CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 21-Sep-2016
Day Change Summary
Previous Current
20-Sep-2016 21-Sep-2016 Change Change % Previous Week
Open 1.3080 1.3024 -0.0056 -0.4% 1.3327
High 1.3109 1.3091 -0.0018 -0.1% 1.3390
Low 1.2995 1.2996 0.0001 0.0% 1.3048
Close 1.3025 1.3046 0.0021 0.2% 1.3048
Range 0.0114 0.0095 -0.0019 -16.7% 0.0342
ATR 0.0105 0.0104 -0.0001 -0.7% 0.0000
Volume 186 22 -164 -88.2% 546
Daily Pivots for day following 21-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3329 1.3283 1.3098
R3 1.3234 1.3188 1.3072
R2 1.3139 1.3139 1.3063
R1 1.3093 1.3093 1.3055 1.3116
PP 1.3044 1.3044 1.3044 1.3056
S1 1.2998 1.2998 1.3037 1.3021
S2 1.2949 1.2949 1.3029
S3 1.2854 1.2903 1.3020
S4 1.2759 1.2808 1.2994
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% 0.0115 0.9% 16% False False 143
10 1.3412 1.2995 0.0417 3.2% 0.0105 0.8% 12% False False 83
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3495
2.618 1.3340
1.618 1.3245
1.000 1.3186
0.618 1.3150
HIGH 1.3091
0.618 1.3055
0.500 1.3044
0.382 1.3032
LOW 1.2996
0.618 1.2937
1.000 1.2901
1.618 1.2842
2.618 1.2747
4.250 1.2592
Fisher Pivots for day following 21-Sep-2016
Pivot 1 day 3 day
R1 1.3045 1.3061
PP 1.3044 1.3056
S1 1.3044 1.3051

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

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