CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 15-Jul-2016
Day Change Summary
Previous Current
14-Jul-2016 15-Jul-2016 Change Change % Previous Week
Open 1.3161 1.3394 0.0233 1.8% 1.2968
High 1.3501 1.3501 0.0000 0.0% 1.3501
Low 1.3134 1.3160 0.0026 0.2% 1.2892
Close 1.3355 1.3230 -0.0125 -0.9% 1.3230
Range 0.0367 0.0341 -0.0026 -7.1% 0.0609
ATR 0.0244 0.0251 0.0007 2.8% 0.0000
Volume 550 256 -294 -53.5% 1,778
Daily Pivots for day following 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.4320 1.4116 1.3418
R3 1.3979 1.3775 1.3324
R2 1.3638 1.3638 1.3293
R1 1.3434 1.3434 1.3261 1.3366
PP 1.3297 1.3297 1.3297 1.3263
S1 1.3093 1.3093 1.3199 1.3025
S2 1.2956 1.2956 1.3167
S3 1.2615 1.2752 1.3136
S4 1.2274 1.2411 1.3042
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.5035 1.4741 1.3565
R3 1.4426 1.4132 1.3397
R2 1.3817 1.3817 1.3342
R1 1.3523 1.3523 1.3286 1.3670
PP 1.3208 1.3208 1.3208 1.3281
S1 1.2914 1.2914 1.3174 1.3061
S2 1.2599 1.2599 1.3118
S3 1.1990 1.2305 1.3063
S4 1.1381 1.1696 1.2895
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3501 1.2892 0.0609 4.6% 0.0270 2.0% 56% True False 355
10 1.3501 1.2843 0.0658 5.0% 0.0224 1.7% 59% True False 348
20 1.5000 1.2843 0.2157 16.3% 0.0293 2.2% 18% False False 344
40 1.5000 1.2843 0.2157 16.3% 0.0184 1.4% 18% False False 196
60 1.5000 1.2843 0.2157 16.3% 0.0130 1.0% 18% False False 134
80 1.5000 1.2843 0.2157 16.3% 0.0104 0.8% 18% False False 109
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 0.0041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4950
2.618 1.4394
1.618 1.4053
1.000 1.3842
0.618 1.3712
HIGH 1.3501
0.618 1.3371
0.500 1.3331
0.382 1.3290
LOW 1.3160
0.618 1.2949
1.000 1.2819
1.618 1.2608
2.618 1.2267
4.250 1.1711
Fisher Pivots for day following 15-Jul-2016
Pivot 1 day 3 day
R1 1.3331 1.3318
PP 1.3297 1.3288
S1 1.3264 1.3259

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

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