CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 1.3228 1.3270 0.0042 0.3% 1.3368
High 1.3286 1.3314 0.0028 0.2% 1.3492
Low 1.3200 1.3239 0.0039 0.3% 1.3294
Close 1.3283 1.3285 0.0002 0.0% 1.3322
Range 0.0086 0.0075 -0.0011 -12.8% 0.0198
ATR
Volume 39 15 -24 -61.5% 146
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3504 1.3470 1.3326
R3 1.3429 1.3395 1.3306
R2 1.3354 1.3354 1.3299
R1 1.3320 1.3320 1.3292 1.3337
PP 1.3279 1.3279 1.3279 1.3288
S1 1.3245 1.3245 1.3278 1.3262
S2 1.3204 1.3204 1.3271
S3 1.3129 1.3170 1.3264
S4 1.3054 1.3095 1.3244
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 1.3390 1.3200 0.0190 1.4% 0.0096 0.7% 45% False False 19
10 1.3492 1.3200 0.0292 2.2% 0.0101 0.8% 29% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3633
2.618 1.3510
1.618 1.3435
1.000 1.3389
0.618 1.3360
HIGH 1.3314
0.618 1.3285
0.500 1.3277
0.382 1.3268
LOW 1.3239
0.618 1.3193
1.000 1.3164
1.618 1.3118
2.618 1.3043
4.250 1.2920
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 1.3282 1.3284
PP 1.3279 1.3283
S1 1.3277 1.3283

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

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