CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 1.4594 1.4529 -0.0065 -0.4% 1.4263
High 1.4673 1.4552 -0.0121 -0.8% 1.4673
Low 1.4572 1.4460 -0.0112 -0.8% 1.4259
Close 1.4603 1.4503 -0.0100 -0.7% 1.4503
Range 0.0101 0.0092 -0.0009 -8.9% 0.0414
ATR 0.0131 0.0132 0.0001 0.6% 0.0000
Volume 883 117 -766 -86.7% 1,843
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.4781 1.4734 1.4554
R3 1.4689 1.4642 1.4528
R2 1.4597 1.4597 1.4520
R1 1.4550 1.4550 1.4511 1.4528
PP 1.4505 1.4505 1.4505 1.4494
S1 1.4458 1.4458 1.4495 1.4436
S2 1.4413 1.4413 1.4486
S3 1.4321 1.4366 1.4478
S4 1.4229 1.4274 1.4452
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.5720 1.5526 1.4731
R3 1.5306 1.5112 1.4617
R2 1.4892 1.4892 1.4579
R1 1.4698 1.4698 1.4541 1.4795
PP 1.4478 1.4478 1.4478 1.4527
S1 1.4284 1.4284 1.4465 1.4381
S2 1.4064 1.4064 1.4427
S3 1.3650 1.3870 1.4389
S4 1.3236 1.3456 1.4275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4673 1.4259 0.0414 2.9% 0.0141 1.0% 59% False False 368
10 1.4673 1.4162 0.0511 3.5% 0.0144 1.0% 67% False False 233
20 1.4673 1.4090 0.0583 4.0% 0.0129 0.9% 71% False False 155
40 1.5233 1.4090 0.1143 7.9% 0.0101 0.7% 36% False False 100
60 1.5326 1.4090 0.1236 8.5% 0.0084 0.6% 33% False False 70
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4943
2.618 1.4793
1.618 1.4701
1.000 1.4644
0.618 1.4609
HIGH 1.4552
0.618 1.4517
0.500 1.4506
0.382 1.4495
LOW 1.4460
0.618 1.4403
1.000 1.4368
1.618 1.4311
2.618 1.4219
4.250 1.4069
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 1.4506 1.4538
PP 1.4505 1.4526
S1 1.4504 1.4515

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

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