CME British Pound Future September 2016


Trading Metrics calculated at close of trading on 04-Aug-2016
Day Change Summary
Previous Current
03-Aug-2016 04-Aug-2016 Change Change % Previous Week
Open 1.3364 1.3328 -0.0036 -0.3% 1.3131
High 1.3382 1.3370 -0.0012 -0.1% 1.3312
Low 1.3289 1.3111 -0.0178 -1.3% 1.3067
Close 1.3325 1.3124 -0.0201 -1.5% 1.3247
Range 0.0093 0.0259 0.0166 178.5% 0.0245
ATR 0.0192 0.0197 0.0005 2.5% 0.0000
Volume 65,164 166,483 101,319 155.5% 431,822
Daily Pivots for day following 04-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.3979 1.3810 1.3266
R3 1.3720 1.3551 1.3195
R2 1.3461 1.3461 1.3171
R1 1.3292 1.3292 1.3148 1.3247
PP 1.3202 1.3202 1.3202 1.3179
S1 1.3033 1.3033 1.3100 1.2988
S2 1.2943 1.2943 1.3077
S3 1.2684 1.2774 1.3053
S4 1.2425 1.2515 1.2982
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.3944 1.3840 1.3382
R3 1.3699 1.3595 1.3314
R2 1.3454 1.3454 1.3292
R1 1.3350 1.3350 1.3269 1.3402
PP 1.3209 1.3209 1.3209 1.3235
S1 1.3105 1.3105 1.3225 1.3157
S2 1.2964 1.2964 1.3202
S3 1.2719 1.2860 1.3180
S4 1.2474 1.2615 1.3112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3382 1.3111 0.0271 2.1% 0.0162 1.2% 5% False True 99,725
10 1.3382 1.3067 0.0315 2.4% 0.0151 1.2% 18% False False 92,895
20 1.3491 1.2860 0.0631 4.8% 0.0184 1.4% 42% False False 109,224
40 1.5009 1.2806 0.2203 16.8% 0.0237 1.8% 14% False False 140,154
60 1.5009 1.2806 0.2203 16.8% 0.0200 1.5% 14% False False 96,783
80 1.5009 1.2806 0.2203 16.8% 0.0175 1.3% 14% False False 72,614
100 1.5009 1.2806 0.2203 16.8% 0.0164 1.3% 14% False False 58,111
120 1.5009 1.2806 0.2203 16.8% 0.0146 1.1% 14% False False 48,431
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.4471
2.618 1.4048
1.618 1.3789
1.000 1.3629
0.618 1.3530
HIGH 1.3370
0.618 1.3271
0.500 1.3241
0.382 1.3210
LOW 1.3111
0.618 1.2951
1.000 1.2852
1.618 1.2692
2.618 1.2433
4.250 1.2010
Fisher Pivots for day following 04-Aug-2016
Pivot 1 day 3 day
R1 1.3241 1.3247
PP 1.3202 1.3206
S1 1.3163 1.3165

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

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