CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 1.4470 1.4536 0.0066 0.5% 1.4263
High 1.4566 1.4558 -0.0008 -0.1% 1.4673
Low 1.4459 1.4396 -0.0063 -0.4% 1.4259
Close 1.4536 1.4477 -0.0059 -0.4% 1.4503
Range 0.0107 0.0162 0.0055 51.4% 0.0414
ATR 0.0133 0.0135 0.0002 1.6% 0.0000
Volume 199 217 18 9.0% 1,843
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.4963 1.4882 1.4566
R3 1.4801 1.4720 1.4522
R2 1.4639 1.4639 1.4507
R1 1.4558 1.4558 1.4492 1.4518
PP 1.4477 1.4477 1.4477 1.4457
S1 1.4396 1.4396 1.4462 1.4356
S2 1.4315 1.4315 1.4447
S3 1.4153 1.4234 1.4432
S4 1.3991 1.4072 1.4388
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 1.4566 1.4360 0.0206 1.4% 0.0132 0.9% 57% False False 405
10 1.4673 1.4162 0.0511 3.5% 0.0154 1.1% 62% False False 383
20 1.4673 1.4090 0.0583 4.0% 0.0137 0.9% 66% False False 238
40 1.5163 1.4090 0.1073 7.4% 0.0110 0.8% 36% False False 145
60 1.5326 1.4090 0.1236 8.5% 0.0090 0.6% 31% False False 102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5247
2.618 1.4982
1.618 1.4820
1.000 1.4720
0.618 1.4658
HIGH 1.4558
0.618 1.4496
0.500 1.4477
0.382 1.4458
LOW 1.4396
0.618 1.4296
1.000 1.4234
1.618 1.4134
2.618 1.3972
4.250 1.3708
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 1.4477 1.4481
PP 1.4477 1.4480
S1 1.4477 1.4478

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

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