CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 1.5159 1.5172 0.0013 0.1% 1.5065
High 1.5233 1.5173 -0.0060 -0.4% 1.5233
Low 1.5152 1.5131 -0.0021 -0.1% 1.4988
Close 1.5233 1.5145 -0.0088 -0.6% 1.5233
Range 0.0081 0.0042 -0.0039 -48.1% 0.0245
ATR 0.0084 0.0085 0.0001 1.6% 0.0000
Volume 47 25 -22 -46.8% 139
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5276 1.5252 1.5168
R3 1.5234 1.5210 1.5157
R2 1.5192 1.5192 1.5153
R1 1.5168 1.5168 1.5149 1.5159
PP 1.5150 1.5150 1.5150 1.5145
S1 1.5126 1.5126 1.5141 1.5117
S2 1.5108 1.5108 1.5137
S3 1.5066 1.5084 1.5133
S4 1.5024 1.5042 1.5122
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5886 1.5805 1.5368
R3 1.5641 1.5560 1.5300
R2 1.5396 1.5396 1.5278
R1 1.5315 1.5315 1.5255 1.5356
PP 1.5151 1.5151 1.5151 1.5172
S1 1.5070 1.5070 1.5211 1.5111
S2 1.4906 1.4906 1.5188
S3 1.4661 1.4825 1.5166
S4 1.4416 1.4580 1.5098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5233 1.4988 0.0245 1.6% 0.0051 0.3% 64% False False 28
10 1.5233 1.4933 0.0300 2.0% 0.0064 0.4% 71% False False 23
20 1.5326 1.4933 0.0393 2.6% 0.0052 0.3% 54% False False 15
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5352
2.618 1.5283
1.618 1.5241
1.000 1.5215
0.618 1.5199
HIGH 1.5173
0.618 1.5157
0.500 1.5152
0.382 1.5147
LOW 1.5131
0.618 1.5105
1.000 1.5089
1.618 1.5063
2.618 1.5021
4.250 1.4953
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 1.5152 1.5182
PP 1.5150 1.5170
S1 1.5147 1.5157

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

View Archives - Comment on this page... - Back to Index of Symbols