CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 04-Dec-2015
Day Change Summary
Previous Current
03-Dec-2015 04-Dec-2015 Change Change % Previous Week
Open 1.4941 1.5132 0.0191 1.3% 1.5033
High 1.5155 1.5135 -0.0020 -0.1% 1.5155
Low 1.4941 1.5105 0.0164 1.1% 1.4933
Close 1.5155 1.5105 -0.0050 -0.3% 1.5105
Range 0.0214 0.0030 -0.0184 -86.0% 0.0222
ATR 0.0088 0.0085 -0.0003 -3.1% 0.0000
Volume 39 9 -30 -76.9% 71
Daily Pivots for day following 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5205 1.5185 1.5122
R3 1.5175 1.5155 1.5113
R2 1.5145 1.5145 1.5111
R1 1.5125 1.5125 1.5108 1.5120
PP 1.5115 1.5115 1.5115 1.5113
S1 1.5095 1.5095 1.5102 1.5090
S2 1.5085 1.5085 1.5100
S3 1.5055 1.5065 1.5097
S4 1.5025 1.5035 1.5089
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5730 1.5640 1.5227
R3 1.5508 1.5418 1.5166
R2 1.5286 1.5286 1.5146
R1 1.5196 1.5196 1.5125 1.5241
PP 1.5064 1.5064 1.5064 1.5087
S1 1.4974 1.4974 1.5085 1.5019
S2 1.4842 1.4842 1.5064
S3 1.4620 1.4752 1.5044
S4 1.4398 1.4530 1.4983
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5155 1.4933 0.0222 1.5% 0.0084 0.6% 77% False False 14
10 1.5235 1.4933 0.0302 2.0% 0.0059 0.4% 57% False False 8
20 1.5326 1.4933 0.0393 2.6% 0.0060 0.4% 44% False False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5263
2.618 1.5214
1.618 1.5184
1.000 1.5165
0.618 1.5154
HIGH 1.5135
0.618 1.5124
0.500 1.5120
0.382 1.5116
LOW 1.5105
0.618 1.5086
1.000 1.5075
1.618 1.5056
2.618 1.5026
4.250 1.4978
Fisher Pivots for day following 04-Dec-2015
Pivot 1 day 3 day
R1 1.5120 1.5085
PP 1.5115 1.5064
S1 1.5110 1.5044

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

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