CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 20-May-2016
Day Change Summary
Previous Current
19-May-2016 20-May-2016 Change Change % Previous Week
Open 1.4655 1.4530 -0.0125 -0.9% 1.4408
High 1.4655 1.4530 -0.0125 -0.9% 1.4655
Low 1.4641 1.4530 -0.0111 -0.8% 1.4408
Close 1.4641 1.4530 -0.0111 -0.8% 1.4530
Range 0.0014 0.0000 -0.0014 -100.0% 0.0247
ATR 0.0064 0.0068 0.0003 5.2% 0.0000
Volume 1 0 -1 -100.0% 116
Daily Pivots for day following 20-May-2016
Classic Woodie Camarilla DeMark
R4 1.4530 1.4530 1.4530
R3 1.4530 1.4530 1.4530
R2 1.4530 1.4530 1.4530
R1 1.4530 1.4530 1.4530 1.4530
PP 1.4530 1.4530 1.4530 1.4530
S1 1.4530 1.4530 1.4530 1.4530
S2 1.4530 1.4530 1.4530
S3 1.4530 1.4530 1.4530
S4 1.4530 1.4530 1.4530
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 1.5272 1.5148 1.4666
R3 1.5025 1.4901 1.4598
R2 1.4778 1.4778 1.4575
R1 1.4654 1.4654 1.4553 1.4716
PP 1.4531 1.4531 1.4531 1.4562
S1 1.4407 1.4407 1.4507 1.4469
S2 1.4284 1.4284 1.4485
S3 1.4037 1.4160 1.4462
S4 1.3790 1.3913 1.4394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4655 1.4408 0.0247 1.7% 0.0007 0.1% 49% False False 23
10 1.4655 1.4385 0.0270 1.9% 0.0005 0.0% 54% False False 11
20 1.4728 1.4385 0.0343 2.4% 0.0020 0.1% 42% False False 9
40 1.4728 1.4085 0.0643 4.4% 0.0023 0.2% 69% False False 16
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4530
2.618 1.4530
1.618 1.4530
1.000 1.4530
0.618 1.4530
HIGH 1.4530
0.618 1.4530
0.500 1.4530
0.382 1.4530
LOW 1.4530
0.618 1.4530
1.000 1.4530
1.618 1.4530
2.618 1.4530
4.250 1.4530
Fisher Pivots for day following 20-May-2016
Pivot 1 day 3 day
R1 1.4530 1.4593
PP 1.4530 1.4572
S1 1.4530 1.4551

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

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