CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 1.4120 1.4140 0.0020 0.1% 1.4463
High 1.4187 1.4287 0.0100 0.7% 1.4472
Low 1.4059 1.4124 0.0065 0.5% 1.4059
Close 1.4154 1.4254 0.0100 0.7% 1.4154
Range 0.0128 0.0163 0.0035 27.3% 0.0413
ATR 0.0153 0.0154 0.0001 0.5% 0.0000
Volume 75,145 49,592 -25,553 -34.0% 327,536
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.4711 1.4645 1.4344
R3 1.4548 1.4482 1.4299
R2 1.4385 1.4385 1.4284
R1 1.4319 1.4319 1.4269 1.4352
PP 1.4222 1.4222 1.4222 1.4238
S1 1.4156 1.4156 1.4239 1.4189
S2 1.4059 1.4059 1.4224
S3 1.3896 1.3993 1.4209
S4 1.3733 1.3830 1.4164
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.5467 1.5224 1.4381
R3 1.5054 1.4811 1.4268
R2 1.4641 1.4641 1.4230
R1 1.4398 1.4398 1.4192 1.4313
PP 1.4228 1.4228 1.4228 1.4186
S1 1.3985 1.3985 1.4116 1.3900
S2 1.3815 1.3815 1.4078
S3 1.3402 1.3572 1.4040
S4 1.2989 1.3159 1.3927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4472 1.4059 0.0413 2.9% 0.0150 1.1% 47% False False 75,425
10 1.4519 1.4058 0.0461 3.2% 0.0163 1.1% 43% False False 82,628
20 1.4519 1.3844 0.0675 4.7% 0.0151 1.1% 61% False False 64,696
40 1.4673 1.3844 0.0829 5.8% 0.0152 1.1% 49% False False 32,574
60 1.4844 1.3844 0.1000 7.0% 0.0136 1.0% 41% False False 21,740
80 1.5233 1.3844 0.1389 9.7% 0.0120 0.8% 30% False False 16,314
100 1.5463 1.3844 0.1619 11.4% 0.0108 0.8% 25% False False 13,054
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 0.0032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4980
2.618 1.4714
1.618 1.4551
1.000 1.4450
0.618 1.4388
HIGH 1.4287
0.618 1.4225
0.500 1.4206
0.382 1.4186
LOW 1.4124
0.618 1.4023
1.000 1.3961
1.618 1.3860
2.618 1.3697
4.250 1.3431
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 1.4238 1.4227
PP 1.4222 1.4200
S1 1.4206 1.4173

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

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