CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 13-Nov-2015
Day Change Summary
Previous Current
12-Nov-2015 13-Nov-2015 Change Change % Previous Week
Open 1.5225 1.5220 -0.0005 0.0% 1.5120
High 1.5251 1.5237 -0.0014 -0.1% 1.5251
Low 1.5185 1.5208 0.0023 0.2% 1.5103
Close 1.5225 1.5234 0.0009 0.1% 1.5234
Range 0.0066 0.0029 -0.0037 -56.1% 0.0148
ATR
Volume 16 12 -4 -25.0% 50
Daily Pivots for day following 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5313 1.5303 1.5250
R3 1.5284 1.5274 1.5242
R2 1.5255 1.5255 1.5239
R1 1.5245 1.5245 1.5237 1.5250
PP 1.5226 1.5226 1.5226 1.5229
S1 1.5216 1.5216 1.5231 1.5221
S2 1.5197 1.5197 1.5229
S3 1.5168 1.5187 1.5226
S4 1.5139 1.5158 1.5218
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5640 1.5585 1.5315
R3 1.5492 1.5437 1.5275
R2 1.5344 1.5344 1.5261
R1 1.5289 1.5289 1.5248 1.5317
PP 1.5196 1.5196 1.5196 1.5210
S1 1.5141 1.5141 1.5220 1.5169
S2 1.5048 1.5048 1.5207
S3 1.4900 1.4993 1.5193
S4 1.4752 1.4845 1.5153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5251 1.5103 0.0148 1.0% 0.0045 0.3% 89% False False 10
10 1.5463 1.5029 0.0434 2.8% 0.0079 0.5% 47% False False 16
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5360
2.618 1.5313
1.618 1.5284
1.000 1.5266
0.618 1.5255
HIGH 1.5237
0.618 1.5226
0.500 1.5223
0.382 1.5219
LOW 1.5208
0.618 1.5190
1.000 1.5179
1.618 1.5161
2.618 1.5132
4.250 1.5085
Fisher Pivots for day following 13-Nov-2015
Pivot 1 day 3 day
R1 1.5230 1.5223
PP 1.5226 1.5213
S1 1.5223 1.5202

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

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