CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 1.4706 1.4671 -0.0035 -0.2% 1.4501
High 1.4741 1.4690 -0.0051 -0.3% 1.4741
Low 1.4642 1.4606 -0.0036 -0.2% 1.4442
Close 1.4665 1.4637 -0.0028 -0.2% 1.4637
Range 0.0099 0.0084 -0.0015 -15.2% 0.0299
ATR 0.0128 0.0125 -0.0003 -2.5% 0.0000
Volume 80,011 66,009 -14,002 -17.5% 429,600
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 1.4896 1.4851 1.4683
R3 1.4812 1.4767 1.4660
R2 1.4728 1.4728 1.4652
R1 1.4683 1.4683 1.4645 1.4664
PP 1.4644 1.4644 1.4644 1.4635
S1 1.4599 1.4599 1.4629 1.4580
S2 1.4560 1.4560 1.4622
S3 1.4476 1.4515 1.4614
S4 1.4392 1.4431 1.4591
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 1.5504 1.5369 1.4801
R3 1.5205 1.5070 1.4719
R2 1.4906 1.4906 1.4692
R1 1.4771 1.4771 1.4664 1.4839
PP 1.4607 1.4607 1.4607 1.4640
S1 1.4472 1.4472 1.4610 1.4540
S2 1.4308 1.4308 1.4582
S3 1.4009 1.4173 1.4555
S4 1.3710 1.3874 1.4473
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% 0.0117 0.8% 65% False False 85,920
10 1.4741 1.4333 0.0408 2.8% 0.0125 0.9% 75% False False 91,296
20 1.4771 1.4333 0.0438 3.0% 0.0123 0.8% 69% False False 87,562
40 1.4771 1.4008 0.0763 5.2% 0.0127 0.9% 82% False False 89,552
60 1.4771 1.4008 0.0763 5.2% 0.0136 0.9% 82% False False 87,718
80 1.4771 1.3844 0.0927 6.3% 0.0138 0.9% 86% False False 66,226
100 1.4771 1.3844 0.0927 6.3% 0.0135 0.9% 86% False False 53,002
120 1.5233 1.3844 0.1389 9.5% 0.0124 0.8% 57% False False 44,176
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 0.0026
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.5047
2.618 1.4910
1.618 1.4826
1.000 1.4774
0.618 1.4742
HIGH 1.4690
0.618 1.4658
0.500 1.4648
0.382 1.4638
LOW 1.4606
0.618 1.4554
1.000 1.4522
1.618 1.4470
2.618 1.4386
4.250 1.4249
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 1.4648 1.4672
PP 1.4644 1.4660
S1 1.4641 1.4649

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

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