CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 12-Sep-2016
Day Change Summary
Previous Current
09-Sep-2016 12-Sep-2016 Change Change % Previous Week
Open 1.3321 1.3291 -0.0030 -0.2% 1.3330
High 1.3358 1.3369 0.0011 0.1% 1.3471
Low 1.3262 1.3258 -0.0004 0.0% 1.3262
Close 1.3295 1.3356 0.0061 0.5% 1.3295
Range 0.0096 0.0111 0.0015 15.6% 0.0209
ATR 0.0124 0.0123 -0.0001 -0.8% 0.0000
Volume 34,071 34,819 748 2.2% 68,050
Daily Pivots for day following 12-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3661 1.3619 1.3417
R3 1.3550 1.3508 1.3387
R2 1.3439 1.3439 1.3376
R1 1.3397 1.3397 1.3366 1.3418
PP 1.3328 1.3328 1.3328 1.3338
S1 1.3286 1.3286 1.3346 1.3307
S2 1.3217 1.3217 1.3336
S3 1.3106 1.3175 1.3325
S4 1.2995 1.3064 1.3295
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 1.3258 0.0213 1.6% 0.0113 0.8% 46% False True 20,573
10 1.3471 1.3090 0.0381 2.9% 0.0108 0.8% 70% False False 11,165
20 1.3471 1.2896 0.0575 4.3% 0.0114 0.9% 80% False False 6,302
40 1.3471 1.2896 0.0575 4.3% 0.0123 0.9% 80% False False 3,363
60 1.5000 1.2843 0.2157 16.2% 0.0180 1.3% 24% False False 2,357
80 1.5000 1.2843 0.2157 16.2% 0.0153 1.1% 24% False False 1,780
100 1.5000 1.2843 0.2157 16.2% 0.0127 1.0% 24% False False 1,426
120 1.5000 1.2843 0.2157 16.2% 0.0110 0.8% 24% False False 1,194
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3841
2.618 1.3660
1.618 1.3549
1.000 1.3480
0.618 1.3438
HIGH 1.3369
0.618 1.3327
0.500 1.3314
0.382 1.3300
LOW 1.3258
0.618 1.3189
1.000 1.3147
1.618 1.3078
2.618 1.2967
4.250 1.2786
Fisher Pivots for day following 12-Sep-2016
Pivot 1 day 3 day
R1 1.3342 1.3347
PP 1.3328 1.3338
S1 1.3314 1.3329

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

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