CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 02-Jun-2016
Day Change Summary
Previous Current
01-Jun-2016 02-Jun-2016 Change Change % Previous Week
Open 1.4484 1.4412 -0.0072 -0.5% 1.4501
High 1.4508 1.4473 -0.0035 -0.2% 1.4741
Low 1.4387 1.4407 0.0020 0.1% 1.4442
Close 1.4406 1.4429 0.0023 0.2% 1.4637
Range 0.0121 0.0066 -0.0055 -45.5% 0.0299
ATR 0.0134 0.0129 -0.0005 -3.6% 0.0000
Volume 130,964 74,882 -56,082 -42.8% 429,600
Daily Pivots for day following 02-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.4634 1.4598 1.4465
R3 1.4568 1.4532 1.4447
R2 1.4502 1.4502 1.4441
R1 1.4466 1.4466 1.4435 1.4484
PP 1.4436 1.4436 1.4436 1.4446
S1 1.4400 1.4400 1.4423 1.4418
S2 1.4370 1.4370 1.4417
S3 1.4304 1.4334 1.4411
S4 1.4238 1.4268 1.4393
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 1.4387 0.0354 2.5% 0.0127 0.9% 12% False False 106,457
10 1.4741 1.4387 0.0354 2.5% 0.0127 0.9% 12% False False 99,778
20 1.4741 1.4333 0.0408 2.8% 0.0123 0.8% 24% False False 93,217
40 1.4771 1.4042 0.0729 5.1% 0.0127 0.9% 53% False False 92,011
60 1.4771 1.4008 0.0763 5.3% 0.0137 0.9% 55% False False 91,834
80 1.4771 1.3844 0.0927 6.4% 0.0139 1.0% 63% False False 71,031
100 1.4771 1.3844 0.0927 6.4% 0.0137 1.0% 63% False False 56,864
120 1.5233 1.3844 0.1389 9.6% 0.0127 0.9% 42% False False 47,395
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 1.4754
2.618 1.4646
1.618 1.4580
1.000 1.4539
0.618 1.4514
HIGH 1.4473
0.618 1.4448
0.500 1.4440
0.382 1.4432
LOW 1.4407
0.618 1.4366
1.000 1.4341
1.618 1.4300
2.618 1.4234
4.250 1.4127
Fisher Pivots for day following 02-Jun-2016
Pivot 1 day 3 day
R1 1.4440 1.4558
PP 1.4436 1.4515
S1 1.4433 1.4472

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

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