CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 09-Aug-2016
Day Change Summary
Previous Current
08-Aug-2016 09-Aug-2016 Change Change % Previous Week
Open 1.3084 1.3050 -0.0034 -0.3% 1.3247
High 1.3105 1.3052 -0.0053 -0.4% 1.3382
Low 1.3036 1.2964 -0.0072 -0.6% 1.3028
Close 1.3047 1.3009 -0.0038 -0.3% 1.3090
Range 0.0069 0.0088 0.0019 27.5% 0.0354
ATR 0.0185 0.0178 -0.0007 -3.7% 0.0000
Volume 47,943 75,170 27,227 56.8% 491,616
Daily Pivots for day following 09-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.3272 1.3229 1.3057
R3 1.3184 1.3141 1.3033
R2 1.3096 1.3096 1.3025
R1 1.3053 1.3053 1.3017 1.3031
PP 1.3008 1.3008 1.3008 1.2997
S1 1.2965 1.2965 1.3001 1.2943
S2 1.2920 1.2920 1.2993
S3 1.2832 1.2877 1.2985
S4 1.2744 1.2789 1.2961
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 1.2964 0.0418 3.2% 0.0133 1.0% 11% False True 91,756
10 1.3382 1.2964 0.0418 3.2% 0.0142 1.1% 11% False True 89,488
20 1.3491 1.2964 0.0527 4.1% 0.0169 1.3% 9% False True 101,235
40 1.5009 1.2806 0.2203 16.9% 0.0230 1.8% 9% False False 134,128
60 1.5009 1.2806 0.2203 16.9% 0.0200 1.5% 9% False False 100,551
80 1.5009 1.2806 0.2203 16.9% 0.0176 1.4% 9% False False 75,451
100 1.5009 1.2806 0.2203 16.9% 0.0162 1.2% 9% False False 60,376
120 1.5009 1.2806 0.2203 16.9% 0.0147 1.1% 9% False False 50,324
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3426
2.618 1.3282
1.618 1.3194
1.000 1.3140
0.618 1.3106
HIGH 1.3052
0.618 1.3018
0.500 1.3008
0.382 1.2998
LOW 1.2964
0.618 1.2910
1.000 1.2876
1.618 1.2822
2.618 1.2734
4.250 1.2590
Fisher Pivots for day following 09-Aug-2016
Pivot 1 day 3 day
R1 1.3009 1.3074
PP 1.3008 1.3052
S1 1.3008 1.3031

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

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