CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 05-Oct-2016
Day Change Summary
Previous Current
04-Oct-2016 05-Oct-2016 Change Change % Previous Week
Open 1.2884 1.2767 -0.0117 -0.9% 1.3000
High 1.2901 1.2807 -0.0094 -0.7% 1.3094
Low 1.2762 1.2727 -0.0035 -0.3% 1.2962
Close 1.2768 1.2788 0.0020 0.2% 1.3022
Range 0.0139 0.0080 -0.0059 -42.4% 0.0132
ATR 0.0107 0.0105 -0.0002 -1.8% 0.0000
Volume 83 444 361 434.9% 647
Daily Pivots for day following 05-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.3014 1.2981 1.2832
R3 1.2934 1.2901 1.2810
R2 1.2854 1.2854 1.2803
R1 1.2821 1.2821 1.2795 1.2838
PP 1.2774 1.2774 1.2774 1.2782
S1 1.2741 1.2741 1.2781 1.2758
S2 1.2694 1.2694 1.2773
S3 1.2614 1.2661 1.2766
S4 1.2534 1.2581 1.2744
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 1.2727 0.0367 2.9% 0.0105 0.8% 17% False True 213
10 1.3165 1.2727 0.0438 3.4% 0.0098 0.8% 14% False True 137
20 1.3412 1.2727 0.0685 5.4% 0.0102 0.8% 9% False True 110
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3147
2.618 1.3016
1.618 1.2936
1.000 1.2887
0.618 1.2856
HIGH 1.2807
0.618 1.2776
0.500 1.2767
0.382 1.2758
LOW 1.2727
0.618 1.2678
1.000 1.2647
1.618 1.2598
2.618 1.2518
4.250 1.2387
Fisher Pivots for day following 05-Oct-2016
Pivot 1 day 3 day
R1 1.2781 1.2856
PP 1.2774 1.2833
S1 1.2767 1.2811

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

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