CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 01-Sep-2016
Day Change Summary
Previous Current
31-Aug-2016 01-Sep-2016 Change Change % Previous Week
Open 1.3083 1.3142 0.0059 0.5% 1.3078
High 1.3162 1.3321 0.0159 1.2% 1.3285
Low 1.3067 1.3131 0.0064 0.5% 1.3040
Close 1.3130 1.3274 0.0144 1.1% 1.3131
Range 0.0095 0.0190 0.0095 100.0% 0.0245
ATR 0.0130 0.0135 0.0004 3.3% 0.0000
Volume 96,365 137,503 41,138 42.7% 362,149
Daily Pivots for day following 01-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3812 1.3733 1.3379
R3 1.3622 1.3543 1.3326
R2 1.3432 1.3432 1.3309
R1 1.3353 1.3353 1.3291 1.3393
PP 1.3242 1.3242 1.3242 1.3262
S1 1.3163 1.3163 1.3257 1.3203
S2 1.3052 1.3052 1.3239
S3 1.2862 1.2973 1.3222
S4 1.2672 1.2783 1.3170
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.3887 1.3754 1.3266
R3 1.3642 1.3509 1.3198
R2 1.3397 1.3397 1.3176
R1 1.3264 1.3264 1.3153 1.3331
PP 1.3152 1.3152 1.3152 1.3185
S1 1.3019 1.3019 1.3109 1.3086
S2 1.2907 1.2907 1.3086
S3 1.2662 1.2774 1.3064
S4 1.2417 1.2529 1.2996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3321 1.3064 0.0257 1.9% 0.0117 0.9% 82% True False 89,451
10 1.3321 1.3029 0.0292 2.2% 0.0116 0.9% 84% True False 79,252
20 1.3321 1.2872 0.0449 3.4% 0.0115 0.9% 90% True False 79,065
40 1.3491 1.2860 0.0631 4.8% 0.0150 1.1% 66% False False 94,144
60 1.5009 1.2806 0.2203 16.6% 0.0196 1.5% 21% False False 119,791
80 1.5009 1.2806 0.2203 16.6% 0.0179 1.3% 21% False False 92,354
100 1.5009 1.2806 0.2203 16.6% 0.0163 1.2% 21% False False 73,904
120 1.5009 1.2806 0.2203 16.6% 0.0156 1.2% 21% False False 61,603
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 0.0028
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.4129
2.618 1.3818
1.618 1.3628
1.000 1.3511
0.618 1.3438
HIGH 1.3321
0.618 1.3248
0.500 1.3226
0.382 1.3204
LOW 1.3131
0.618 1.3014
1.000 1.2941
1.618 1.2824
2.618 1.2634
4.250 1.2324
Fisher Pivots for day following 01-Sep-2016
Pivot 1 day 3 day
R1 1.3258 1.3247
PP 1.3242 1.3220
S1 1.3226 1.3193

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

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