CME British Pound Future June 2016


Trading Metrics calculated at close of trading on 08-Apr-2016
Day Change Summary
Previous Current
07-Apr-2016 08-Apr-2016 Change Change % Previous Week
Open 1.4125 1.4057 -0.0068 -0.5% 1.4224
High 1.4160 1.4143 -0.0017 -0.1% 1.4324
Low 1.4051 1.4042 -0.0009 -0.1% 1.4008
Close 1.4063 1.4123 0.0060 0.4% 1.4123
Range 0.0109 0.0101 -0.0008 -7.3% 0.0316
ATR 0.0150 0.0147 -0.0004 -2.3% 0.0000
Volume 86,642 78,604 -8,038 -9.3% 453,182
Daily Pivots for day following 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.4406 1.4365 1.4179
R3 1.4305 1.4264 1.4151
R2 1.4204 1.4204 1.4142
R1 1.4163 1.4163 1.4132 1.4184
PP 1.4103 1.4103 1.4103 1.4113
S1 1.4062 1.4062 1.4114 1.4083
S2 1.4002 1.4002 1.4104
S3 1.3901 1.3961 1.4095
S4 1.3800 1.3860 1.4067
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.5100 1.4927 1.4297
R3 1.4784 1.4611 1.4210
R2 1.4468 1.4468 1.4181
R1 1.4295 1.4295 1.4152 1.4224
PP 1.4152 1.4152 1.4152 1.4116
S1 1.3979 1.3979 1.4094 1.3908
S2 1.3836 1.3836 1.4065
S3 1.3520 1.3663 1.4036
S4 1.3204 1.3347 1.3949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4324 1.4008 0.0316 2.2% 0.0133 0.9% 36% False False 90,636
10 1.4462 1.4008 0.0454 3.2% 0.0144 1.0% 25% False False 91,672
20 1.4519 1.4008 0.0511 3.6% 0.0154 1.1% 23% False False 89,983
40 1.4566 1.3844 0.0722 5.1% 0.0150 1.1% 39% False False 54,162
60 1.4673 1.3844 0.0829 5.9% 0.0144 1.0% 34% False False 36,184
80 1.5173 1.3844 0.1329 9.4% 0.0128 0.9% 21% False False 27,151
100 1.5326 1.3844 0.1482 10.5% 0.0113 0.8% 19% False False 21,724
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4572
2.618 1.4407
1.618 1.4306
1.000 1.4244
0.618 1.4205
HIGH 1.4143
0.618 1.4104
0.500 1.4093
0.382 1.4081
LOW 1.4042
0.618 1.3980
1.000 1.3941
1.618 1.3879
2.618 1.3778
4.250 1.3613
Fisher Pivots for day following 08-Apr-2016
Pivot 1 day 3 day
R1 1.4113 1.4112
PP 1.4103 1.4102
S1 1.4093 1.4091

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

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