CME British Pound Future September 2016

Trading Metrics calculated at close of trading on 08-Jan-2016

Day Change Summary
	Previous	Current
	07-Jan-2016	08-Jan-2016	Change	Change %	Previous Week
Open	1.4591	1.4633	0.0042	0.3%	1.4728
High	1.4633	1.4633	0.0000	0.0%	1.4728
Low	1.4576	1.4534	-0.0042	-0.3%	1.4534
Close	1.4633	1.4534	-0.0099	-0.7%	1.4534
Range	0.0057	0.0099	0.0042	73.7%	0.0194
ATR	0.0062	0.0064	0.0003	4.3%	0.0000
Volume	5	1	-4	-80.0%	37

Daily Pivots for day following 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4864	1.4798	1.4588
R3	1.4765	1.4699	1.4561
R2	1.4666	1.4666	1.4552
R1	1.4600	1.4600	1.4543	1.4584
PP	1.4567	1.4567	1.4567	1.4559
S1	1.4501	1.4501	1.4525	1.4485
S2	1.4468	1.4468	1.4516
S3	1.4369	1.4402	1.4507
S4	1.4270	1.4303	1.4480

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.5181	1.5051	1.4641
R3	1.4987	1.4857	1.4587
R2	1.4793	1.4793	1.4570
R1	1.4663	1.4663	1.4552	1.4631
PP	1.4599	1.4599	1.4599	1.4583
S1	1.4469	1.4469	1.4516	1.4437
S2	1.4405	1.4405	1.4498
S3	1.4211	1.4275	1.4481
S4	1.4017	1.4081	1.4427

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4728	1.4534	0.0194	1.3%	0.0031	0.2%	0%	False	True	7
10	1.4957	1.4534	0.0423	2.9%	0.0017	0.1%	0%	False	True	3
20	1.5239	1.4534	0.0705	4.9%	0.0012	0.1%	0%	False	True	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	1.5054
2.618	1.4892
1.618	1.4793
1.000	1.4732
0.618	1.4694
HIGH	1.4633
0.618	1.4595
0.500	1.4584
0.382	1.4572
LOW	1.4534
0.618	1.4473
1.000	1.4435
1.618	1.4374
2.618	1.4275
4.250	1.4113

Fisher Pivots for day following 08-Jan-2016
Pivot	1 day	3 day
R1	1.4584	1.4590
PP	1.4567	1.4571
S1	1.4551	1.4553

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