CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 14-Feb-2017

Day Change Summary
	Previous	Current
	13-Feb-2017	14-Feb-2017	Change	Change %	Previous Week
Open	1.2524	1.2560	0.0036	0.3%	1.2519
High	1.2573	1.2582	0.0009	0.1%	1.2616
Low	1.2516	1.2479	-0.0037	-0.3%	1.2384
Close	1.2562	1.2501	-0.0061	-0.5%	1.2518
Range	0.0057	0.0103	0.0046	80.7%	0.0232
ATR	0.0122	0.0120	-0.0001	-1.1%	0.0000
Volume	84	448	364	433.3%	1,603

Daily Pivots for day following 14-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2830	1.2768	1.2558
R3	1.2727	1.2665	1.2529
R2	1.2624	1.2624	1.2520
R1	1.2562	1.2562	1.2510	1.2542
PP	1.2521	1.2521	1.2521	1.2510
S1	1.2459	1.2459	1.2492	1.2439
S2	1.2418	1.2418	1.2482
S3	1.2315	1.2356	1.2473
S4	1.2212	1.2253	1.2444

Weekly Pivots for week ending 10-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3202	1.3092	1.2646
R3	1.2970	1.2860	1.2582
R2	1.2738	1.2738	1.2561
R1	1.2628	1.2628	1.2539	1.2567
PP	1.2506	1.2506	1.2506	1.2476
S1	1.2396	1.2396	1.2497	1.2335
S2	1.2274	1.2274	1.2475
S3	1.2042	1.2164	1.2454
S4	1.1810	1.1932	1.2390

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2616	1.2475	0.0141	1.1%	0.0080	0.6%	18%	False	False	284
10	1.2744	1.2384	0.0360	2.9%	0.0107	0.9%	33%	False	False	335
20	1.2744	1.2299	0.0445	3.6%	0.0119	0.9%	45%	False	False	323
40	1.2744	1.2035	0.0709	5.7%	0.0125	1.0%	66%	False	False	261

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3020
2.618	1.2852
1.618	1.2749
1.000	1.2685
0.618	1.2646
HIGH	1.2582
0.618	1.2543
0.500	1.2531
0.382	1.2518
LOW	1.2479
0.618	1.2415
1.000	1.2376
1.618	1.2312
2.618	1.2209
4.250	1.2041

Fisher Pivots for day following 14-Feb-2017
Pivot	1 day	3 day
R1	1.2531	1.2529
PP	1.2521	1.2519
S1	1.2511	1.2510

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols