CME British Pound Future September 2016

Trading Metrics calculated at close of trading on 13-Jul-2016

Day Change Summary
	Previous	Current
	12-Jul-2016	13-Jul-2016	Change	Change %	Previous Week
Open	1.3010	1.3257	0.0247	1.9%	1.3285
High	1.3306	1.3350	0.0044	0.3%	1.3351
Low	1.2983	1.3144	0.0161	1.2%	1.2806
Close	1.3278	1.3169	-0.0109	-0.8%	1.2959
Range	0.0323	0.0206	-0.0117	-36.2%	0.0545
ATR	0.0262	0.0258	-0.0004	-1.5%	0.0000
Volume	157,236	133,727	-23,509	-15.0%	533,582

Daily Pivots for day following 13-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3839	1.3710	1.3282
R3	1.3633	1.3504	1.3226
R2	1.3427	1.3427	1.3207
R1	1.3298	1.3298	1.3188	1.3260
PP	1.3221	1.3221	1.3221	1.3202
S1	1.3092	1.3092	1.3150	1.3054
S2	1.3015	1.3015	1.3131
S3	1.2809	1.2886	1.3112
S4	1.2603	1.2680	1.3056

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.4674	1.4361	1.3259
R3	1.4129	1.3816	1.3109
R2	1.3584	1.3584	1.3059
R1	1.3271	1.3271	1.3009	1.3155
PP	1.3039	1.3039	1.3039	1.2981
S1	1.2726	1.2726	1.2909	1.2610
S2	1.2494	1.2494	1.2859
S3	1.1949	1.2181	1.2809
S4	1.1404	1.1636	1.2659

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3350	1.2860	0.0490	3.7%	0.0201	1.5%	63%	True	False	125,389
10	1.3540	1.2806	0.0734	5.6%	0.0222	1.7%	49%	False	False	136,992
20	1.5009	1.2806	0.2203	16.7%	0.0295	2.2%	16%	False	False	166,543
40	1.5009	1.2806	0.2203	16.7%	0.0219	1.7%	16%	False	False	103,546
60	1.5009	1.2806	0.2203	16.7%	0.0181	1.4%	16%	False	False	69,085
80	1.5009	1.2806	0.2203	16.7%	0.0162	1.2%	16%	False	False	51,833
100	1.5009	1.2806	0.2203	16.7%	0.0145	1.1%	16%	False	False	41,479
120	1.5009	1.2806	0.2203	16.7%	0.0126	1.0%	16%	False	False	34,566

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	0.0050
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4226
2.618	1.3889
1.618	1.3683
1.000	1.3556
0.618	1.3477
HIGH	1.3350
0.618	1.3271
0.500	1.3247
0.382	1.3223
LOW	1.3144
0.618	1.3017
1.000	1.2938
1.618	1.2811
2.618	1.2605
4.250	1.2269

Fisher Pivots for day following 13-Jul-2016
Pivot	1 day	3 day
R1	1.3247	1.3148
PP	1.3221	1.3126
S1	1.3195	1.3105

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