CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 12-Aug-2016
Day Change Summary
Previous Current
11-Aug-2016 12-Aug-2016 Change Change % Previous Week
Open 1.3018 1.2964 -0.0054 -0.4% 1.3084
High 1.3036 1.3043 0.0007 0.1% 1.3105
Low 1.2943 1.2910 -0.0033 -0.3% 1.2910
Close 1.2976 1.2924 -0.0052 -0.4% 1.2924
Range 0.0093 0.0133 0.0040 43.0% 0.0195
ATR 0.0167 0.0165 -0.0002 -1.5% 0.0000
Volume 65,310 73,717 8,407 12.9% 336,917
Daily Pivots for day following 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.3358 1.3274 1.2997
R3 1.3225 1.3141 1.2961
R2 1.3092 1.3092 1.2948
R1 1.3008 1.3008 1.2936 1.2984
PP 1.2959 1.2959 1.2959 1.2947
S1 1.2875 1.2875 1.2912 1.2851
S2 1.2826 1.2826 1.2900
S3 1.2693 1.2742 1.2887
S4 1.2560 1.2609 1.2851
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.3565 1.3439 1.3031
R3 1.3370 1.3244 1.2978
R2 1.3175 1.3175 1.2960
R1 1.3049 1.3049 1.2942 1.3015
PP 1.2980 1.2980 1.2980 1.2962
S1 1.2854 1.2854 1.2906 1.2820
S2 1.2785 1.2785 1.2888
S3 1.2590 1.2659 1.2870
S4 1.2395 1.2464 1.2817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3105 1.2910 0.0195 1.5% 0.0098 0.8% 7% False True 67,383
10 1.3382 1.2910 0.0472 3.7% 0.0130 1.0% 3% False True 82,853
20 1.3382 1.2910 0.0472 3.7% 0.0139 1.1% 3% False True 87,811
40 1.5009 1.2806 0.2203 17.0% 0.0226 1.7% 5% False False 128,832
60 1.5009 1.2806 0.2203 17.0% 0.0199 1.5% 5% False False 104,010
80 1.5009 1.2806 0.2203 17.0% 0.0177 1.4% 5% False False 78,121
100 1.5009 1.2806 0.2203 17.0% 0.0162 1.3% 5% False False 62,510
120 1.5009 1.2806 0.2203 17.0% 0.0149 1.2% 5% False False 52,105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3608
2.618 1.3391
1.618 1.3258
1.000 1.3176
0.618 1.3125
HIGH 1.3043
0.618 1.2992
0.500 1.2977
0.382 1.2961
LOW 1.2910
0.618 1.2828
1.000 1.2777
1.618 1.2695
2.618 1.2562
4.250 1.2345
Fisher Pivots for day following 12-Aug-2016
Pivot 1 day 3 day
R1 1.2977 1.3007
PP 1.2959 1.2979
S1 1.2942 1.2952

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

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