CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 30-Sep-2016
Day Change Summary
Previous Current
29-Sep-2016 30-Sep-2016 Change Change % Previous Week
Open 1.3033 1.2982 -0.0051 -0.4% 1.2982
High 1.3076 1.3042 -0.0034 -0.3% 1.3076
Low 1.2971 1.2954 -0.0017 -0.1% 1.2935
Close 1.2987 1.2997 0.0010 0.1% 1.2997
Range 0.0105 0.0088 -0.0017 -16.2% 0.0141
ATR 0.0117 0.0115 -0.0002 -1.8% 0.0000
Volume 79,869 120,833 40,964 51.3% 413,793
Daily Pivots for day following 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3262 1.3217 1.3045
R3 1.3174 1.3129 1.3021
R2 1.3086 1.3086 1.3013
R1 1.3041 1.3041 1.3005 1.3064
PP 1.2998 1.2998 1.2998 1.3009
S1 1.2953 1.2953 1.2989 1.2976
S2 1.2910 1.2910 1.2981
S3 1.2822 1.2865 1.2973
S4 1.2734 1.2777 1.2949
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3426 1.3352 1.3075
R3 1.3285 1.3211 1.3036
R2 1.3144 1.3144 1.3023
R1 1.3070 1.3070 1.3010 1.3107
PP 1.3003 1.3003 1.3003 1.3021
S1 1.2929 1.2929 1.2984 1.2966
S2 1.2862 1.2862 1.2971
S3 1.2721 1.2788 1.2958
S4 1.2580 1.2647 1.2919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3076 1.2935 0.0141 1.1% 0.0082 0.6% 44% False False 82,758
10 1.3141 1.2932 0.0209 1.6% 0.0099 0.8% 31% False False 85,745
20 1.3471 1.2932 0.0539 4.1% 0.0114 0.9% 12% False False 65,677
40 1.3471 1.2896 0.0575 4.4% 0.0113 0.9% 18% False False 33,496
60 1.3501 1.2892 0.0609 4.7% 0.0133 1.0% 17% False False 22,409
80 1.5000 1.2843 0.2157 16.6% 0.0165 1.3% 7% False False 16,872
100 1.5000 1.2843 0.2157 16.6% 0.0139 1.1% 7% False False 13,505
120 1.5000 1.2843 0.2157 16.6% 0.0122 0.9% 7% False False 11,257
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3416
2.618 1.3272
1.618 1.3184
1.000 1.3130
0.618 1.3096
HIGH 1.3042
0.618 1.3008
0.500 1.2998
0.382 1.2988
LOW 1.2954
0.618 1.2900
1.000 1.2866
1.618 1.2812
2.618 1.2724
4.250 1.2580
Fisher Pivots for day following 30-Sep-2016
Pivot 1 day 3 day
R1 1.2998 1.3015
PP 1.2998 1.3009
S1 1.2997 1.3003

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

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