CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 05-Aug-2016
Day Change Summary
Previous Current
04-Aug-2016 05-Aug-2016 Change Change % Previous Week
Open 1.3328 1.3125 -0.0203 -1.5% 1.3247
High 1.3370 1.3184 -0.0186 -1.4% 1.3382
Low 1.3111 1.3028 -0.0083 -0.6% 1.3028
Close 1.3124 1.3090 -0.0034 -0.3% 1.3090
Range 0.0259 0.0156 -0.0103 -39.8% 0.0354
ATR 0.0197 0.0194 -0.0003 -1.5% 0.0000
Volume 166,483 104,024 -62,459 -37.5% 491,616
Daily Pivots for day following 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.3569 1.3485 1.3176
R3 1.3413 1.3329 1.3133
R2 1.3257 1.3257 1.3119
R1 1.3173 1.3173 1.3104 1.3137
PP 1.3101 1.3101 1.3101 1.3083
S1 1.3017 1.3017 1.3076 1.2981
S2 1.2945 1.2945 1.3061
S3 1.2789 1.2861 1.3047
S4 1.2633 1.2705 1.3004
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.4229 1.4013 1.3285
R3 1.3875 1.3659 1.3187
R2 1.3521 1.3521 1.3155
R1 1.3305 1.3305 1.3122 1.3236
PP 1.3167 1.3167 1.3167 1.3132
S1 1.2951 1.2951 1.3058 1.2882
S2 1.2813 1.2813 1.3025
S3 1.2459 1.2597 1.2993
S4 1.2105 1.2243 1.2895
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3382 1.3028 0.0354 2.7% 0.0163 1.2% 18% False True 98,323
10 1.3382 1.3028 0.0354 2.7% 0.0146 1.1% 18% False True 92,343
20 1.3491 1.2860 0.0631 4.8% 0.0185 1.4% 36% False False 109,254
40 1.5009 1.2806 0.2203 16.8% 0.0239 1.8% 13% False False 140,799
60 1.5009 1.2806 0.2203 16.8% 0.0201 1.5% 13% False False 98,514
80 1.5009 1.2806 0.2203 16.8% 0.0176 1.3% 13% False False 73,913
100 1.5009 1.2806 0.2203 16.8% 0.0165 1.3% 13% False False 59,151
120 1.5009 1.2806 0.2203 16.8% 0.0147 1.1% 13% False False 49,298
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 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3847
2.618 1.3592
1.618 1.3436
1.000 1.3340
0.618 1.3280
HIGH 1.3184
0.618 1.3124
0.500 1.3106
0.382 1.3088
LOW 1.3028
0.618 1.2932
1.000 1.2872
1.618 1.2776
2.618 1.2620
4.250 1.2365
Fisher Pivots for day following 05-Aug-2016
Pivot 1 day 3 day
R1 1.3106 1.3205
PP 1.3101 1.3167
S1 1.3095 1.3128

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

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