CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 1.3056 1.2958 -0.0098 -0.8% 1.3490
High 1.3056 1.3063 0.0007 0.1% 1.3548
Low 1.2843 1.2910 0.0067 0.5% 1.3148
Close 1.2952 1.2924 -0.0028 -0.2% 1.3308
Range 0.0213 0.0153 -0.0060 -28.2% 0.0400
ATR 0.0257 0.0249 -0.0007 -2.9% 0.0000
Volume 417 150 -267 -64.0% 1,769
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.3425 1.3327 1.3008
R3 1.3272 1.3174 1.2966
R2 1.3119 1.3119 1.2952
R1 1.3021 1.3021 1.2938 1.2994
PP 1.2966 1.2966 1.2966 1.2952
S1 1.2868 1.2868 1.2910 1.2841
S2 1.2813 1.2813 1.2896
S3 1.2660 1.2715 1.2882
S4 1.2507 1.2562 1.2840
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 1.3510 1.2843 0.0667 5.2% 0.0214 1.7% 12% False False 420
10 1.5000 1.2843 0.2157 16.7% 0.0380 2.9% 4% False False 427
20 1.5000 1.2843 0.2157 16.7% 0.0262 2.0% 4% False False 263
40 1.5000 1.2843 0.2157 16.7% 0.0148 1.1% 4% False False 150
60 1.5000 1.2843 0.2157 16.7% 0.0112 0.9% 4% False False 105
80 1.5000 1.2843 0.2157 16.7% 0.0089 0.7% 4% False False 84
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 0.0040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3713
2.618 1.3464
1.618 1.3311
1.000 1.3216
0.618 1.3158
HIGH 1.3063
0.618 1.3005
0.500 1.2987
0.382 1.2968
LOW 1.2910
0.618 1.2815
1.000 1.2757
1.618 1.2662
2.618 1.2509
4.250 1.2260
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 1.2987 1.3105
PP 1.2966 1.3044
S1 1.2945 1.2984

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

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