CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 1.4381 1.4305 -0.0076 -0.5% 1.4217
High 1.4394 1.4309 -0.0085 -0.6% 1.4441
Low 1.4295 1.4142 -0.0153 -1.1% 1.4122
Close 1.4301 1.4160 -0.0141 -1.0% 1.4390
Range 0.0099 0.0167 0.0068 68.7% 0.0319
ATR 0.0141 0.0143 0.0002 1.3% 0.0000
Volume 60,558 73,318 12,760 21.1% 428,252
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.4705 1.4599 1.4252
R3 1.4538 1.4432 1.4206
R2 1.4371 1.4371 1.4191
R1 1.4265 1.4265 1.4175 1.4235
PP 1.4204 1.4204 1.4204 1.4188
S1 1.4098 1.4098 1.4145 1.4068
S2 1.4037 1.4037 1.4129
S3 1.3870 1.3931 1.4114
S4 1.3703 1.3764 1.4068
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.5275 1.5151 1.4565
R3 1.4956 1.4832 1.4478
R2 1.4637 1.4637 1.4448
R1 1.4513 1.4513 1.4419 1.4575
PP 1.4318 1.4318 1.4318 1.4349
S1 1.4194 1.4194 1.4361 1.4256
S2 1.3999 1.3999 1.4332
S3 1.3680 1.3875 1.4302
S4 1.3361 1.3556 1.4215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4441 1.4122 0.0319 2.3% 0.0142 1.0% 12% False False 87,069
10 1.4441 1.3921 0.0520 3.7% 0.0144 1.0% 46% False False 59,473
20 1.4441 1.3844 0.0597 4.2% 0.0142 1.0% 53% False False 30,305
40 1.4673 1.3844 0.0829 5.9% 0.0143 1.0% 38% False False 15,283
60 1.4978 1.3844 0.1134 8.0% 0.0123 0.9% 28% False False 10,207
80 1.5326 1.3844 0.1482 10.5% 0.0107 0.8% 21% False False 7,660
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 0.0041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5019
2.618 1.4746
1.618 1.4579
1.000 1.4476
0.618 1.4412
HIGH 1.4309
0.618 1.4245
0.500 1.4226
0.382 1.4206
LOW 1.4142
0.618 1.4039
1.000 1.3975
1.618 1.3872
2.618 1.3705
4.250 1.3432
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 1.4226 1.4292
PP 1.4204 1.4248
S1 1.4182 1.4204

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

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