CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 1.4410 1.4263 -0.0147 -1.0% 1.4257
High 1.4420 1.4448 0.0028 0.2% 1.4420
Low 1.4162 1.4259 0.0097 0.7% 1.4162
Close 1.4247 1.4448 0.0201 1.4% 1.4247
Range 0.0258 0.0189 -0.0069 -26.7% 0.0258
ATR 0.0122 0.0128 0.0006 4.6% 0.0000
Volume 83 170 87 104.8% 491
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.4952 1.4889 1.4552
R3 1.4763 1.4700 1.4500
R2 1.4574 1.4574 1.4483
R1 1.4511 1.4511 1.4465 1.4543
PP 1.4385 1.4385 1.4385 1.4401
S1 1.4322 1.4322 1.4431 1.4354
S2 1.4196 1.4196 1.4413
S3 1.4007 1.4133 1.4396
S4 1.3818 1.3944 1.4344
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 1.4448 1.4162 0.0286 2.0% 0.0173 1.2% 100% True False 104
10 1.4448 1.4090 0.0358 2.5% 0.0144 1.0% 100% True False 102
20 1.4800 1.4090 0.0710 4.9% 0.0120 0.8% 50% False False 82
40 1.5233 1.4090 0.1143 7.9% 0.0095 0.7% 31% False False 60
60 1.5434 1.4090 0.1344 9.3% 0.0083 0.6% 27% False False 45
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5251
2.618 1.4943
1.618 1.4754
1.000 1.4637
0.618 1.4565
HIGH 1.4448
0.618 1.4376
0.500 1.4354
0.382 1.4331
LOW 1.4259
0.618 1.4142
1.000 1.4070
1.618 1.3953
2.618 1.3764
4.250 1.3456
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 1.4417 1.4400
PP 1.4385 1.4353
S1 1.4354 1.4305

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

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