CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 17-Aug-2016
Day Change Summary
Previous Current
16-Aug-2016 17-Aug-2016 Change Change % Previous Week
Open 1.2916 1.3084 0.0168 1.3% 1.3111
High 1.3080 1.3117 0.0037 0.3% 1.3129
Low 1.2909 1.3010 0.0101 0.8% 1.2935
Close 1.3066 1.3074 0.0008 0.1% 1.2948
Range 0.0171 0.0107 -0.0064 -37.4% 0.0194
ATR 0.0152 0.0149 -0.0003 -2.1% 0.0000
Volume 1,782 709 -1,073 -60.2% 4,660
Daily Pivots for day following 17-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.3388 1.3338 1.3133
R3 1.3281 1.3231 1.3103
R2 1.3174 1.3174 1.3094
R1 1.3124 1.3124 1.3084 1.3096
PP 1.3067 1.3067 1.3067 1.3053
S1 1.3017 1.3017 1.3064 1.2989
S2 1.2960 1.2960 1.3054
S3 1.2853 1.2910 1.3045
S4 1.2746 1.2803 1.3015
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 1.3117 1.2896 0.0221 1.7% 0.0116 0.9% 81% True False 1,091
10 1.3377 1.2896 0.0481 3.7% 0.0122 0.9% 37% False False 909
20 1.3402 1.2896 0.0506 3.9% 0.0128 1.0% 35% False False 522
40 1.5000 1.2843 0.2157 16.5% 0.0209 1.6% 11% False False 444
60 1.5000 1.2843 0.2157 16.5% 0.0171 1.3% 11% False False 320
80 1.5000 1.2843 0.2157 16.5% 0.0134 1.0% 11% False False 242
100 1.5000 1.2843 0.2157 16.5% 0.0112 0.9% 11% False False 198
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3572
2.618 1.3397
1.618 1.3290
1.000 1.3224
0.618 1.3183
HIGH 1.3117
0.618 1.3076
0.500 1.3064
0.382 1.3051
LOW 1.3010
0.618 1.2944
1.000 1.2903
1.618 1.2837
2.618 1.2730
4.250 1.2555
Fisher Pivots for day following 17-Aug-2016
Pivot 1 day 3 day
R1 1.3071 1.3052
PP 1.3067 1.3029
S1 1.3064 1.3007

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

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