CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 26-Sep-2016
Day Change Summary
Previous Current
23-Sep-2016 26-Sep-2016 Change Change % Previous Week
Open 1.3105 1.3000 -0.0105 -0.8% 1.3092
High 1.3131 1.3030 -0.0101 -0.8% 1.3165
Low 1.2959 1.2962 0.0003 0.0% 1.2959
Close 1.3006 1.3011 0.0005 0.0% 1.3006
Range 0.0172 0.0068 -0.0104 -60.5% 0.0206
ATR 0.0110 0.0107 -0.0003 -2.7% 0.0000
Volume 41 133 92 224.4% 396
Daily Pivots for day following 26-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3205 1.3176 1.3048
R3 1.3137 1.3108 1.3030
R2 1.3069 1.3069 1.3023
R1 1.3040 1.3040 1.3017 1.3055
PP 1.3001 1.3001 1.3001 1.3008
S1 1.2972 1.2972 1.3005 1.2987
S2 1.2933 1.2933 1.2999
S3 1.2865 1.2904 1.2992
S4 1.2797 1.2836 1.2974
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% 0.0107 0.8% 25% False False 96
10 1.3365 1.2959 0.0406 3.1% 0.0113 0.9% 13% False False 106
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3319
2.618 1.3208
1.618 1.3140
1.000 1.3098
0.618 1.3072
HIGH 1.3030
0.618 1.3004
0.500 1.2996
0.382 1.2988
LOW 1.2962
0.618 1.2920
1.000 1.2894
1.618 1.2852
2.618 1.2784
4.250 1.2673
Fisher Pivots for day following 26-Sep-2016
Pivot 1 day 3 day
R1 1.3006 1.3062
PP 1.3001 1.3045
S1 1.2996 1.3028

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

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