CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 14-Sep-2016
Day Change Summary
Previous Current
13-Sep-2016 14-Sep-2016 Change Change % Previous Week
Open 1.3330 1.3228 -0.0102 -0.8% 1.3368
High 1.3365 1.3286 -0.0079 -0.6% 1.3492
Low 1.3223 1.3200 -0.0023 -0.2% 1.3294
Close 1.3233 1.3283 0.0050 0.4% 1.3322
Range 0.0142 0.0086 -0.0056 -39.4% 0.0198
ATR
Volume 33 39 6 18.2% 146
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3514 1.3485 1.3330
R3 1.3428 1.3399 1.3307
R2 1.3342 1.3342 1.3299
R1 1.3313 1.3313 1.3291 1.3328
PP 1.3256 1.3256 1.3256 1.3264
S1 1.3227 1.3227 1.3275 1.3242
S2 1.3170 1.3170 1.3267
S3 1.3084 1.3141 1.3259
S4 1.2998 1.3055 1.3236
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 1.3412 1.3200 0.0212 1.6% 0.0095 0.7% 39% False True 22
10 1.3492 1.3133 0.0359 2.7% 0.0100 0.8% 42% False False 28
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3652
2.618 1.3511
1.618 1.3425
1.000 1.3372
0.618 1.3339
HIGH 1.3286
0.618 1.3253
0.500 1.3243
0.382 1.3233
LOW 1.3200
0.618 1.3147
1.000 1.3114
1.618 1.3061
2.618 1.2975
4.250 1.2835
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 1.3270 1.3295
PP 1.3256 1.3291
S1 1.3243 1.3287

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

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