CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 1.4995 1.3443 -0.1552 -10.4% 1.4467
High 1.5009 1.3502 -0.1507 -10.0% 1.5009
Low 1.3246 1.3133 -0.0113 -0.9% 1.3246
Close 1.3660 1.3190 -0.0470 -3.4% 1.3660
Range 0.1763 0.0369 -0.1394 -79.1% 0.1763
ATR 0.0285 0.0303 0.0017 6.0% 0.0000
Volume 505,283 229,163 -276,120 -54.6% 1,172,016
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.4382 1.4155 1.3393
R3 1.4013 1.3786 1.3291
R2 1.3644 1.3644 1.3258
R1 1.3417 1.3417 1.3224 1.3346
PP 1.3275 1.3275 1.3275 1.3240
S1 1.3048 1.3048 1.3156 1.2977
S2 1.2906 1.2906 1.3122
S3 1.2537 1.2679 1.3089
S4 1.2168 1.2310 1.2987
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 1.3133 0.1876 14.2% 0.0531 4.0% 3% False True 244,786
10 1.5009 1.3133 0.1876 14.2% 0.0362 2.7% 3% False True 195,968
20 1.5009 1.3133 0.1876 14.2% 0.0264 2.0% 3% False True 130,557
40 1.5009 1.3133 0.1876 14.2% 0.0186 1.4% 3% False True 65,743
60 1.5009 1.3133 0.1876 14.2% 0.0159 1.2% 3% False True 43,859
80 1.5009 1.3133 0.1876 14.2% 0.0144 1.1% 3% False True 32,913
100 1.5009 1.3133 0.1876 14.2% 0.0124 0.9% 3% False True 26,335
120 1.5009 1.3133 0.1876 14.2% 0.0107 0.8% 3% False True 21,947
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5070
2.618 1.4468
1.618 1.4099
1.000 1.3871
0.618 1.3730
HIGH 1.3502
0.618 1.3361
0.500 1.3318
0.382 1.3274
LOW 1.3133
0.618 1.2905
1.000 1.2764
1.618 1.2536
2.618 1.2167
4.250 1.1565
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 1.3318 1.4071
PP 1.3275 1.3777
S1 1.3233 1.3484

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

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