CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 13-Sep-2016
Day Change Summary
Previous Current
12-Sep-2016 13-Sep-2016 Change Change % Previous Week
Open 1.3327 1.3330 0.0003 0.0% 1.3368
High 1.3390 1.3365 -0.0025 -0.2% 1.3492
Low 1.3295 1.3223 -0.0072 -0.5% 1.3294
Close 1.3382 1.3233 -0.0149 -1.1% 1.3322
Range 0.0095 0.0142 0.0047 49.5% 0.0198
ATR
Volume 12 33 21 175.0% 146
Daily Pivots for day following 13-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3700 1.3608 1.3311
R3 1.3558 1.3466 1.3272
R2 1.3416 1.3416 1.3259
R1 1.3324 1.3324 1.3246 1.3299
PP 1.3274 1.3274 1.3274 1.3261
S1 1.3182 1.3182 1.3220 1.3157
S2 1.3132 1.3132 1.3207
S3 1.2990 1.3040 1.3194
S4 1.2848 1.2898 1.3155
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3963 1.3841 1.3431
R3 1.3765 1.3643 1.3376
R2 1.3567 1.3567 1.3358
R1 1.3445 1.3445 1.3340 1.3407
PP 1.3369 1.3369 1.3369 1.3351
S1 1.3247 1.3247 1.3304 1.3209
S2 1.3171 1.3171 1.3286
S3 1.2973 1.3049 1.3268
S4 1.2775 1.2851 1.3213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3444 1.3223 0.0221 1.7% 0.0092 0.7% 5% False True 15
10 1.3492 1.3128 0.0364 2.8% 0.0096 0.7% 29% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3969
2.618 1.3737
1.618 1.3595
1.000 1.3507
0.618 1.3453
HIGH 1.3365
0.618 1.3311
0.500 1.3294
0.382 1.3277
LOW 1.3223
0.618 1.3135
1.000 1.3081
1.618 1.2993
2.618 1.2851
4.250 1.2620
Fisher Pivots for day following 13-Sep-2016
Pivot 1 day 3 day
R1 1.3294 1.3307
PP 1.3274 1.3282
S1 1.3253 1.3258

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

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