CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 01-Nov-2016
Day Change Summary
Previous Current
31-Oct-2016 01-Nov-2016 Change Change % Previous Week
Open 1.2197 1.2252 0.0055 0.5% 1.2235
High 1.2261 1.2291 0.0030 0.2% 1.2284
Low 1.2154 1.2215 0.0061 0.5% 1.2093
Close 1.2254 1.2258 0.0004 0.0% 1.2201
Range 0.0107 0.0076 -0.0031 -29.0% 0.0191
ATR 0.0127 0.0124 -0.0004 -2.9% 0.0000
Volume 106,674 104,810 -1,864 -1.7% 602,090
Daily Pivots for day following 01-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.2483 1.2446 1.2300
R3 1.2407 1.2370 1.2279
R2 1.2331 1.2331 1.2272
R1 1.2294 1.2294 1.2265 1.2313
PP 1.2255 1.2255 1.2255 1.2264
S1 1.2218 1.2218 1.2251 1.2237
S2 1.2179 1.2179 1.2244
S3 1.2103 1.2142 1.2237
S4 1.2027 1.2066 1.2216
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.2766 1.2674 1.2306
R3 1.2575 1.2483 1.2254
R2 1.2384 1.2384 1.2236
R1 1.2292 1.2292 1.2219 1.2243
PP 1.2193 1.2193 1.2193 1.2168
S1 1.2101 1.2101 1.2183 1.2052
S2 1.2002 1.2002 1.2166
S3 1.1811 1.1910 1.2148
S4 1.1620 1.1719 1.2096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2291 1.2125 0.0166 1.4% 0.0100 0.8% 80% True False 115,167
10 1.2346 1.2093 0.0253 2.1% 0.0099 0.8% 65% False False 107,989
20 1.2786 1.2034 0.0752 6.1% 0.0143 1.2% 30% False False 127,556
40 1.3455 1.2034 0.1421 11.6% 0.0129 1.1% 16% False False 102,764
60 1.3471 1.2034 0.1437 11.7% 0.0124 1.0% 16% False False 69,134
80 1.3501 1.2034 0.1467 12.0% 0.0136 1.1% 15% False False 51,920
100 1.5000 1.2034 0.2966 24.2% 0.0161 1.3% 8% False False 41,591
120 1.5000 1.2034 0.2966 24.2% 0.0142 1.2% 8% False False 34,666
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 True
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2614
2.618 1.2490
1.618 1.2414
1.000 1.2367
0.618 1.2338
HIGH 1.2291
0.618 1.2262
0.500 1.2253
0.382 1.2244
LOW 1.2215
0.618 1.2168
1.000 1.2139
1.618 1.2092
2.618 1.2016
4.250 1.1892
Fisher Pivots for day following 01-Nov-2016
Pivot 1 day 3 day
R1 1.2256 1.2241
PP 1.2255 1.2225
S1 1.2253 1.2208

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

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