CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 04-Oct-2016
Day Change Summary
Previous Current
03-Oct-2016 04-Oct-2016 Change Change % Previous Week
Open 1.2964 1.2862 -0.0102 -0.8% 1.2982
High 1.2967 1.2878 -0.0089 -0.7% 1.3076
Low 1.2835 1.2736 -0.0099 -0.8% 1.2935
Close 1.2875 1.2744 -0.0131 -1.0% 1.2997
Range 0.0132 0.0142 0.0010 7.6% 0.0141
ATR 0.0119 0.0120 0.0002 1.4% 0.0000
Volume 124,686 133,639 8,953 7.2% 413,793
Daily Pivots for day following 04-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.3212 1.3120 1.2822
R3 1.3070 1.2978 1.2783
R2 1.2928 1.2928 1.2770
R1 1.2836 1.2836 1.2757 1.2811
PP 1.2786 1.2786 1.2786 1.2774
S1 1.2694 1.2694 1.2731 1.2669
S2 1.2644 1.2644 1.2718
S3 1.2502 1.2552 1.2705
S4 1.2360 1.2410 1.2666
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 1.2736 0.0340 2.7% 0.0104 0.8% 2% False True 106,178
10 1.3141 1.2736 0.0405 3.2% 0.0105 0.8% 2% False True 96,006
20 1.3455 1.2736 0.0719 5.6% 0.0115 0.9% 1% False True 77,972
40 1.3471 1.2736 0.0735 5.8% 0.0115 0.9% 1% False True 39,923
60 1.3501 1.2736 0.0765 6.0% 0.0134 1.0% 1% False True 26,708
80 1.5000 1.2736 0.2264 17.8% 0.0165 1.3% 0% False True 20,100
100 1.5000 1.2736 0.2264 17.8% 0.0142 1.1% 0% False True 16,088
120 1.5000 1.2736 0.2264 17.8% 0.0124 1.0% 0% False True 13,408
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3482
2.618 1.3250
1.618 1.3108
1.000 1.3020
0.618 1.2966
HIGH 1.2878
0.618 1.2824
0.500 1.2807
0.382 1.2790
LOW 1.2736
0.618 1.2648
1.000 1.2594
1.618 1.2506
2.618 1.2364
4.250 1.2133
Fisher Pivots for day following 04-Oct-2016
Pivot 1 day 3 day
R1 1.2807 1.2889
PP 1.2786 1.2841
S1 1.2765 1.2792

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

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