CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 29-Jun-2016
Day Change Summary
Previous Current
28-Jun-2016 29-Jun-2016 Change Change % Previous Week
Open 1.3240 1.3359 0.0119 0.9% 1.4491
High 1.3432 1.3548 0.0116 0.9% 1.5000
Low 1.3238 1.3309 0.0071 0.5% 1.3270
Close 1.3366 1.3444 0.0078 0.6% 1.3672
Range 0.0194 0.0239 0.0045 23.2% 0.1730
ATR 0.0266 0.0264 -0.0002 -0.7% 0.0000
Volume 368 272 -96 -26.1% 1,725
Daily Pivots for day following 29-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.4151 1.4036 1.3575
R3 1.3912 1.3797 1.3510
R2 1.3673 1.3673 1.3488
R1 1.3558 1.3558 1.3466 1.3616
PP 1.3434 1.3434 1.3434 1.3462
S1 1.3319 1.3319 1.3422 1.3377
S2 1.3195 1.3195 1.3400
S3 1.2956 1.3080 1.3378
S4 1.2717 1.2841 1.3313
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.9171 1.8151 1.4624
R3 1.7441 1.6421 1.4148
R2 1.5711 1.5711 1.3989
R1 1.4691 1.4691 1.3831 1.4336
PP 1.3981 1.3981 1.3981 1.3803
S1 1.2961 1.2961 1.3513 1.2606
S2 1.2251 1.2251 1.3355
S3 1.0521 1.1231 1.3196
S4 0.8791 0.9501 1.2721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5000 1.3148 0.1852 13.8% 0.0545 4.1% 16% False False 434
10 1.5000 1.3148 0.1852 13.8% 0.0354 2.6% 16% False False 288
20 1.5000 1.3148 0.1852 13.8% 0.0221 1.6% 16% False False 185
40 1.5000 1.3148 0.1852 13.8% 0.0123 0.9% 16% False False 97
60 1.5000 1.3148 0.1852 13.8% 0.0095 0.7% 16% False False 73
80 1.5000 1.3148 0.1852 13.8% 0.0077 0.6% 16% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4564
2.618 1.4174
1.618 1.3935
1.000 1.3787
0.618 1.3696
HIGH 1.3548
0.618 1.3457
0.500 1.3429
0.382 1.3400
LOW 1.3309
0.618 1.3161
1.000 1.3070
1.618 1.2922
2.618 1.2683
4.250 1.2293
Fisher Pivots for day following 29-Jun-2016
Pivot 1 day 3 day
R1 1.3439 1.3412
PP 1.3434 1.3380
S1 1.3429 1.3348

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

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