CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 07-Nov-2016
Day Change Summary
Previous Current
04-Nov-2016 07-Nov-2016 Change Change % Previous Week
Open 1.2476 1.2484 0.0008 0.1% 1.2197
High 1.2566 1.2508 -0.0058 -0.5% 1.2566
Low 1.2458 1.2388 -0.0070 -0.6% 1.2154
Close 1.2515 1.2408 -0.0107 -0.9% 1.2515
Range 0.0108 0.0120 0.0012 11.1% 0.0412
ATR 0.0129 0.0129 0.0000 -0.1% 0.0000
Volume 119,868 117,842 -2,026 -1.7% 684,524
Daily Pivots for day following 07-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.2795 1.2721 1.2474
R3 1.2675 1.2601 1.2441
R2 1.2555 1.2555 1.2430
R1 1.2481 1.2481 1.2419 1.2458
PP 1.2435 1.2435 1.2435 1.2423
S1 1.2361 1.2361 1.2397 1.2338
S2 1.2315 1.2315 1.2386
S3 1.2195 1.2241 1.2375
S4 1.2075 1.2121 1.2342
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.3648 1.3493 1.2742
R3 1.3236 1.3081 1.2628
R2 1.2824 1.2824 1.2591
R1 1.2669 1.2669 1.2553 1.2747
PP 1.2412 1.2412 1.2412 1.2450
S1 1.2257 1.2257 1.2477 1.2335
S2 1.2000 1.2000 1.2439
S3 1.1588 1.1845 1.2402
S4 1.1176 1.1433 1.2288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2566 1.2215 0.0351 2.8% 0.0127 1.0% 55% False False 139,138
10 1.2566 1.2093 0.0473 3.8% 0.0122 1.0% 67% False False 133,408
20 1.2566 1.2093 0.0473 3.8% 0.0124 1.0% 67% False False 128,128
40 1.3361 1.2034 0.1327 10.7% 0.0133 1.1% 28% False False 115,209
60 1.3471 1.2034 0.1437 11.6% 0.0127 1.0% 26% False False 78,906
80 1.3471 1.2034 0.1437 11.6% 0.0128 1.0% 26% False False 59,286
100 1.5000 1.2034 0.2966 23.9% 0.0161 1.3% 13% False False 47,497
120 1.5000 1.2034 0.2966 23.9% 0.0147 1.2% 13% False False 39,589
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 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3018
2.618 1.2822
1.618 1.2702
1.000 1.2628
0.618 1.2582
HIGH 1.2508
0.618 1.2462
0.500 1.2448
0.382 1.2434
LOW 1.2388
0.618 1.2314
1.000 1.2268
1.618 1.2194
2.618 1.2074
4.250 1.1878
Fisher Pivots for day following 07-Nov-2016
Pivot 1 day 3 day
R1 1.2448 1.2436
PP 1.2435 1.2427
S1 1.2421 1.2417

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

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