3918
S1 1.3860 1.3860 1.3912 1.3883
S2 1.3798 1.3798 1.3902
S3 1.3690 1.3752 1.3892
S4 1.3582 1.3644 1.3863
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.5357 1.5061 1.4115
R3 1.4909 1.4613 1.3992
R2 1.4461 1.4461 1.3951
R1 1.4165 1.4165 1.3910 1.4089
PP 1.4013 1.4013 1.4013 1.3975
S1 1.3717 1.3717 1.3828 1.3641
S2 1.3565 1.3565 1.3787
S3 1.3117 1.3269 1.3746
S4 1.2669 1.2821 1.3623
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4154 1.3844 0.0310 2.2% 0.0132 0.9% 25% False True 1,540
10 1.4538 1.3844 0.0694 5.0% 0.0153 1.1% 11% False True 954
20 1.4673 1.3844 0.0829 6.0% 0.0146 1.0% 9% False True 675
40 1.4831 1.3844 0.0987 7.1% 0.0131 0.9% 8% False True 375
60 1.5233 1.3844 0.1389 10.0% 0.0111 0.8% 6% False True 263
80 1.5434 1.3844 0.1590 11.4% 0.0097 0.7% 5% False True 200
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 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4411
2.618 1.4235
1.618 1.4127
1.000 1.4060
0.618 1.4019
HIGH 1.3952
0.618 1.3911
0.500 1.3898
0.382 1.3885
LOW 1.3844
0.618 1.3777
1.000 1.3736
1.618 1.3669
2.618 1.3561
4.250 1.3385
Fisher Pivots for day following 29-Feb-2016
Pivot 1 day 3 day
R1 1.3914 1.3943
PP 1.3906 1.3936
S1 1.3898 1.3929

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

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