CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 1.4412 1.4419 0.0007 0.0% 1.4608
High 1.4473 1.4584 0.0111 0.8% 1.4729
Low 1.4407 1.4400 -0.0007 0.0% 1.4387
Close 1.4429 1.4515 0.0086 0.6% 1.4515
Range 0.0066 0.0184 0.0118 178.8% 0.0342
ATR 0.0129 0.0133 0.0004 3.0% 0.0000
Volume 74,882 123,917 49,035 65.5% 510,185
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.5052 1.4967 1.4616
R3 1.4868 1.4783 1.4566
R2 1.4684 1.4684 1.4549
R1 1.4599 1.4599 1.4532 1.4642
PP 1.4500 1.4500 1.4500 1.4521
S1 1.4415 1.4415 1.4498 1.4458
S2 1.4316 1.4316 1.4481
S3 1.4132 1.4231 1.4464
S4 1.3948 1.4047 1.4414
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.5570 1.5384 1.4703
R3 1.5228 1.5042 1.4609
R2 1.4886 1.4886 1.4578
R1 1.4700 1.4700 1.4546 1.4622
PP 1.4544 1.4544 1.4544 1.4505
S1 1.4358 1.4358 1.4484 1.4280
S2 1.4202 1.4202 1.4452
S3 1.3860 1.4016 1.4421
S4 1.3518 1.3674 1.4327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4729 1.4387 0.0342 2.4% 0.0144 1.0% 37% False False 115,238
10 1.4741 1.4387 0.0354 2.4% 0.0135 0.9% 36% False False 102,381
20 1.4741 1.4333 0.0408 2.8% 0.0127 0.9% 45% False False 95,443
40 1.4771 1.4042 0.0729 5.0% 0.0129 0.9% 65% False False 92,943
60 1.4771 1.4008 0.0763 5.3% 0.0139 1.0% 66% False False 92,661
80 1.4771 1.3844 0.0927 6.4% 0.0139 1.0% 72% False False 72,572
100 1.4771 1.3844 0.0927 6.4% 0.0139 1.0% 72% False False 58,103
120 1.5233 1.3844 0.1389 9.6% 0.0128 0.9% 48% False False 48,427
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5366
2.618 1.5066
1.618 1.4882
1.000 1.4768
0.618 1.4698
HIGH 1.4584
0.618 1.4514
0.500 1.4492
0.382 1.4470
LOW 1.4400
0.618 1.4286
1.000 1.4216
1.618 1.4102
2.618 1.3918
4.250 1.3618
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 1.4507 1.4505
PP 1.4500 1.4495
S1 1.4492 1.4486

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

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