CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 1.3092 1.3080 -0.0012 -0.1% 1.3327
High 1.3126 1.3109 -0.0017 -0.1% 1.3390
Low 1.3070 1.2995 -0.0075 -0.6% 1.3048
Close 1.3079 1.3025 -0.0054 -0.4% 1.3048
Range 0.0056 0.0114 0.0058 103.6% 0.0342
ATR 0.0104 0.0105 0.0001 0.7% 0.0000
Volume 49 186 137 279.6% 546
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3385 1.3319 1.3088
R3 1.3271 1.3205 1.3056
R2 1.3157 1.3157 1.3046
R1 1.3091 1.3091 1.3035 1.3067
PP 1.3043 1.3043 1.3043 1.3031
S1 1.2977 1.2977 1.3015 1.2953
S2 1.2929 1.2929 1.3004
S3 1.2815 1.2863 1.2994
S4 1.2701 1.2749 1.2962
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 1.3314 1.2995 0.0319 2.4% 0.0113 0.9% 9% False True 147
10 1.3444 1.2995 0.0449 3.4% 0.0103 0.8% 7% False True 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3594
2.618 1.3407
1.618 1.3293
1.000 1.3223
0.618 1.3179
HIGH 1.3109
0.618 1.3065
0.500 1.3052
0.382 1.3039
LOW 1.2995
0.618 1.2925
1.000 1.2881
1.618 1.2811
2.618 1.2697
4.250 1.2511
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 1.3052 1.3139
PP 1.3043 1.3101
S1 1.3034 1.3063

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

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