CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 20-Oct-2016
Day Change Summary
Previous Current
19-Oct-2016 20-Oct-2016 Change Change % Previous Week
Open 1.2312 1.2294 -0.0018 -0.1% 1.2448
High 1.2346 1.2309 -0.0037 -0.3% 1.2458
Low 1.2265 1.2221 -0.0044 -0.4% 1.2102
Close 1.2283 1.2262 -0.0021 -0.2% 1.2197
Range 0.0081 0.0088 0.0007 8.6% 0.0356
ATR 0.0145 0.0141 -0.0004 -2.8% 0.0000
Volume 95,399 87,803 -7,596 -8.0% 746,571
Daily Pivots for day following 20-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.2528 1.2483 1.2310
R3 1.2440 1.2395 1.2286
R2 1.2352 1.2352 1.2278
R1 1.2307 1.2307 1.2270 1.2286
PP 1.2264 1.2264 1.2264 1.2253
S1 1.2219 1.2219 1.2254 1.2198
S2 1.2176 1.2176 1.2246
S3 1.2088 1.2131 1.2238
S4 1.2000 1.2043 1.2214
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 1.2346 1.2148 0.0198 1.6% 0.0095 0.8% 58% False False 106,157
10 1.2634 1.2034 0.0600 4.9% 0.0180 1.5% 38% False False 142,470
20 1.3108 1.2034 0.1074 8.8% 0.0145 1.2% 21% False False 121,185
40 1.3471 1.2034 0.1437 11.7% 0.0131 1.1% 16% False False 80,920
60 1.3471 1.2034 0.1437 11.7% 0.0129 1.1% 16% False False 54,227
80 1.3548 1.2034 0.1514 12.3% 0.0145 1.2% 15% False False 40,746
100 1.5000 1.2034 0.2966 24.2% 0.0158 1.3% 8% False False 32,631
120 1.5000 1.2034 0.2966 24.2% 0.0137 1.1% 8% False False 27,194
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2683
2.618 1.2539
1.618 1.2451
1.000 1.2397
0.618 1.2363
HIGH 1.2309
0.618 1.2275
0.500 1.2265
0.382 1.2255
LOW 1.2221
0.618 1.2167
1.000 1.2133
1.618 1.2079
2.618 1.1991
4.250 1.1847
Fisher Pivots for day following 20-Oct-2016
Pivot 1 day 3 day
R1 1.2265 1.2270
PP 1.2264 1.2267
S1 1.2263 1.2265

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

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