CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 11-Apr-2016
Day Change Summary
Previous Current
08-Apr-2016 11-Apr-2016 Change Change % Previous Week
Open 1.4150 1.4266 0.0116 0.8% 1.4306
High 1.4150 1.4266 0.0116 0.8% 1.4306
Low 1.4145 1.4266 0.0121 0.9% 1.4085
Close 1.4145 1.4266 0.0121 0.9% 1.4145
Range 0.0005 0.0000 -0.0005 -100.0% 0.0221
ATR 0.0079 0.0082 0.0003 3.8% 0.0000
Volume 114 100 -14 -12.3% 117
Daily Pivots for day following 11-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.4266 1.4266 1.4266
R3 1.4266 1.4266 1.4266
R2 1.4266 1.4266 1.4266
R1 1.4266 1.4266 1.4266 1.4266
PP 1.4266 1.4266 1.4266 1.4266
S1 1.4266 1.4266 1.4266 1.4266
S2 1.4266 1.4266 1.4266
S3 1.4266 1.4266 1.4266
S4 1.4266 1.4266 1.4266
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.4842 1.4714 1.4267
R3 1.4621 1.4493 1.4206
R2 1.4400 1.4400 1.4186
R1 1.4272 1.4272 1.4165 1.4226
PP 1.4179 1.4179 1.4179 1.4155
S1 1.4051 1.4051 1.4125 1.4005
S2 1.3958 1.3958 1.4104
S3 1.3737 1.3830 1.4084
S4 1.3516 1.3609 1.4023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4266 1.4085 0.0181 1.3% 0.0001 0.0% 100% True False 43
10 1.4411 1.4085 0.0326 2.3% 0.0001 0.0% 56% False False 23
20 1.4513 1.4085 0.0428 3.0% 0.0019 0.1% 42% False False 22
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4266
2.618 1.4266
1.618 1.4266
1.000 1.4266
0.618 1.4266
HIGH 1.4266
0.618 1.4266
0.500 1.4266
0.382 1.4266
LOW 1.4266
0.618 1.4266
1.000 1.4266
1.618 1.4266
2.618 1.4266
4.250 1.4266
Fisher Pivots for day following 11-Apr-2016
Pivot 1 day 3 day
R1 1.4266 1.4236
PP 1.4266 1.4206
S1 1.4266 1.4176

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

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