CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 13-Oct-2016
Day Change Summary
Previous Current
12-Oct-2016 13-Oct-2016 Change Change % Previous Week
Open 1.2130 1.2204 0.0074 0.6% 1.2964
High 1.2338 1.2286 -0.0052 -0.4% 1.2967
Low 1.2130 1.2144 0.0014 0.1% 1.2034
Close 1.2210 1.2269 0.0059 0.5% 1.2445
Range 0.0208 0.0142 -0.0066 -31.7% 0.0933
ATR 0.0163 0.0162 -0.0002 -0.9% 0.0000
Volume 205,997 127,872 -78,125 -37.9% 761,378
Daily Pivots for day following 13-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.2659 1.2606 1.2347
R3 1.2517 1.2464 1.2308
R2 1.2375 1.2375 1.2295
R1 1.2322 1.2322 1.2282 1.2349
PP 1.2233 1.2233 1.2233 1.2246
S1 1.2180 1.2180 1.2256 1.2207
S2 1.2091 1.2091 1.2243
S3 1.1949 1.2038 1.2230
S4 1.1807 1.1896 1.2191
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 1.2634 1.2034 0.0600 4.9% 0.0265 2.2% 39% False False 178,783
10 1.3042 1.2034 0.1008 8.2% 0.0193 1.6% 23% False False 150,280
20 1.3268 1.2034 0.1234 10.1% 0.0154 1.3% 19% False False 117,701
40 1.3471 1.2034 0.1437 11.7% 0.0135 1.1% 16% False False 67,829
60 1.3471 1.2034 0.1437 11.7% 0.0132 1.1% 16% False False 45,393
80 1.5000 1.2034 0.2966 24.2% 0.0172 1.4% 8% False False 34,137
100 1.5000 1.2034 0.2966 24.2% 0.0157 1.3% 8% False False 27,324
120 1.5000 1.2034 0.2966 24.2% 0.0134 1.1% 8% False False 22,771
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2890
2.618 1.2658
1.618 1.2516
1.000 1.2428
0.618 1.2374
HIGH 1.2286
0.618 1.2232
0.500 1.2215
0.382 1.2198
LOW 1.2144
0.618 1.2056
1.000 1.2002
1.618 1.1914
2.618 1.1772
4.250 1.1541
Fisher Pivots for day following 13-Oct-2016
Pivot 1 day 3 day
R1 1.2251 1.2259
PP 1.2233 1.2250
S1 1.2215 1.2240

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

View Archives - Comment on this page... - Back to Index of Symbols