CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 29-Jul-2016
Day Change Summary
Previous Current
28-Jul-2016 29-Jul-2016 Change Change % Previous Week
Open 1.3250 1.3220 -0.0030 -0.2% 1.3145
High 1.3280 1.3333 0.0053 0.4% 1.3333
Low 1.3153 1.3186 0.0033 0.3% 1.3090
Close 1.3184 1.3270 0.0086 0.7% 1.3270
Range 0.0127 0.0147 0.0020 15.7% 0.0243
ATR 0.0197 0.0194 -0.0003 -1.7% 0.0000
Volume 108 164 56 51.9% 691
Daily Pivots for day following 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.3704 1.3634 1.3351
R3 1.3557 1.3487 1.3310
R2 1.3410 1.3410 1.3297
R1 1.3340 1.3340 1.3283 1.3375
PP 1.3263 1.3263 1.3263 1.3281
S1 1.3193 1.3193 1.3257 1.3228
S2 1.3116 1.3116 1.3243
S3 1.2969 1.3046 1.3230
S4 1.2822 1.2899 1.3189
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.3960 1.3858 1.3404
R3 1.3717 1.3615 1.3337
R2 1.3474 1.3474 1.3315
R1 1.3372 1.3372 1.3292 1.3423
PP 1.3231 1.3231 1.3231 1.3257
S1 1.3129 1.3129 1.3248 1.3180
S2 1.2988 1.2988 1.3225
S3 1.2745 1.2886 1.3203
S4 1.2502 1.2643 1.3136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3333 1.3090 0.0243 1.8% 0.0124 0.9% 74% True False 138
10 1.3339 1.3090 0.0249 1.9% 0.0138 1.0% 72% False False 195
20 1.3501 1.2843 0.0658 5.0% 0.0181 1.4% 65% False False 271
40 1.5000 1.2843 0.2157 16.3% 0.0208 1.6% 20% False False 243
60 1.5000 1.2843 0.2157 16.3% 0.0146 1.1% 20% False False 165
80 1.5000 1.2843 0.2157 16.3% 0.0120 0.9% 20% False False 130
100 1.5000 1.2843 0.2157 16.3% 0.0100 0.8% 20% False False 107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3958
2.618 1.3718
1.618 1.3571
1.000 1.3480
0.618 1.3424
HIGH 1.3333
0.618 1.3277
0.500 1.3260
0.382 1.3242
LOW 1.3186
0.618 1.3095
1.000 1.3039
1.618 1.2948
2.618 1.2801
4.250 1.2561
Fisher Pivots for day following 29-Jul-2016
Pivot 1 day 3 day
R1 1.3267 1.3253
PP 1.3263 1.3237
S1 1.3260 1.3220

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

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