CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 03-May-2016
Day Change Summary
Previous Current
02-May-2016 03-May-2016 Change Change % Previous Week
Open 1.4599 1.4671 0.0072 0.5% 1.4453
High 1.4698 1.4771 0.0073 0.5% 1.4675
Low 1.4592 1.4531 -0.0061 -0.4% 1.4404
Close 1.4668 1.4543 -0.0125 -0.9% 1.4613
Range 0.0106 0.0240 0.0134 126.4% 0.0271
ATR 0.0133 0.0141 0.0008 5.8% 0.0000
Volume 52,290 125,142 72,852 139.3% 482,704
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 1.5335 1.5179 1.4675
R3 1.5095 1.4939 1.4609
R2 1.4855 1.4855 1.4587
R1 1.4699 1.4699 1.4565 1.4657
PP 1.4615 1.4615 1.4615 1.4594
S1 1.4459 1.4459 1.4521 1.4417
S2 1.4375 1.4375 1.4499
S3 1.4135 1.4219 1.4477
S4 1.3895 1.3979 1.4411
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.5377 1.5266 1.4762
R3 1.5106 1.4995 1.4688
R2 1.4835 1.4835 1.4663
R1 1.4724 1.4724 1.4638 1.4780
PP 1.4564 1.4564 1.4564 1.4592
S1 1.4453 1.4453 1.4588 1.4509
S2 1.4293 1.4293 1.4563
S3 1.4022 1.4182 1.4538
S4 1.3751 1.3911 1.4464
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4771 1.4475 0.0296 2.0% 0.0138 1.0% 23% True False 92,939
10 1.4771 1.4285 0.0486 3.3% 0.0136 0.9% 53% True False 95,392
20 1.4771 1.4008 0.0763 5.2% 0.0134 0.9% 70% True False 92,199
40 1.4771 1.4008 0.0763 5.2% 0.0144 1.0% 70% True False 91,137
60 1.4771 1.3844 0.0927 6.4% 0.0145 1.0% 75% True False 62,055
80 1.4771 1.3844 0.0927 6.4% 0.0141 1.0% 75% True False 46,580
100 1.5233 1.3844 0.1389 9.6% 0.0128 0.9% 50% False False 37,273
120 1.5326 1.3844 0.1482 10.2% 0.0115 0.8% 47% False False 31,063
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.5791
2.618 1.5399
1.618 1.5159
1.000 1.5011
0.618 1.4919
HIGH 1.4771
0.618 1.4679
0.500 1.4651
0.382 1.4623
LOW 1.4531
0.618 1.4383
1.000 1.4291
1.618 1.4143
2.618 1.3903
4.250 1.3511
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 1.4651 1.4651
PP 1.4615 1.4615
S1 1.4579 1.4579

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

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