CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 10-Aug-2016
Day Change Summary
Previous Current
09-Aug-2016 10-Aug-2016 Change Change % Previous Week
Open 1.3071 1.3036 -0.0035 -0.3% 1.3259
High 1.3076 1.3129 0.0053 0.4% 1.3402
Low 1.2992 1.3027 0.0035 0.3% 1.3053
Close 1.3036 1.3047 0.0011 0.1% 1.3114
Range 0.0084 0.0102 0.0018 21.4% 0.0349
ATR 0.0168 0.0163 -0.0005 -2.8% 0.0000
Volume 1,478 464 -1,014 -68.6% 1,884
Daily Pivots for day following 10-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.3374 1.3312 1.3103
R3 1.3272 1.3210 1.3075
R2 1.3170 1.3170 1.3066
R1 1.3108 1.3108 1.3056 1.3139
PP 1.3068 1.3068 1.3068 1.3083
S1 1.3006 1.3006 1.3038 1.3037
S2 1.2966 1.2966 1.3028
S3 1.2864 1.2904 1.3019
S4 1.2762 1.2802 1.2991
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.4237 1.4024 1.3306
R3 1.3888 1.3675 1.3210
R2 1.3539 1.3539 1.3178
R1 1.3326 1.3326 1.3146 1.3258
PP 1.3190 1.3190 1.3190 1.3156
S1 1.2977 1.2977 1.3082 1.2909
S2 1.2841 1.2841 1.3050
S3 1.2492 1.2628 1.3018
S4 1.2143 1.2279 1.2922
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3377 1.2992 0.0385 3.0% 0.0129 1.0% 14% False False 727
10 1.3402 1.2992 0.0410 3.1% 0.0131 1.0% 13% False False 423
20 1.3501 1.2992 0.0509 3.9% 0.0156 1.2% 11% False False 335
40 1.5000 1.2843 0.2157 16.5% 0.0213 1.6% 9% False False 322
60 1.5000 1.2843 0.2157 16.5% 0.0163 1.2% 9% False False 231
80 1.5000 1.2843 0.2157 16.5% 0.0129 1.0% 9% False False 174
100 1.5000 1.2843 0.2157 16.5% 0.0108 0.8% 9% False False 146
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3563
2.618 1.3396
1.618 1.3294
1.000 1.3231
0.618 1.3192
HIGH 1.3129
0.618 1.3090
0.500 1.3078
0.382 1.3066
LOW 1.3027
0.618 1.2964
1.000 1.2925
1.618 1.2862
2.618 1.2760
4.250 1.2594
Fisher Pivots for day following 10-Aug-2016
Pivot 1 day 3 day
R1 1.3078 1.3061
PP 1.3068 1.3056
S1 1.3057 1.3052

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

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