CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 21-Jul-2016
Day Change Summary
Previous Current
20-Jul-2016 21-Jul-2016 Change Change % Previous Week
Open 1.3132 1.3260 0.0128 1.0% 1.2968
High 1.3254 1.3301 0.0047 0.4% 1.3501
Low 1.3092 1.3185 0.0093 0.7% 1.2892
Close 1.3176 1.3231 0.0055 0.4% 1.3230
Range 0.0162 0.0116 -0.0046 -28.4% 0.0609
ATR 0.0232 0.0225 -0.0008 -3.3% 0.0000
Volume 481 136 -345 -71.7% 1,778
Daily Pivots for day following 21-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.3587 1.3525 1.3295
R3 1.3471 1.3409 1.3263
R2 1.3355 1.3355 1.3252
R1 1.3293 1.3293 1.3242 1.3266
PP 1.3239 1.3239 1.3239 1.3226
S1 1.3177 1.3177 1.3220 1.3150
S2 1.3123 1.3123 1.3210
S3 1.3007 1.3061 1.3199
S4 1.2891 1.2945 1.3167
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 1.3092 0.0409 3.1% 0.0180 1.4% 34% False False 262
10 1.3501 1.2892 0.0609 4.6% 0.0200 1.5% 56% False False 302
20 1.5000 1.2843 0.2157 16.3% 0.0290 2.2% 18% False False 365
40 1.5000 1.2843 0.2157 16.3% 0.0194 1.5% 18% False False 222
60 1.5000 1.2843 0.2157 16.3% 0.0137 1.0% 18% False False 151
80 1.5000 1.2843 0.2157 16.3% 0.0110 0.8% 18% False False 119
100 1.5000 1.2843 0.2157 16.3% 0.0092 0.7% 18% False False 98
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0042
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3794
2.618 1.3605
1.618 1.3489
1.000 1.3417
0.618 1.3373
HIGH 1.3301
0.618 1.3257
0.500 1.3243
0.382 1.3229
LOW 1.3185
0.618 1.3113
1.000 1.3069
1.618 1.2997
2.618 1.2881
4.250 1.2692
Fisher Pivots for day following 21-Jul-2016
Pivot 1 day 3 day
R1 1.3243 1.3220
PP 1.3239 1.3208
S1 1.3235 1.3197

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

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