CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 29-Nov-2016
Day Change Summary
Previous Current
28-Nov-2016 29-Nov-2016 Change Change % Previous Week
Open 1.2475 1.2418 -0.0057 -0.5% 1.2349
High 1.2537 1.2531 -0.0006 0.0% 1.2520
Low 1.2390 1.2393 0.0003 0.0% 1.2319
Close 1.2418 1.2510 0.0092 0.7% 1.2461
Range 0.0147 0.0138 -0.0009 -6.1% 0.0201
ATR 0.0134 0.0134 0.0000 0.2% 0.0000
Volume 105,274 100,976 -4,298 -4.1% 460,939
Daily Pivots for day following 29-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.2892 1.2839 1.2586
R3 1.2754 1.2701 1.2548
R2 1.2616 1.2616 1.2535
R1 1.2563 1.2563 1.2523 1.2590
PP 1.2478 1.2478 1.2478 1.2491
S1 1.2425 1.2425 1.2497 1.2452
S2 1.2340 1.2340 1.2485
S3 1.2202 1.2287 1.2472
S4 1.2064 1.2149 1.2434
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.3036 1.2950 1.2572
R3 1.2835 1.2749 1.2516
R2 1.2634 1.2634 1.2498
R1 1.2548 1.2548 1.2479 1.2591
PP 1.2433 1.2433 1.2433 1.2455
S1 1.2347 1.2347 1.2443 1.2390
S2 1.2232 1.2232 1.2424
S3 1.2031 1.2146 1.2406
S4 1.1830 1.1945 1.2350
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2537 1.2365 0.0172 1.4% 0.0124 1.0% 84% False False 104,497
10 1.2537 1.2308 0.0229 1.8% 0.0130 1.0% 88% False False 116,811
20 1.2682 1.2215 0.0467 3.7% 0.0136 1.1% 63% False False 126,270
40 1.2878 1.2034 0.0844 6.7% 0.0141 1.1% 56% False False 127,633
60 1.3471 1.2034 0.1437 11.5% 0.0133 1.1% 33% False False 109,015
80 1.3471 1.2034 0.1437 11.5% 0.0127 1.0% 33% False False 82,109
100 1.3501 1.2034 0.1467 11.7% 0.0137 1.1% 32% False False 65,743
120 1.5000 1.2034 0.2966 23.7% 0.0158 1.3% 16% False False 54,831
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3118
2.618 1.2892
1.618 1.2754
1.000 1.2669
0.618 1.2616
HIGH 1.2531
0.618 1.2478
0.500 1.2462
0.382 1.2446
LOW 1.2393
0.618 1.2308
1.000 1.2255
1.618 1.2170
2.618 1.2032
4.250 1.1807
Fisher Pivots for day following 29-Nov-2016
Pivot 1 day 3 day
R1 1.2494 1.2495
PP 1.2478 1.2479
S1 1.2462 1.2464

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

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