CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 03-May-2016
Day Change Summary
Previous Current
02-May-2016 03-May-2016 Change Change % Previous Week
Open 1.4685 1.4728 0.0043 0.3% 1.4500
High 1.4685 1.4728 0.0043 0.3% 1.4671
Low 1.4685 1.4560 -0.0125 -0.9% 1.4498
Close 1.4685 1.4560 -0.0125 -0.9% 1.4630
Range 0.0000 0.0168 0.0168 0.0173
ATR 0.0073 0.0080 0.0007 9.3% 0.0000
Volume 0 11 11 54
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 1.5120 1.5008 1.4652
R3 1.4952 1.4840 1.4606
R2 1.4784 1.4784 1.4591
R1 1.4672 1.4672 1.4575 1.4644
PP 1.4616 1.4616 1.4616 1.4602
S1 1.4504 1.4504 1.4545 1.4476
S2 1.4448 1.4448 1.4529
S3 1.4280 1.4336 1.4514
S4 1.4112 1.4168 1.4468
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.5119 1.5047 1.4725
R3 1.4946 1.4874 1.4678
R2 1.4773 1.4773 1.4662
R1 1.4701 1.4701 1.4646 1.4737
PP 1.4600 1.4600 1.4600 1.4618
S1 1.4528 1.4528 1.4614 1.4564
S2 1.4427 1.4427 1.4598
S3 1.4254 1.4355 1.4582
S4 1.4081 1.4182 1.4535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4728 1.4559 0.0169 1.2% 0.0042 0.3% 1% True False 8
10 1.4728 1.4343 0.0385 2.6% 0.0038 0.3% 56% True False 8
20 1.4728 1.4085 0.0643 4.4% 0.0038 0.3% 74% True False 26
40 1.4728 1.4085 0.0643 4.4% 0.0030 0.2% 74% True False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 1.5442
2.618 1.5168
1.618 1.5000
1.000 1.4896
0.618 1.4832
HIGH 1.4728
0.618 1.4664
0.500 1.4644
0.382 1.4624
LOW 1.4560
0.618 1.4456
1.000 1.4392
1.618 1.4288
2.618 1.4120
4.250 1.3846
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 1.4644 1.4644
PP 1.4616 1.4616
S1 1.4588 1.4588

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

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