CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 20-Oct-2016
Day Change Summary
Previous Current
19-Oct-2016 20-Oct-2016 Change Change % Previous Week
Open 1.2346 1.2316 -0.0030 -0.2% 1.2477
High 1.2364 1.2329 -0.0035 -0.3% 1.2480
Low 1.2289 1.2244 -0.0045 -0.4% 1.2126
Close 1.2305 1.2285 -0.0020 -0.2% 1.2219
Range 0.0075 0.0085 0.0010 13.3% 0.0354
ATR 0.0135 0.0132 -0.0004 -2.6% 0.0000
Volume 39 118 79 202.6% 2,899
Daily Pivots for day following 20-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.2541 1.2498 1.2332
R3 1.2456 1.2413 1.2308
R2 1.2371 1.2371 1.2301
R1 1.2328 1.2328 1.2293 1.2307
PP 1.2286 1.2286 1.2286 1.2276
S1 1.2243 1.2243 1.2277 1.2222
S2 1.2201 1.2201 1.2269
S3 1.2116 1.2158 1.2262
S4 1.2031 1.2073 1.2238
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.3337 1.3132 1.2414
R3 1.2983 1.2778 1.2316
R2 1.2629 1.2629 1.2284
R1 1.2424 1.2424 1.2251 1.2350
PP 1.2275 1.2275 1.2275 1.2238
S1 1.2070 1.2070 1.2187 1.1996
S2 1.1921 1.1921 1.2154
S3 1.1567 1.1716 1.2122
S4 1.1213 1.1362 1.2024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2364 1.2172 0.0192 1.6% 0.0091 0.7% 59% False False 169
10 1.2670 1.2121 0.0549 4.5% 0.0172 1.4% 30% False False 424
20 1.3131 1.2121 0.1010 8.2% 0.0138 1.1% 16% False False 308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2690
2.618 1.2552
1.618 1.2467
1.000 1.2414
0.618 1.2382
HIGH 1.2329
0.618 1.2297
0.500 1.2287
0.382 1.2276
LOW 1.2244
0.618 1.2191
1.000 1.2159
1.618 1.2106
2.618 1.2021
4.250 1.1883
Fisher Pivots for day following 20-Oct-2016
Pivot 1 day 3 day
R1 1.2287 1.2291
PP 1.2286 1.2289
S1 1.2286 1.2287

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

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