CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 05-Oct-2016
Day Change Summary
Previous Current
04-Oct-2016 05-Oct-2016 Change Change % Previous Week
Open 1.2862 1.2746 -0.0116 -0.9% 1.2982
High 1.2878 1.2786 -0.0092 -0.7% 1.3076
Low 1.2736 1.2700 -0.0036 -0.3% 1.2935
Close 1.2744 1.2764 0.0020 0.2% 1.2997
Range 0.0142 0.0086 -0.0056 -39.4% 0.0141
ATR 0.0120 0.0118 -0.0002 -2.0% 0.0000
Volume 133,639 104,822 -28,817 -21.6% 413,793
Daily Pivots for day following 05-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.3008 1.2972 1.2811
R3 1.2922 1.2886 1.2788
R2 1.2836 1.2836 1.2780
R1 1.2800 1.2800 1.2772 1.2818
PP 1.2750 1.2750 1.2750 1.2759
S1 1.2714 1.2714 1.2756 1.2732
S2 1.2664 1.2664 1.2748
S3 1.2578 1.2628 1.2740
S4 1.2492 1.2542 1.2717
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 1.2700 0.0376 2.9% 0.0111 0.9% 17% False True 112,769
10 1.3141 1.2700 0.0441 3.5% 0.0104 0.8% 15% False True 95,997
20 1.3399 1.2700 0.0699 5.5% 0.0114 0.9% 9% False True 82,761
40 1.3471 1.2700 0.0771 6.0% 0.0115 0.9% 8% False True 42,506
60 1.3501 1.2700 0.0801 6.3% 0.0130 1.0% 8% False True 28,447
80 1.5000 1.2700 0.2300 18.0% 0.0164 1.3% 3% False True 21,409
100 1.5000 1.2700 0.2300 18.0% 0.0143 1.1% 3% False True 17,137
120 1.5000 1.2700 0.2300 18.0% 0.0125 1.0% 3% False True 14,281
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3152
2.618 1.3011
1.618 1.2925
1.000 1.2872
0.618 1.2839
HIGH 1.2786
0.618 1.2753
0.500 1.2743
0.382 1.2733
LOW 1.2700
0.618 1.2647
1.000 1.2614
1.618 1.2561
2.618 1.2475
4.250 1.2335
Fisher Pivots for day following 05-Oct-2016
Pivot 1 day 3 day
R1 1.2757 1.2834
PP 1.2750 1.2810
S1 1.2743 1.2787

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

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