CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 1.3270 1.3273 0.0003 0.0% 1.3327
High 1.3314 1.3283 -0.0031 -0.2% 1.3390
Low 1.3239 1.3048 -0.0191 -1.4% 1.3048
Close 1.3285 1.3048 -0.0237 -1.8% 1.3048
Range 0.0075 0.0235 0.0160 213.3% 0.0342
ATR 0.0000 0.0107 0.0107 0.0000
Volume 15 447 432 2,880.0% 546
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3831 1.3675 1.3177
R3 1.3596 1.3440 1.3113
R2 1.3361 1.3361 1.3091
R1 1.3205 1.3205 1.3070 1.3166
PP 1.3126 1.3126 1.3126 1.3107
S1 1.2970 1.2970 1.3026 1.2931
S2 1.2891 1.2891 1.3005
S3 1.2656 1.2735 1.2983
S4 1.2421 1.2500 1.2919
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.4188 1.3960 1.3236
R3 1.3846 1.3618 1.3142
R2 1.3504 1.3504 1.3111
R1 1.3276 1.3276 1.3079 1.3219
PP 1.3162 1.3162 1.3162 1.3134
S1 1.2934 1.2934 1.3017 1.2877
S2 1.2820 1.2820 1.2985
S3 1.2478 1.2592 1.2954
S4 1.2136 1.2250 1.2860
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3390 1.3048 0.0342 2.6% 0.0127 1.0% 0% False True 109
10 1.3492 1.3048 0.0444 3.4% 0.0109 0.8% 0% False True 71
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.4282
2.618 1.3898
1.618 1.3663
1.000 1.3518
0.618 1.3428
HIGH 1.3283
0.618 1.3193
0.500 1.3166
0.382 1.3138
LOW 1.3048
0.618 1.2903
1.000 1.2813
1.618 1.2668
2.618 1.2433
4.250 1.2049
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 1.3166 1.3181
PP 1.3126 1.3137
S1 1.3087 1.3092

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

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