CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 05-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 05-Jul-2016 Change Change % Previous Week
Open 1.3322 1.3330 0.0008 0.1% 1.3490
High 1.3369 1.3366 -0.0003 0.0% 1.3548
Low 1.3280 1.3030 -0.0250 -1.9% 1.3148
Close 1.3308 1.3054 -0.0254 -1.9% 1.3308
Range 0.0089 0.0336 0.0247 277.5% 0.0400
ATR 0.0254 0.0260 0.0006 2.3% 0.0000
Volume 129 816 687 532.6% 1,769
Daily Pivots for day following 05-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.4158 1.3942 1.3239
R3 1.3822 1.3606 1.3146
R2 1.3486 1.3486 1.3116
R1 1.3270 1.3270 1.3085 1.3210
PP 1.3150 1.3150 1.3150 1.3120
S1 1.2934 1.2934 1.3023 1.2874
S2 1.2814 1.2814 1.2992
S3 1.2478 1.2598 1.2962
S4 1.2142 1.2262 1.2869
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.4535 1.4321 1.3528
R3 1.4135 1.3921 1.3418
R2 1.3735 1.3735 1.3381
R1 1.3521 1.3521 1.3345 1.3428
PP 1.3335 1.3335 1.3335 1.3288
S1 1.3121 1.3121 1.3271 1.3028
S2 1.2935 1.2935 1.3235
S3 1.2535 1.2721 1.3198
S4 1.2135 1.2321 1.3088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3548 1.3030 0.0518 4.0% 0.0228 1.7% 5% False True 435
10 1.5000 1.3030 0.1970 15.1% 0.0368 2.8% 1% False True 416
20 1.5000 1.3030 0.1970 15.1% 0.0254 1.9% 1% False True 250
40 1.5000 1.3030 0.1970 15.1% 0.0139 1.1% 1% False True 136
60 1.5000 1.3030 0.1970 15.1% 0.0107 0.8% 1% False True 97
80 1.5000 1.3030 0.1970 15.1% 0.0085 0.7% 1% False True 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0042
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4794
2.618 1.4246
1.618 1.3910
1.000 1.3702
0.618 1.3574
HIGH 1.3366
0.618 1.3238
0.500 1.3198
0.382 1.3158
LOW 1.3030
0.618 1.2822
1.000 1.2694
1.618 1.2486
2.618 1.2150
4.250 1.1602
Fisher Pivots for day following 05-Jul-2016
Pivot 1 day 3 day
R1 1.3198 1.3270
PP 1.3150 1.3198
S1 1.3102 1.3126

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

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