CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 23-Sep-2016
Day Change Summary
Previous Current
22-Sep-2016 23-Sep-2016 Change Change % Previous Week
Open 1.3091 1.3105 0.0014 0.1% 1.3092
High 1.3165 1.3131 -0.0034 -0.3% 1.3165
Low 1.3079 1.2959 -0.0120 -0.9% 1.2959
Close 1.3118 1.3006 -0.0112 -0.9% 1.3006
Range 0.0086 0.0172 0.0086 100.0% 0.0206
ATR 0.0105 0.0110 0.0005 4.5% 0.0000
Volume 98 41 -57 -58.2% 396
Daily Pivots for day following 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3548 1.3449 1.3101
R3 1.3376 1.3277 1.3053
R2 1.3204 1.3204 1.3038
R1 1.3105 1.3105 1.3022 1.3069
PP 1.3032 1.3032 1.3032 1.3014
S1 1.2933 1.2933 1.2990 1.2897
S2 1.2860 1.2860 1.2974
S3 1.2688 1.2761 1.2959
S4 1.2516 1.2589 1.2911
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3661 1.3540 1.3119
R3 1.3455 1.3334 1.3063
R2 1.3249 1.3249 1.3044
R1 1.3128 1.3128 1.3025 1.3086
PP 1.3043 1.3043 1.3043 1.3022
S1 1.2922 1.2922 1.2987 1.2880
S2 1.2837 1.2837 1.2968
S3 1.2631 1.2716 1.2949
S4 1.2425 1.2510 1.2893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3165 1.2959 0.0206 1.6% 0.0105 0.8% 23% False True 79
10 1.3390 1.2959 0.0431 3.3% 0.0116 0.9% 11% False True 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3862
2.618 1.3581
1.618 1.3409
1.000 1.3303
0.618 1.3237
HIGH 1.3131
0.618 1.3065
0.500 1.3045
0.382 1.3025
LOW 1.2959
0.618 1.2853
1.000 1.2787
1.618 1.2681
2.618 1.2509
4.250 1.2228
Fisher Pivots for day following 23-Sep-2016
Pivot 1 day 3 day
R1 1.3045 1.3062
PP 1.3032 1.3043
S1 1.3019 1.3025

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

View Archives - Comment on this page... - Back to Index of Symbols