CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 30-Sep-2016
Day Change Summary
Previous Current
29-Sep-2016 30-Sep-2016 Change Change % Previous Week
Open 1.3059 1.3003 -0.0056 -0.4% 1.3000
High 1.3094 1.3065 -0.0029 -0.2% 1.3094
Low 1.2998 1.2980 -0.0018 -0.1% 1.2962
Close 1.3011 1.3022 0.0011 0.1% 1.3022
Range 0.0096 0.0085 -0.0011 -11.5% 0.0132
ATR 0.0101 0.0100 -0.0001 -1.1% 0.0000
Volume 24 453 429 1,787.5% 647
Daily Pivots for day following 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3277 1.3235 1.3069
R3 1.3192 1.3150 1.3045
R2 1.3107 1.3107 1.3038
R1 1.3065 1.3065 1.3030 1.3086
PP 1.3022 1.3022 1.3022 1.3033
S1 1.2980 1.2980 1.3014 1.3001
S2 1.2937 1.2937 1.3006
S3 1.2852 1.2895 1.2999
S4 1.2767 1.2810 1.2975
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3422 1.3354 1.3095
R3 1.3290 1.3222 1.3058
R2 1.3158 1.3158 1.3046
R1 1.3090 1.3090 1.3034 1.3124
PP 1.3026 1.3026 1.3026 1.3043
S1 1.2958 1.2958 1.3010 1.2992
S2 1.2894 1.2894 1.2998
S3 1.2762 1.2826 1.2986
S4 1.2630 1.2694 1.2949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3094 1.2962 0.0132 1.0% 0.0077 0.6% 45% False False 129
10 1.3165 1.2959 0.0206 1.6% 0.0091 0.7% 31% False False 104
20 1.3492 1.2959 0.0533 4.1% 0.0100 0.8% 12% False False 88
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3426
2.618 1.3288
1.618 1.3203
1.000 1.3150
0.618 1.3118
HIGH 1.3065
0.618 1.3033
0.500 1.3023
0.382 1.3012
LOW 1.2980
0.618 1.2927
1.000 1.2895
1.618 1.2842
2.618 1.2757
4.250 1.2619
Fisher Pivots for day following 30-Sep-2016
Pivot 1 day 3 day
R1 1.3023 1.3037
PP 1.3022 1.3032
S1 1.3022 1.3027

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

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