CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 1.4800 1.4995 0.0195 1.3% 1.4467
High 1.4954 1.5009 0.0055 0.4% 1.5009
Low 1.4737 1.3246 -0.1491 -10.1% 1.3246
Close 1.4813 1.3660 -0.1153 -7.8% 1.3660
Range 0.0217 0.1763 0.1546 712.4% 0.1763
ATR 0.0172 0.0285 0.0114 66.1% 0.0000
Volume 179,340 505,283 325,943 181.7% 1,172,016
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.9261 1.8223 1.4630
R3 1.7498 1.6460 1.4145
R2 1.5735 1.5735 1.3983
R1 1.4697 1.4697 1.3822 1.4335
PP 1.3972 1.3972 1.3972 1.3790
S1 1.2934 1.2934 1.3498 1.2572
S2 1.2209 1.2209 1.3337
S3 1.0446 1.1171 1.3175
S4 0.8683 0.9408 1.2690
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.9261 1.8223 1.4630
R3 1.7498 1.6460 1.4145
R2 1.5735 1.5735 1.3983
R1 1.4697 1.4697 1.3822 1.4335
PP 1.3972 1.3972 1.3972 1.3790
S1 1.2934 1.2934 1.3498 1.2572
S2 1.2209 1.2209 1.3337
S3 1.0446 1.1171 1.3175
S4 0.8683 0.9408 1.2690
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5009 1.3246 0.1763 12.9% 0.0514 3.8% 23% True True 234,403
10 1.5009 1.3246 0.1763 12.9% 0.0346 2.5% 23% True True 194,577
20 1.5009 1.3246 0.1763 12.9% 0.0250 1.8% 23% True True 119,232
40 1.5009 1.3246 0.1763 12.9% 0.0179 1.3% 23% True True 60,017
60 1.5009 1.3246 0.1763 12.9% 0.0155 1.1% 23% True True 40,041
80 1.5009 1.3246 0.1763 12.9% 0.0141 1.0% 23% True True 30,049
100 1.5009 1.3246 0.1763 12.9% 0.0121 0.9% 23% True True 24,043
120 1.5009 1.3246 0.1763 12.9% 0.0104 0.8% 23% True True 20,038
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Widest range in 144 trading days
Fibonacci Retracements and Extensions
4.250 2.2502
2.618 1.9625
1.618 1.7862
1.000 1.6772
0.618 1.6099
HIGH 1.5009
0.618 1.4336
0.500 1.4128
0.382 1.3919
LOW 1.3246
0.618 1.2156
1.000 1.1483
1.618 1.0393
2.618 0.8630
4.250 0.5753
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 1.4128 1.4128
PP 1.3972 1.3972
S1 1.3816 1.3816

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

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