CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 15-Nov-2016
Day Change Summary
Previous Current
14-Nov-2016 15-Nov-2016 Change Change % Previous Week
Open 1.2587 1.2509 -0.0078 -0.6% 1.2484
High 1.2602 1.2536 -0.0066 -0.5% 1.2682
Low 1.2451 1.2386 -0.0065 -0.5% 1.2361
Close 1.2491 1.2477 -0.0014 -0.1% 1.2609
Range 0.0151 0.0150 -0.0001 -0.7% 0.0321
ATR 0.0138 0.0139 0.0001 0.6% 0.0000
Volume 138,399 139,387 988 0.7% 641,041
Daily Pivots for day following 15-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.2916 1.2847 1.2560
R3 1.2766 1.2697 1.2518
R2 1.2616 1.2616 1.2505
R1 1.2547 1.2547 1.2491 1.2507
PP 1.2466 1.2466 1.2466 1.2446
S1 1.2397 1.2397 1.2463 1.2357
S2 1.2316 1.2316 1.2450
S3 1.2166 1.2247 1.2436
S4 1.2016 1.2097 1.2395
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.3514 1.3382 1.2786
R3 1.3193 1.3061 1.2697
R2 1.2872 1.2872 1.2668
R1 1.2740 1.2740 1.2638 1.2806
PP 1.2551 1.2551 1.2551 1.2584
S1 1.2419 1.2419 1.2580 1.2485
S2 1.2230 1.2230 1.2550
S3 1.1909 1.2098 1.2521
S4 1.1588 1.1777 1.2432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2682 1.2361 0.0321 2.6% 0.0171 1.4% 36% False False 143,282
10 1.2682 1.2231 0.0451 3.6% 0.0149 1.2% 55% False False 139,186
20 1.2682 1.2093 0.0589 4.7% 0.0124 1.0% 65% False False 123,587
40 1.3141 1.2034 0.1107 8.9% 0.0135 1.1% 40% False False 122,576
60 1.3471 1.2034 0.1437 11.5% 0.0129 1.0% 31% False False 92,135
80 1.3471 1.2034 0.1437 11.5% 0.0129 1.0% 31% False False 69,281
100 1.3548 1.2034 0.1514 12.1% 0.0145 1.2% 29% False False 55,490
120 1.5000 1.2034 0.2966 23.8% 0.0152 1.2% 15% False False 46,264
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3174
2.618 1.2929
1.618 1.2779
1.000 1.2686
0.618 1.2629
HIGH 1.2536
0.618 1.2479
0.500 1.2461
0.382 1.2443
LOW 1.2386
0.618 1.2293
1.000 1.2236
1.618 1.2143
2.618 1.1993
4.250 1.1749
Fisher Pivots for day following 15-Nov-2016
Pivot 1 day 3 day
R1 1.2472 1.2534
PP 1.2466 1.2515
S1 1.2461 1.2496

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

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