CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 26-May-2016
Day Change Summary
Previous Current
25-May-2016 26-May-2016 Change Change % Previous Week
Open 1.4627 1.4706 0.0079 0.5% 1.4353
High 1.4731 1.4741 0.0010 0.1% 1.4665
Low 1.4602 1.4642 0.0040 0.3% 1.4333
Close 1.4722 1.4665 -0.0057 -0.4% 1.4506
Range 0.0129 0.0099 -0.0030 -23.3% 0.0332
ATR 0.0131 0.0128 -0.0002 -1.7% 0.0000
Volume 101,773 80,011 -21,762 -21.4% 483,361
Daily Pivots for day following 26-May-2016
Classic Woodie Camarilla DeMark
R4 1.4980 1.4921 1.4719
R3 1.4881 1.4822 1.4692
R2 1.4782 1.4782 1.4683
R1 1.4723 1.4723 1.4674 1.4703
PP 1.4683 1.4683 1.4683 1.4673
S1 1.4624 1.4624 1.4656 1.4604
S2 1.4584 1.4584 1.4647
S3 1.4485 1.4525 1.4638
S4 1.4386 1.4426 1.4611
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 1.5497 1.5334 1.4689
R3 1.5165 1.5002 1.4597
R2 1.4833 1.4833 1.4567
R1 1.4670 1.4670 1.4536 1.4752
PP 1.4501 1.4501 1.4501 1.4542
S1 1.4338 1.4338 1.4476 1.4420
S2 1.4169 1.4169 1.4445
S3 1.3837 1.4006 1.4415
S4 1.3505 1.3674 1.4323
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4741 1.4442 0.0299 2.0% 0.0126 0.9% 75% True False 89,523
10 1.4741 1.4333 0.0408 2.8% 0.0128 0.9% 81% True False 93,873
20 1.4771 1.4333 0.0438 3.0% 0.0123 0.8% 76% False False 89,621
40 1.4771 1.4008 0.0763 5.2% 0.0130 0.9% 86% False False 91,244
60 1.4771 1.4008 0.0763 5.2% 0.0137 0.9% 86% False False 86,826
80 1.4771 1.3844 0.0927 6.3% 0.0140 1.0% 89% False False 65,404
100 1.4771 1.3844 0.0927 6.3% 0.0135 0.9% 89% False False 52,343
120 1.5233 1.3844 0.1389 9.5% 0.0124 0.8% 59% False False 43,626
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0025
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.5162
2.618 1.5000
1.618 1.4901
1.000 1.4840
0.618 1.4802
HIGH 1.4741
0.618 1.4703
0.500 1.4692
0.382 1.4680
LOW 1.4642
0.618 1.4581
1.000 1.4543
1.618 1.4482
2.618 1.4383
4.250 1.4221
Fisher Pivots for day following 26-May-2016
Pivot 1 day 3 day
R1 1.4692 1.4647
PP 1.4683 1.4628
S1 1.4674 1.4610

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

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