CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 08-Dec-2015
Day Change Summary
Previous Current
07-Dec-2015 08-Dec-2015 Change Change % Previous Week
Open 1.5065 1.5002 -0.0063 -0.4% 1.5033
High 1.5065 1.5005 -0.0060 -0.4% 1.5155
Low 1.5065 1.4988 -0.0077 -0.5% 1.4933
Close 1.5065 1.4999 -0.0066 -0.4% 1.5105
Range 0.0000 0.0017 0.0017 0.0222
ATR 0.0082 0.0082 0.0000 -0.4% 0.0000
Volume 24 14 -10 -41.7% 71
Daily Pivots for day following 08-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5048 1.5041 1.5008
R3 1.5031 1.5024 1.5004
R2 1.5014 1.5014 1.5002
R1 1.5007 1.5007 1.5001 1.5002
PP 1.4997 1.4997 1.4997 1.4995
S1 1.4990 1.4990 1.4997 1.4985
S2 1.4980 1.4980 1.4996
S3 1.4963 1.4973 1.4994
S4 1.4946 1.4956 1.4990
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% 0.0079 0.5% 30% False False 21
10 1.5155 1.4933 0.0222 1.5% 0.0053 0.4% 30% False False 11
20 1.5326 1.4933 0.0393 2.6% 0.0051 0.3% 17% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5077
2.618 1.5050
1.618 1.5033
1.000 1.5022
0.618 1.5016
HIGH 1.5005
0.618 1.4999
0.500 1.4997
0.382 1.4994
LOW 1.4988
0.618 1.4977
1.000 1.4971
1.618 1.4960
2.618 1.4943
4.250 1.4916
Fisher Pivots for day following 08-Dec-2015
Pivot 1 day 3 day
R1 1.4998 1.5062
PP 1.4997 1.5041
S1 1.4997 1.5020

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

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