CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 1.5188 1.5245 0.0057 0.4% 1.5120
High 1.5227 1.5250 0.0023 0.2% 1.5251
Low 1.5161 1.5196 0.0035 0.2% 1.5103
Close 1.5217 1.5239 0.0022 0.1% 1.5234
Range 0.0066 0.0054 -0.0012 -18.2% 0.0148
ATR 0.0083 0.0081 -0.0002 -2.5% 0.0000
Volume 1 29 28 2,800.0% 50
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5390 1.5369 1.5269
R3 1.5336 1.5315 1.5254
R2 1.5282 1.5282 1.5249
R1 1.5261 1.5261 1.5244 1.5245
PP 1.5228 1.5228 1.5228 1.5220
S1 1.5207 1.5207 1.5234 1.5191
S2 1.5174 1.5174 1.5229
S3 1.5120 1.5153 1.5224
S4 1.5066 1.5099 1.5209
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 1.5161 0.0090 0.6% 0.0046 0.3% 87% False False 19
10 1.5391 1.5029 0.0362 2.4% 0.0073 0.5% 58% False False 23
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5480
2.618 1.5391
1.618 1.5337
1.000 1.5304
0.618 1.5283
HIGH 1.5250
0.618 1.5229
0.500 1.5223
0.382 1.5217
LOW 1.5196
0.618 1.5163
1.000 1.5142
1.618 1.5109
2.618 1.5055
4.250 1.4967
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 1.5234 1.5228
PP 1.5228 1.5217
S1 1.5223 1.5206

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

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