CME British Pound Future September 2016

Trading Metrics calculated at close of trading on 22-Dec-2015

Day Change Summary
	Previous	Current
	21-Dec-2015	22-Dec-2015	Change	Change %	Previous Week
Open	1.4905	1.4832	-0.0073	-0.5%	1.5152
High	1.4905	1.4832	-0.0073	-0.5%	1.5152
Low	1.4905	1.4832	-0.0073	-0.5%	1.4902
Close	1.4905	1.4832	-0.0073	-0.5%	1.4929
Range
ATR	0.0076	0.0075	0.0000	-0.2%	0.0000
Volume

Daily Pivots for day following 22-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.4832	1.4832	1.4832
R3	1.4832	1.4832	1.4832
R2	1.4832	1.4832	1.4832
R1	1.4832	1.4832	1.4832	1.4832
PP	1.4832	1.4832	1.4832	1.4832
S1	1.4832	1.4832	1.4832	1.4832
S2	1.4832	1.4832	1.4832
S3	1.4832	1.4832	1.4832
S4	1.4832	1.4832	1.4832

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.5744	1.5587	1.5067
R3	1.5494	1.5337	1.4998
R2	1.5244	1.5244	1.4975
R1	1.5087	1.5087	1.4952	1.5041
PP	1.4994	1.4994	1.4994	1.4971
S1	1.4837	1.4837	1.4906	1.4791
S2	1.4744	1.4744	1.4883
S3	1.4494	1.4587	1.4860
S4	1.4244	1.4337	1.4792

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5078	1.4832	0.0246	1.7%	0.0011	0.1%	0%	False	True	3
10	1.5239	1.4832	0.0407	2.7%	0.0008	0.1%	0%	False	True	1

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.4832
2.618	1.4832
1.618	1.4832
1.000	1.4832
0.618	1.4832
HIGH	1.4832
0.618	1.4832
0.500	1.4832
0.382	1.4832
LOW	1.4832
0.618	1.4832
1.000	1.4832
1.618	1.4832
2.618	1.4832
4.250	1.4832

Fisher Pivots for day following 22-Dec-2015
Pivot	1 day	3 day
R1	1.4832	1.4881
PP	1.4832	1.4864
S1	1.4832	1.4848

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols