CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 12-Oct-2016
Day Change Summary
Previous Current
11-Oct-2016 12-Oct-2016 Change Change % Previous Week
Open 1.2373 1.2130 -0.0243 -2.0% 1.2964
High 1.2378 1.2338 -0.0040 -0.3% 1.2967
Low 1.2102 1.2130 0.0028 0.2% 1.2034
Close 1.2147 1.2210 0.0063 0.5% 1.2445
Range 0.0276 0.0208 -0.0068 -24.6% 0.0933
ATR 0.0160 0.0163 0.0003 2.1% 0.0000
Volume 210,350 205,997 -4,353 -2.1% 761,378
Daily Pivots for day following 12-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.2850 1.2738 1.2324
R3 1.2642 1.2530 1.2267
R2 1.2434 1.2434 1.2248
R1 1.2322 1.2322 1.2229 1.2378
PP 1.2226 1.2226 1.2226 1.2254
S1 1.2114 1.2114 1.2191 1.2170
S2 1.2018 1.2018 1.2172
S3 1.1810 1.1906 1.2153
S4 1.1602 1.1698 1.2096
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.5281 1.4796 1.2958
R3 1.4348 1.3863 1.2702
R2 1.3415 1.3415 1.2616
R1 1.2930 1.2930 1.2531 1.2706
PP 1.2482 1.2482 1.2482 1.2370
S1 1.1997 1.1997 1.2359 1.1773
S2 1.1549 1.1549 1.2274
S3 1.0616 1.1064 1.2188
S4 0.9683 1.0131 1.1932
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2773 1.2034 0.0739 6.1% 0.0268 2.2% 24% False False 178,190
10 1.3076 1.2034 0.1042 8.5% 0.0190 1.6% 17% False False 145,480
20 1.3300 1.2034 0.1266 10.4% 0.0152 1.2% 14% False False 114,895
40 1.3471 1.2034 0.1437 11.8% 0.0134 1.1% 12% False False 64,650
60 1.3471 1.2034 0.1437 11.8% 0.0133 1.1% 12% False False 43,270
80 1.5000 1.2034 0.2966 24.3% 0.0172 1.4% 6% False False 32,542
100 1.5000 1.2034 0.2966 24.3% 0.0156 1.3% 6% False False 26,045
120 1.5000 1.2034 0.2966 24.3% 0.0133 1.1% 6% False False 21,706
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3222
2.618 1.2883
1.618 1.2675
1.000 1.2546
0.618 1.2467
HIGH 1.2338
0.618 1.2259
0.500 1.2234
0.382 1.2209
LOW 1.2130
0.618 1.2001
1.000 1.1922
1.618 1.1793
2.618 1.1585
4.250 1.1246
Fisher Pivots for day following 12-Oct-2016
Pivot 1 day 3 day
R1 1.2234 1.2280
PP 1.2226 1.2257
S1 1.2218 1.2233

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

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