CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 09-Dec-2015
Day Change Summary
Previous Current
08-Dec-2015 09-Dec-2015 Change Change % Previous Week
Open 1.5002 1.5085 0.0083 0.6% 1.5033
High 1.5005 1.5170 0.0165 1.1% 1.5155
Low 1.4988 1.5085 0.0097 0.6% 1.4933
Close 1.4999 1.5168 0.0169 1.1% 1.5105
Range 0.0017 0.0085 0.0068 400.0% 0.0222
ATR 0.0082 0.0088 0.0006 7.8% 0.0000
Volume 14 2 -12 -85.7% 71
Daily Pivots for day following 09-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5396 1.5367 1.5215
R3 1.5311 1.5282 1.5191
R2 1.5226 1.5226 1.5184
R1 1.5197 1.5197 1.5176 1.5212
PP 1.5141 1.5141 1.5141 1.5148
S1 1.5112 1.5112 1.5160 1.5127
S2 1.5056 1.5056 1.5152
S3 1.4971 1.5027 1.5145
S4 1.4886 1.4942 1.5121
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 1.5170 1.4941 0.0229 1.5% 0.0069 0.5% 99% True False 17
10 1.5170 1.4933 0.0237 1.6% 0.0059 0.4% 99% True False 11
20 1.5326 1.4933 0.0393 2.6% 0.0053 0.3% 60% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5531
2.618 1.5393
1.618 1.5308
1.000 1.5255
0.618 1.5223
HIGH 1.5170
0.618 1.5138
0.500 1.5128
0.382 1.5117
LOW 1.5085
0.618 1.5032
1.000 1.5000
1.618 1.4947
2.618 1.4862
4.250 1.4724
Fisher Pivots for day following 09-Dec-2015
Pivot 1 day 3 day
R1 1.5155 1.5138
PP 1.5141 1.5109
S1 1.5128 1.5079

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

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