CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 26-Jul-2016
Day Change Summary
Previous Current
25-Jul-2016 26-Jul-2016 Change Change % Previous Week
Open 1.3145 1.3122 -0.0023 -0.2% 1.3289
High 1.3191 1.3209 0.0018 0.1% 1.3339
Low 1.3126 1.3090 -0.0036 -0.3% 1.3092
Close 1.3158 1.3166 0.0008 0.1% 1.3120
Range 0.0065 0.0119 0.0054 83.1% 0.0247
ATR 0.0212 0.0206 -0.0007 -3.1% 0.0000
Volume 79 283 204 258.2% 1,259
Daily Pivots for day following 26-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.3512 1.3458 1.3231
R3 1.3393 1.3339 1.3199
R2 1.3274 1.3274 1.3188
R1 1.3220 1.3220 1.3177 1.3247
PP 1.3155 1.3155 1.3155 1.3169
S1 1.3101 1.3101 1.3155 1.3128
S2 1.3036 1.3036 1.3144
S3 1.2917 1.2982 1.3133
S4 1.2798 1.2863 1.3101
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.3925 1.3769 1.3256
R3 1.3678 1.3522 1.3188
R2 1.3431 1.3431 1.3165
R1 1.3275 1.3275 1.3143 1.3230
PP 1.3184 1.3184 1.3184 1.3161
S1 1.3028 1.3028 1.3097 1.2983
S2 1.2937 1.2937 1.3075
S3 1.2690 1.2781 1.3052
S4 1.2443 1.2534 1.2984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3316 1.3090 0.0226 1.7% 0.0134 1.0% 34% False True 236
10 1.3501 1.3090 0.0411 3.1% 0.0186 1.4% 18% False True 276
20 1.3548 1.2843 0.0705 5.4% 0.0195 1.5% 46% False False 316
40 1.5000 1.2843 0.2157 16.4% 0.0201 1.5% 15% False False 236
60 1.5000 1.2843 0.2157 16.4% 0.0143 1.1% 15% False False 160
80 1.5000 1.2843 0.2157 16.4% 0.0114 0.9% 15% False False 126
100 1.5000 1.2843 0.2157 16.4% 0.0096 0.7% 15% False False 104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3715
2.618 1.3521
1.618 1.3402
1.000 1.3328
0.618 1.3283
HIGH 1.3209
0.618 1.3164
0.500 1.3150
0.382 1.3135
LOW 1.3090
0.618 1.3016
1.000 1.2971
1.618 1.2897
2.618 1.2778
4.250 1.2584
Fisher Pivots for day following 26-Jul-2016
Pivot 1 day 3 day
R1 1.3161 1.3203
PP 1.3155 1.3191
S1 1.3150 1.3178

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

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