CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 17-Oct-2016
Day Change Summary
Previous Current
14-Oct-2016 17-Oct-2016 Change Change % Previous Week
Open 1.2259 1.2178 -0.0081 -0.7% 1.2448
High 1.2277 1.2216 -0.0061 -0.5% 1.2458
Low 1.2181 1.2148 -0.0033 -0.3% 1.2102
Close 1.2197 1.2205 0.0008 0.1% 1.2197
Range 0.0096 0.0068 -0.0028 -29.2% 0.0356
ATR 0.0157 0.0151 -0.0006 -4.1% 0.0000
Volume 125,976 82,770 -43,206 -34.3% 746,571
Daily Pivots for day following 17-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.2394 1.2367 1.2242
R3 1.2326 1.2299 1.2224
R2 1.2258 1.2258 1.2217
R1 1.2231 1.2231 1.2211 1.2245
PP 1.2190 1.2190 1.2190 1.2196
S1 1.2163 1.2163 1.2199 1.2177
S2 1.2122 1.2122 1.2193
S3 1.2054 1.2095 1.2186
S4 1.1986 1.2027 1.2168
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.3320 1.3115 1.2393
R3 1.2964 1.2759 1.2295
R2 1.2608 1.2608 1.2262
R1 1.2403 1.2403 1.2230 1.2328
PP 1.2252 1.2252 1.2252 1.2215
S1 1.2047 1.2047 1.2164 1.1972
S2 1.1896 1.1896 1.2132
S3 1.1540 1.1691 1.2099
S4 1.1184 1.1335 1.2001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2378 1.2102 0.0276 2.3% 0.0158 1.3% 37% False False 150,593
10 1.2878 1.2034 0.0844 6.9% 0.0188 1.5% 20% False False 146,603
20 1.3141 1.2034 0.1107 9.1% 0.0145 1.2% 15% False False 118,772
40 1.3471 1.2034 0.1437 11.8% 0.0131 1.1% 12% False False 72,952
60 1.3471 1.2034 0.1437 11.8% 0.0130 1.1% 12% False False 48,867
80 1.5000 1.2034 0.2966 24.3% 0.0170 1.4% 6% False False 36,740
100 1.5000 1.2034 0.2966 24.3% 0.0157 1.3% 6% False False 29,411
120 1.5000 1.2034 0.2966 24.3% 0.0135 1.1% 6% False False 24,511
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0020
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.2505
2.618 1.2394
1.618 1.2326
1.000 1.2284
0.618 1.2258
HIGH 1.2216
0.618 1.2190
0.500 1.2182
0.382 1.2174
LOW 1.2148
0.618 1.2106
1.000 1.2080
1.618 1.2038
2.618 1.1970
4.250 1.1859
Fisher Pivots for day following 17-Oct-2016
Pivot 1 day 3 day
R1 1.2197 1.2215
PP 1.2190 1.2212
S1 1.2182 1.2208

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.