CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 1.5220 1.5205 -0.0015 -0.1% 1.5120
High 1.5237 1.5205 -0.0032 -0.2% 1.5251
Low 1.5208 1.5188 -0.0020 -0.1% 1.5103
Close 1.5234 1.5202 -0.0032 -0.2% 1.5234
Range 0.0029 0.0017 -0.0012 -41.4% 0.0148
ATR
Volume 12 40 28 233.3% 50
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5249 1.5243 1.5211
R3 1.5232 1.5226 1.5207
R2 1.5215 1.5215 1.5205
R1 1.5209 1.5209 1.5204 1.5204
PP 1.5198 1.5198 1.5198 1.5196
S1 1.5192 1.5192 1.5200 1.5187
S2 1.5181 1.5181 1.5199
S3 1.5164 1.5175 1.5197
S4 1.5147 1.5158 1.5193
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% 0.0046 0.3% 67% False False 15
10 1.5434 1.5029 0.0405 2.7% 0.0075 0.5% 43% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5277
2.618 1.5250
1.618 1.5233
1.000 1.5222
0.618 1.5216
HIGH 1.5205
0.618 1.5199
0.500 1.5197
0.382 1.5194
LOW 1.5188
0.618 1.5177
1.000 1.5171
1.618 1.5160
2.618 1.5143
4.250 1.5116
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 1.5200 1.5218
PP 1.5198 1.5213
S1 1.5197 1.5207

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

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