CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 1.4257 1.4484 0.0227 1.6% 1.4381
High 1.4507 1.4519 0.0012 0.1% 1.4519
Low 1.4225 1.4415 0.0190 1.3% 1.4058
Close 1.4483 1.4480 -0.0003 0.0% 1.4480
Range 0.0282 0.0104 -0.0178 -63.1% 0.0461
ATR 0.0158 0.0154 -0.0004 -2.4% 0.0000
Volume 135,679 64,954 -70,725 -52.1% 449,156
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.4783 1.4736 1.4537
R3 1.4679 1.4632 1.4509
R2 1.4575 1.4575 1.4499
R1 1.4528 1.4528 1.4490 1.4500
PP 1.4471 1.4471 1.4471 1.4457
S1 1.4424 1.4424 1.4470 1.4396
S2 1.4367 1.4367 1.4461
S3 1.4263 1.4320 1.4451
S4 1.4159 1.4216 1.4423
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.5735 1.5569 1.4734
R3 1.5274 1.5108 1.4607
R2 1.4813 1.4813 1.4565
R1 1.4647 1.4647 1.4522 1.4730
PP 1.4352 1.4352 1.4352 1.4394
S1 1.4186 1.4186 1.4438 1.4269
S2 1.3891 1.3891 1.4395
S3 1.3430 1.3725 1.4353
S4 1.2969 1.3264 1.4226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4519 1.4058 0.0461 3.2% 0.0175 1.2% 92% True False 89,831
10 1.4519 1.4058 0.0461 3.2% 0.0157 1.1% 92% True False 87,740
20 1.4519 1.3844 0.0675 4.7% 0.0153 1.1% 94% True False 46,028
40 1.4673 1.3844 0.0829 5.7% 0.0148 1.0% 77% False False 23,157
60 1.4950 1.3844 0.1106 7.6% 0.0130 0.9% 58% False False 15,457
80 1.5233 1.3844 0.1389 9.6% 0.0112 0.8% 46% False False 11,600
Crabel Price Patterns
NR True
NR4 True
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 0.0042
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4961
2.618 1.4791
1.618 1.4687
1.000 1.4623
0.618 1.4583
HIGH 1.4519
0.618 1.4479
0.500 1.4467
0.382 1.4455
LOW 1.4415
0.618 1.4351
1.000 1.4311
1.618 1.4247
2.618 1.4143
4.250 1.3973
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 1.4476 1.4416
PP 1.4471 1.4352
S1 1.4467 1.4289

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

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