CME British Pound Future March 2017

Trading Metrics calculated at close of trading on 29-Sep-2016

Day Change Summary
	Previous	Current
	28-Sep-2016	29-Sep-2016	Change	Change %	Previous Week
Open	1.3050	1.3059	0.0009	0.1%	1.3092
High	1.3075	1.3094	0.0019	0.1%	1.3165
Low	1.3026	1.2998	-0.0028	-0.2%	1.2959
Close	1.3068	1.3011	-0.0057	-0.4%	1.3006
Range	0.0049	0.0096	0.0047	95.9%	0.0206
ATR	0.0102	0.0101	0.0000	-0.4%	0.0000
Volume	8	24	16	200.0%	396

Daily Pivots for day following 29-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.3322	1.3263	1.3064
R3	1.3226	1.3167	1.3037
R2	1.3130	1.3130	1.3029
R1	1.3071	1.3071	1.3020	1.3053
PP	1.3034	1.3034	1.3034	1.3025
S1	1.2975	1.2975	1.3002	1.2957
S2	1.2938	1.2938	1.2993
S3	1.2842	1.2879	1.2985
S4	1.2746	1.2783	1.2958

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	1.3131	1.2959	0.0172	1.3%	0.0094	0.7%	30%	False	False	47
10	1.3283	1.2959	0.0324	2.5%	0.0106	0.8%	16%	False	False	103
20	1.3492	1.2959	0.0533	4.1%	0.0103	0.8%	10%	False	False	66

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3502
2.618	1.3345
1.618	1.3249
1.000	1.3190
0.618	1.3153
HIGH	1.3094
0.618	1.3057
0.500	1.3046
0.382	1.3035
LOW	1.2998
0.618	1.2939
1.000	1.2902
1.618	1.2843
2.618	1.2747
4.250	1.2590

Fisher Pivots for day following 29-Sep-2016
Pivot	1 day	3 day
R1	1.3046	1.3039
PP	1.3034	1.3030
S1	1.3023	1.3020

Download as Excel Spreadsheet

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

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