CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 04-Apr-2017
Day Change Summary
Previous Current
03-Apr-2017 04-Apr-2017 Change Change % Previous Week
Open 1.2604 1.2542 -0.0062 -0.5% 1.2569
High 1.2607 1.2547 -0.0060 -0.5% 1.2671
Low 1.2520 1.2474 -0.0046 -0.4% 1.2434
Close 1.2528 1.2504 -0.0024 -0.2% 1.2587
Range 0.0087 0.0073 -0.0014 -16.1% 0.0237
ATR 0.0097 0.0095 -0.0002 -1.8% 0.0000
Volume 47 76 29 61.7% 421
Daily Pivots for day following 04-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.2727 1.2689 1.2544
R3 1.2654 1.2616 1.2524
R2 1.2581 1.2581 1.2517
R1 1.2543 1.2543 1.2511 1.2526
PP 1.2508 1.2508 1.2508 1.2500
S1 1.2470 1.2470 1.2497 1.2453
S2 1.2435 1.2435 1.2491
S3 1.2362 1.2397 1.2484
S4 1.2289 1.2324 1.2464
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.3275 1.3168 1.2717
R3 1.3038 1.2931 1.2652
R2 1.2801 1.2801 1.2630
R1 1.2694 1.2694 1.2609 1.2748
PP 1.2564 1.2564 1.2564 1.2591
S1 1.2457 1.2457 1.2565 1.2511
S2 1.2327 1.2327 1.2544
S3 1.2090 1.2220 1.2522
S4 1.1853 1.1983 1.2457
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2615 1.2434 0.0181 1.4% 0.0100 0.8% 39% False False 73
10 1.2671 1.2434 0.0237 1.9% 0.0097 0.8% 30% False False 64
20 1.2671 1.2177 0.0494 4.0% 0.0097 0.8% 66% False False 60
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0027
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2857
2.618 1.2738
1.618 1.2665
1.000 1.2620
0.618 1.2592
HIGH 1.2547
0.618 1.2519
0.500 1.2511
0.382 1.2502
LOW 1.2474
0.618 1.2429
1.000 1.2401
1.618 1.2356
2.618 1.2283
4.250 1.2164
Fisher Pivots for day following 04-Apr-2017
Pivot 1 day 3 day
R1 1.2511 1.2545
PP 1.2508 1.2531
S1 1.2506 1.2518

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

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