CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 23-Nov-2016
Day Change Summary
Previous Current
22-Nov-2016 23-Nov-2016 Change Change % Previous Week
Open 1.2499 1.2427 -0.0072 -0.6% 1.2587
High 1.2520 1.2474 -0.0046 -0.4% 1.2602
Low 1.2390 1.2365 -0.0025 -0.2% 1.2308
Close 1.2419 1.2444 0.0025 0.2% 1.2370
Range 0.0130 0.0109 -0.0021 -16.2% 0.0294
ATR 0.0138 0.0136 -0.0002 -1.5% 0.0000
Volume 95,002 107,630 12,628 13.3% 639,320
Daily Pivots for day following 23-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.2755 1.2708 1.2504
R3 1.2646 1.2599 1.2474
R2 1.2537 1.2537 1.2464
R1 1.2490 1.2490 1.2454 1.2514
PP 1.2428 1.2428 1.2428 1.2439
S1 1.2381 1.2381 1.2434 1.2405
S2 1.2319 1.2319 1.2424
S3 1.2210 1.2272 1.2414
S4 1.2101 1.2163 1.2384
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.3309 1.3133 1.2532
R3 1.3015 1.2839 1.2451
R2 1.2721 1.2721 1.2424
R1 1.2545 1.2545 1.2397 1.2486
PP 1.2427 1.2427 1.2427 1.2397
S1 1.2251 1.2251 1.2343 1.2192
S2 1.2133 1.2133 1.2316
S3 1.1839 1.1957 1.2289
S4 1.1545 1.1663 1.2208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2520 1.2308 0.0212 1.7% 0.0135 1.1% 64% False False 120,134
10 1.2682 1.2308 0.0374 3.0% 0.0143 1.1% 36% False False 125,692
20 1.2682 1.2125 0.0557 4.5% 0.0133 1.1% 57% False False 128,482
40 1.3076 1.2034 0.1042 8.4% 0.0140 1.1% 39% False False 127,772
60 1.3471 1.2034 0.1437 11.5% 0.0133 1.1% 29% False False 103,819
80 1.3471 1.2034 0.1437 11.5% 0.0128 1.0% 29% False False 78,132
100 1.3501 1.2034 0.1467 11.8% 0.0137 1.1% 28% False False 62,553
120 1.5000 1.2034 0.2966 23.8% 0.0157 1.3% 14% False False 52,169
Crabel Price Patterns
NR True
NR4 True
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 0.0031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2937
2.618 1.2759
1.618 1.2650
1.000 1.2583
0.618 1.2541
HIGH 1.2474
0.618 1.2432
0.500 1.2420
0.382 1.2407
LOW 1.2365
0.618 1.2298
1.000 1.2256
1.618 1.2189
2.618 1.2080
4.250 1.1902
Fisher Pivots for day following 23-Nov-2016
Pivot 1 day 3 day
R1 1.2436 1.2436
PP 1.2428 1.2428
S1 1.2420 1.2420

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

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