CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 27-Apr-2016
Day Change Summary
Previous Current
26-Apr-2016 27-Apr-2016 Change Change % Previous Week
Open 1.4518 1.4559 0.0041 0.3% 1.4178
High 1.4598 1.4559 -0.0039 -0.3% 1.4427
Low 1.4518 1.4559 0.0041 0.3% 1.4178
Close 1.4598 1.4559 -0.0039 -0.3% 1.4427
Range 0.0080 0.0000 -0.0080 -100.0% 0.0249
ATR 0.0080 0.0077 -0.0003 -3.7% 0.0000
Volume 10 0 -10 -100.0% 22
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.4559 1.4559 1.4559
R3 1.4559 1.4559 1.4559
R2 1.4559 1.4559 1.4559
R1 1.4559 1.4559 1.4559 1.4559
PP 1.4559 1.4559 1.4559 1.4559
S1 1.4559 1.4559 1.4559 1.4559
S2 1.4559 1.4559 1.4559
S3 1.4559 1.4559 1.4559
S4 1.4559 1.4559 1.4559
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.5091 1.5008 1.4564
R3 1.4842 1.4759 1.4495
R2 1.4593 1.4593 1.4473
R1 1.4510 1.4510 1.4450 1.4552
PP 1.4344 1.4344 1.4344 1.4365
S1 1.4261 1.4261 1.4404 1.4303
S2 1.4095 1.4095 1.4381
S3 1.3846 1.4012 1.4359
S4 1.3597 1.3763 1.4290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4598 1.4343 0.0255 1.8% 0.0033 0.2% 85% False False 6
10 1.4598 1.4158 0.0440 3.0% 0.0050 0.3% 91% False False 15
20 1.4598 1.4085 0.0513 3.5% 0.0028 0.2% 92% False False 25
40 1.4598 1.4085 0.0513 3.5% 0.0026 0.2% 92% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.4559
2.618 1.4559
1.618 1.4559
1.000 1.4559
0.618 1.4559
HIGH 1.4559
0.618 1.4559
0.500 1.4559
0.382 1.4559
LOW 1.4559
0.618 1.4559
1.000 1.4559
1.618 1.4559
2.618 1.4559
4.250 1.4559
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 1.4559 1.4555
PP 1.4559 1.4552
S1 1.4559 1.4548

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

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