CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 15-Aug-2016
Day Change Summary
Previous Current
12-Aug-2016 15-Aug-2016 Change Change % Previous Week
Open 1.2984 1.2942 -0.0042 -0.3% 1.3111
High 1.3066 1.2975 -0.0091 -0.7% 1.3129
Low 1.2935 1.2896 -0.0039 -0.3% 1.2935
Close 1.2948 1.2903 -0.0045 -0.3% 1.2948
Range 0.0131 0.0079 -0.0052 -39.7% 0.0194
ATR 0.0156 0.0151 -0.0006 -3.5% 0.0000
Volume 1,788 381 -1,407 -78.7% 4,660
Daily Pivots for day following 15-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.3162 1.3111 1.2946
R3 1.3083 1.3032 1.2925
R2 1.3004 1.3004 1.2917
R1 1.2953 1.2953 1.2910 1.2939
PP 1.2925 1.2925 1.2925 1.2918
S1 1.2874 1.2874 1.2896 1.2860
S2 1.2846 1.2846 1.2889
S3 1.2767 1.2795 1.2881
S4 1.2688 1.2716 1.2860
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.3586 1.3461 1.3055
R3 1.3392 1.3267 1.3001
R2 1.3198 1.3198 1.2984
R1 1.3073 1.3073 1.2966 1.3039
PP 1.3004 1.3004 1.3004 1.2987
S1 1.2879 1.2879 1.2930 1.2845
S2 1.2810 1.2810 1.2912
S3 1.2616 1.2685 1.2895
S4 1.2422 1.2491 1.2841
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3129 1.2896 0.0233 1.8% 0.0097 0.8% 3% False True 981
10 1.3402 1.2896 0.0506 3.9% 0.0122 0.9% 1% False True 680
20 1.3402 1.2896 0.0506 3.9% 0.0130 1.0% 1% False True 439
40 1.5000 1.2843 0.2157 16.7% 0.0211 1.6% 3% False False 393
60 1.5000 1.2843 0.2157 16.7% 0.0167 1.3% 3% False False 279
80 1.5000 1.2843 0.2157 16.7% 0.0132 1.0% 3% False False 211
100 1.5000 1.2843 0.2157 16.7% 0.0110 0.9% 3% False False 174
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3311
2.618 1.3182
1.618 1.3103
1.000 1.3054
0.618 1.3024
HIGH 1.2975
0.618 1.2945
0.500 1.2936
0.382 1.2926
LOW 1.2896
0.618 1.2847
1.000 1.2817
1.618 1.2768
2.618 1.2689
4.250 1.2560
Fisher Pivots for day following 15-Aug-2016
Pivot 1 day 3 day
R1 1.2936 1.2981
PP 1.2925 1.2955
S1 1.2914 1.2929

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

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