CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 30-Jun-2016
Day Change Summary
Previous Current
29-Jun-2016 30-Jun-2016 Change Change % Previous Week
Open 1.3359 1.3464 0.0105 0.8% 1.4491
High 1.3548 1.3510 -0.0038 -0.3% 1.5000
Low 1.3309 1.3230 -0.0079 -0.6% 1.3270
Close 1.3444 1.3261 -0.0183 -1.4% 1.3672
Range 0.0239 0.0280 0.0041 17.2% 0.1730
ATR 0.0264 0.0265 0.0001 0.4% 0.0000
Volume 272 592 320 117.6% 1,725
Daily Pivots for day following 30-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.4174 1.3997 1.3415
R3 1.3894 1.3717 1.3338
R2 1.3614 1.3614 1.3312
R1 1.3437 1.3437 1.3287 1.3386
PP 1.3334 1.3334 1.3334 1.3308
S1 1.3157 1.3157 1.3235 1.3106
S2 1.3054 1.3054 1.3210
S3 1.2774 1.2877 1.3184
S4 1.2494 1.2597 1.3107
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 14.0% 0.0559 4.2% 6% False False 489
10 1.5000 1.3148 0.1852 14.0% 0.0362 2.7% 6% False False 339
20 1.5000 1.3148 0.1852 14.0% 0.0235 1.8% 6% False False 215
40 1.5000 1.3148 0.1852 14.0% 0.0129 1.0% 6% False False 112
60 1.5000 1.3148 0.1852 14.0% 0.0100 0.8% 6% False False 83
80 1.5000 1.3148 0.1852 14.0% 0.0080 0.6% 6% False False 65
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 0.0035
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4700
2.618 1.4243
1.618 1.3963
1.000 1.3790
0.618 1.3683
HIGH 1.3510
0.618 1.3403
0.500 1.3370
0.382 1.3337
LOW 1.3230
0.618 1.3057
1.000 1.2950
1.618 1.2777
2.618 1.2497
4.250 1.2040
Fisher Pivots for day following 30-Jun-2016
Pivot 1 day 3 day
R1 1.3370 1.3389
PP 1.3334 1.3346
S1 1.3297 1.3304

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

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