CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 15-Dec-2015
Day Change Summary
Previous Current
14-Dec-2015 15-Dec-2015 Change Change % Previous Week
Open 1.5172 1.5150 -0.0022 -0.1% 1.5065
High 1.5173 1.5163 -0.0010 -0.1% 1.5233
Low 1.5131 1.5042 -0.0089 -0.6% 1.4988
Close 1.5145 1.5047 -0.0098 -0.6% 1.5233
Range 0.0042 0.0121 0.0079 188.1% 0.0245
ATR 0.0085 0.0087 0.0003 3.0% 0.0000
Volume 25 78 53 212.0% 139
Daily Pivots for day following 15-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.5447 1.5368 1.5114
R3 1.5326 1.5247 1.5080
R2 1.5205 1.5205 1.5069
R1 1.5126 1.5126 1.5058 1.5105
PP 1.5084 1.5084 1.5084 1.5074
S1 1.5005 1.5005 1.5036 1.4984
S2 1.4963 1.4963 1.5025
S3 1.4842 1.4884 1.5014
S4 1.4721 1.4763 1.4980
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 1.5042 0.0191 1.3% 0.0072 0.5% 3% False True 40
10 1.5233 1.4933 0.0300 2.0% 0.0075 0.5% 38% False False 30
20 1.5326 1.4933 0.0393 2.6% 0.0057 0.4% 29% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.5677
2.618 1.5480
1.618 1.5359
1.000 1.5284
0.618 1.5238
HIGH 1.5163
0.618 1.5117
0.500 1.5103
0.382 1.5088
LOW 1.5042
0.618 1.4967
1.000 1.4921
1.618 1.4846
2.618 1.4725
4.250 1.4528
Fisher Pivots for day following 15-Dec-2015
Pivot 1 day 3 day
R1 1.5103 1.5138
PP 1.5084 1.5107
S1 1.5066 1.5077

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

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