CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 09-Sep-2016
Day Change Summary
Previous Current
08-Sep-2016 09-Sep-2016 Change Change % Previous Week
Open 1.3363 1.3321 -0.0042 -0.3% 1.3330
High 1.3399 1.3358 -0.0041 -0.3% 1.3471
Low 1.3306 1.3262 -0.0044 -0.3% 1.3262
Close 1.3324 1.3295 -0.0029 -0.2% 1.3295
Range 0.0093 0.0096 0.0003 3.2% 0.0209
ATR 0.0126 0.0124 -0.0002 -1.7% 0.0000
Volume 15,162 34,071 18,909 124.7% 68,050
Daily Pivots for day following 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3593 1.3540 1.3348
R3 1.3497 1.3444 1.3321
R2 1.3401 1.3401 1.3313
R1 1.3348 1.3348 1.3304 1.3327
PP 1.3305 1.3305 1.3305 1.3294
S1 1.3252 1.3252 1.3286 1.3231
S2 1.3209 1.3209 1.3277
S3 1.3113 1.3156 1.3269
S4 1.3017 1.3060 1.3242
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3970 1.3841 1.3410
R3 1.3761 1.3632 1.3352
R2 1.3552 1.3552 1.3333
R1 1.3423 1.3423 1.3314 1.3383
PP 1.3343 1.3343 1.3343 1.3323
S1 1.3214 1.3214 1.3276 1.3174
S2 1.3134 1.3134 1.3257
S3 1.2925 1.3005 1.3238
S4 1.2716 1.2796 1.3180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3471 1.3262 0.0209 1.6% 0.0110 0.8% 16% False True 14,138
10 1.3471 1.3090 0.0381 2.9% 0.0112 0.8% 54% False False 7,911
20 1.3471 1.2896 0.0575 4.3% 0.0115 0.9% 69% False False 4,651
40 1.3501 1.2896 0.0605 4.6% 0.0129 1.0% 66% False False 2,499
60 1.5000 1.2843 0.2157 16.2% 0.0181 1.4% 21% False False 1,778
80 1.5000 1.2843 0.2157 16.2% 0.0152 1.1% 21% False False 1,346
100 1.5000 1.2843 0.2157 16.2% 0.0126 1.0% 21% False False 1,077
120 1.5000 1.2843 0.2157 16.2% 0.0110 0.8% 21% False False 903
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3766
2.618 1.3609
1.618 1.3513
1.000 1.3454
0.618 1.3417
HIGH 1.3358
0.618 1.3321
0.500 1.3310
0.382 1.3299
LOW 1.3262
0.618 1.3203
1.000 1.3166
1.618 1.3107
2.618 1.3011
4.250 1.2854
Fisher Pivots for day following 09-Sep-2016
Pivot 1 day 3 day
R1 1.3310 1.3359
PP 1.3305 1.3337
S1 1.3300 1.3316

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

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