CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 1.4255 1.4410 0.0155 1.1% 1.4257
High 1.4406 1.4420 0.0014 0.1% 1.4420
Low 1.4248 1.4162 -0.0086 -0.6% 1.4162
Close 1.4368 1.4247 -0.0121 -0.8% 1.4247
Range 0.0158 0.0258 0.0100 63.3% 0.0258
ATR 0.0111 0.0122 0.0010 9.4% 0.0000
Volume 100 83 -17 -17.0% 491
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.5050 1.4907 1.4389
R3 1.4792 1.4649 1.4318
R2 1.4534 1.4534 1.4294
R1 1.4391 1.4391 1.4271 1.4334
PP 1.4276 1.4276 1.4276 1.4248
S1 1.4133 1.4133 1.4223 1.4076
S2 1.4018 1.4018 1.4200
S3 1.3760 1.3875 1.4176
S4 1.3502 1.3617 1.4105
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.5050 1.4907 1.4389
R3 1.4792 1.4649 1.4318
R2 1.4534 1.4534 1.4294
R1 1.4391 1.4391 1.4271 1.4334
PP 1.4276 1.4276 1.4276 1.4248
S1 1.4133 1.4133 1.4223 1.4076
S2 1.4018 1.4018 1.4200
S3 1.3760 1.3875 1.4176
S4 1.3502 1.3617 1.4105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4420 1.4162 0.0258 1.8% 0.0146 1.0% 33% True True 98
10 1.4420 1.4090 0.0330 2.3% 0.0141 1.0% 48% True False 94
20 1.4831 1.4090 0.0741 5.2% 0.0115 0.8% 21% False False 76
40 1.5233 1.4090 0.1143 8.0% 0.0093 0.7% 14% False False 57
60 1.5434 1.4090 0.1344 9.4% 0.0081 0.6% 12% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 1.5517
2.618 1.5095
1.618 1.4837
1.000 1.4678
0.618 1.4579
HIGH 1.4420
0.618 1.4321
0.500 1.4291
0.382 1.4261
LOW 1.4162
0.618 1.4003
1.000 1.3904
1.618 1.3745
2.618 1.3487
4.250 1.3066
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 1.4291 1.4291
PP 1.4276 1.4276
S1 1.4262 1.4262

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

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