CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 1.4526 1.4545 0.0019 0.1% 1.4700
High 1.4569 1.4564 -0.0005 0.0% 1.4800
Low 1.4526 1.4376 -0.0150 -1.0% 1.4514
Close 1.4553 1.4439 -0.0114 -0.8% 1.4523
Range 0.0043 0.0188 0.0145 337.2% 0.0286
ATR 0.0083 0.0090 0.0008 9.1% 0.0000
Volume 13 162 149 1,146.2% 246
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.5024 1.4919 1.4542
R3 1.4836 1.4731 1.4491
R2 1.4648 1.4648 1.4473
R1 1.4543 1.4543 1.4456 1.4502
PP 1.4460 1.4460 1.4460 1.4439
S1 1.4355 1.4355 1.4422 1.4314
S2 1.4272 1.4272 1.4405
S3 1.4084 1.4167 1.4387
S4 1.3896 1.3979 1.4336
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.5470 1.5283 1.4680
R3 1.5184 1.4997 1.4602
R2 1.4898 1.4898 1.4575
R1 1.4711 1.4711 1.4549 1.4662
PP 1.4612 1.4612 1.4612 1.4588
S1 1.4425 1.4425 1.4497 1.4376
S2 1.4326 1.4326 1.4471
S3 1.4040 1.4139 1.4444
S4 1.3754 1.3853 1.4366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4660 1.4376 0.0284 2.0% 0.0095 0.7% 22% False True 50
10 1.4902 1.4376 0.0526 3.6% 0.0091 0.6% 12% False True 53
20 1.5173 1.4376 0.0797 5.5% 0.0081 0.6% 8% False True 51
40 1.5326 1.4376 0.0950 6.6% 0.0066 0.5% 7% False True 33
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 0.0009
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.5363
2.618 1.5056
1.618 1.4868
1.000 1.4752
0.618 1.4680
HIGH 1.4564
0.618 1.4492
0.500 1.4470
0.382 1.4448
LOW 1.4376
0.618 1.4260
1.000 1.4188
1.618 1.4072
2.618 1.3884
4.250 1.3577
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 1.4470 1.4499
PP 1.4460 1.4479
S1 1.4449 1.4459

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

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