CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 07-Jun-2016
Day Change Summary
Previous Current
06-Jun-2016 07-Jun-2016 Change Change % Previous Week
Open 1.4481 1.4454 -0.0027 -0.2% 1.4608
High 1.4485 1.4669 0.0184 1.3% 1.4729
Low 1.4351 1.4444 0.0093 0.6% 1.4387
Close 1.4459 1.4552 0.0093 0.6% 1.4515
Range 0.0134 0.0225 0.0091 67.9% 0.0342
ATR 0.0135 0.0142 0.0006 4.7% 0.0000
Volume 151,865 143,958 -7,907 -5.2% 510,185
Daily Pivots for day following 07-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.5230 1.5116 1.4676
R3 1.5005 1.4891 1.4614
R2 1.4780 1.4780 1.4593
R1 1.4666 1.4666 1.4573 1.4723
PP 1.4555 1.4555 1.4555 1.4584
S1 1.4441 1.4441 1.4531 1.4498
S2 1.4330 1.4330 1.4511
S3 1.4105 1.4216 1.4490
S4 1.3880 1.3991 1.4428
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 1.4669 1.4351 0.0318 2.2% 0.0146 1.0% 63% True False 125,117
10 1.4741 1.4351 0.0390 2.7% 0.0147 1.0% 52% False False 115,910
20 1.4741 1.4333 0.0408 2.8% 0.0133 0.9% 54% False False 101,965
40 1.4771 1.4092 0.0679 4.7% 0.0131 0.9% 68% False False 96,133
60 1.4771 1.4008 0.0763 5.2% 0.0139 1.0% 71% False False 93,805
80 1.4771 1.3844 0.0927 6.4% 0.0141 1.0% 76% False False 76,265
100 1.4771 1.3844 0.0927 6.4% 0.0140 1.0% 76% False False 61,059
120 1.5163 1.3844 0.1319 9.1% 0.0130 0.9% 54% False False 50,891
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5625
2.618 1.5258
1.618 1.5033
1.000 1.4894
0.618 1.4808
HIGH 1.4669
0.618 1.4583
0.500 1.4557
0.382 1.4530
LOW 1.4444
0.618 1.4305
1.000 1.4219
1.618 1.4080
2.618 1.3855
4.250 1.3488
Fisher Pivots for day following 07-Jun-2016
Pivot 1 day 3 day
R1 1.4557 1.4538
PP 1.4555 1.4524
S1 1.4554 1.4510

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

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