CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 1.4454 1.4545 0.0091 0.6% 1.4608
High 1.4669 1.4602 -0.0067 -0.5% 1.4729
Low 1.4444 1.4500 0.0056 0.4% 1.4387
Close 1.4552 1.4504 -0.0048 -0.3% 1.4515
Range 0.0225 0.0102 -0.0123 -54.7% 0.0342
ATR 0.0142 0.0139 -0.0003 -2.0% 0.0000
Volume 143,958 149,155 5,197 3.6% 510,185
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.4841 1.4775 1.4560
R3 1.4739 1.4673 1.4532
R2 1.4637 1.4637 1.4523
R1 1.4571 1.4571 1.4513 1.4553
PP 1.4535 1.4535 1.4535 1.4527
S1 1.4469 1.4469 1.4495 1.4451
S2 1.4433 1.4433 1.4485
S3 1.4331 1.4367 1.4476
S4 1.4229 1.4265 1.4448
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% 0.0142 1.0% 48% False False 128,755
10 1.4741 1.4351 0.0390 2.7% 0.0141 1.0% 39% False False 120,295
20 1.4741 1.4333 0.0408 2.8% 0.0134 0.9% 42% False False 106,235
40 1.4771 1.4092 0.0679 4.7% 0.0130 0.9% 61% False False 97,579
60 1.4771 1.4008 0.0763 5.3% 0.0139 1.0% 65% False False 95,282
80 1.4771 1.3844 0.0927 6.4% 0.0140 1.0% 71% False False 78,127
100 1.4771 1.3844 0.0927 6.4% 0.0140 1.0% 71% False False 62,550
120 1.5071 1.3844 0.1227 8.5% 0.0130 0.9% 54% False False 52,134
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5036
2.618 1.4869
1.618 1.4767
1.000 1.4704
0.618 1.4665
HIGH 1.4602
0.618 1.4563
0.500 1.4551
0.382 1.4539
LOW 1.4500
0.618 1.4437
1.000 1.4398
1.618 1.4335
2.618 1.4233
4.250 1.4067
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 1.4551 1.4510
PP 1.4535 1.4508
S1 1.4520 1.4506

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

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