CME British Pound Future December 2016


Trading Metrics calculated at close of trading on 16-Dec-2016
Day Change Summary
Previous Current
15-Dec-2016 16-Dec-2016 Change Change % Previous Week
Open 1.2544 1.2428 -0.0116 -0.9% 1.2598
High 1.2568 1.2511 -0.0057 -0.5% 1.2738
Low 1.2377 1.2385 0.0008 0.1% 1.2377
Close 1.2438 1.2474 0.0036 0.3% 1.2474
Range 0.0191 0.0126 -0.0065 -34.0% 0.0361
ATR 0.0139 0.0138 -0.0001 -0.7% 0.0000
Volume 166,422 29,502 -136,920 -82.3% 625,228
Daily Pivots for day following 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.2835 1.2780 1.2543
R3 1.2709 1.2654 1.2509
R2 1.2583 1.2583 1.2497
R1 1.2528 1.2528 1.2486 1.2556
PP 1.2457 1.2457 1.2457 1.2470
S1 1.2402 1.2402 1.2462 1.2430
S2 1.2331 1.2331 1.2451
S3 1.2205 1.2276 1.2439
S4 1.2079 1.2150 1.2405
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.3613 1.3404 1.2673
R3 1.3252 1.3043 1.2573
R2 1.2891 1.2891 1.2540
R1 1.2682 1.2682 1.2507 1.2606
PP 1.2530 1.2530 1.2530 1.2492
S1 1.2321 1.2321 1.2441 1.2245
S2 1.2169 1.2169 1.2408
S3 1.1808 1.1960 1.2375
S4 1.1447 1.1599 1.2275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2738 1.2377 0.0361 2.9% 0.0147 1.2% 27% False False 125,045
10 1.2777 1.2377 0.0400 3.2% 0.0131 1.0% 24% False False 116,445
20 1.2777 1.2308 0.0469 3.8% 0.0136 1.1% 35% False False 118,658
40 1.2777 1.2093 0.0684 5.5% 0.0131 1.0% 56% False False 122,214
60 1.3108 1.2034 0.1074 8.6% 0.0136 1.1% 41% False False 121,871
80 1.3471 1.2034 0.1437 11.5% 0.0131 1.1% 31% False False 101,567
100 1.3471 1.2034 0.1437 11.5% 0.0130 1.0% 31% False False 81,422
120 1.3548 1.2034 0.1514 12.1% 0.0140 1.1% 29% False False 67,902
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3047
2.618 1.2841
1.618 1.2715
1.000 1.2637
0.618 1.2589
HIGH 1.2511
0.618 1.2463
0.500 1.2448
0.382 1.2433
LOW 1.2385
0.618 1.2307
1.000 1.2259
1.618 1.2181
2.618 1.2055
4.250 1.1850
Fisher Pivots for day following 16-Dec-2016
Pivot 1 day 3 day
R1 1.2465 1.2558
PP 1.2457 1.2530
S1 1.2448 1.2502

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

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