CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 07-Oct-2016
Day Change Summary
Previous Current
06-Oct-2016 07-Oct-2016 Change Change % Previous Week
Open 1.2785 1.2670 -0.0115 -0.9% 1.2967
High 1.2795 1.2670 -0.0125 -1.0% 1.2985
Low 1.2640 1.2121 -0.0519 -4.1% 1.2121
Close 1.2641 1.2469 -0.0172 -1.4% 1.2469
Range 0.0155 0.0549 0.0394 254.2% 0.0864
ATR 0.0108 0.0140 0.0031 29.0% 0.0000
Volume 654 598 -56 -8.6% 1,844
Daily Pivots for day following 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.4067 1.3817 1.2771
R3 1.3518 1.3268 1.2620
R2 1.2969 1.2969 1.2570
R1 1.2719 1.2719 1.2519 1.2570
PP 1.2420 1.2420 1.2420 1.2345
S1 1.2170 1.2170 1.2419 1.2021
S2 1.1871 1.1871 1.2368
S3 1.1322 1.1621 1.2318
S4 1.0773 1.1072 1.2167
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.5117 1.4657 1.2944
R3 1.4253 1.3793 1.2707
R2 1.3389 1.3389 1.2627
R1 1.2929 1.2929 1.2548 1.2727
PP 1.2525 1.2525 1.2525 1.2424
S1 1.2065 1.2065 1.2390 1.1863
S2 1.1661 1.1661 1.2311
S3 1.0797 1.1201 1.2231
S4 0.9933 1.0337 1.1994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2985 1.2121 0.0864 6.9% 0.0209 1.7% 40% False True 368
10 1.3094 1.2121 0.0973 7.8% 0.0143 1.1% 36% False True 249
20 1.3390 1.2121 0.1269 10.2% 0.0129 1.0% 27% False True 171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.5003
2.618 1.4107
1.618 1.3558
1.000 1.3219
0.618 1.3009
HIGH 1.2670
0.618 1.2460
0.500 1.2396
0.382 1.2331
LOW 1.2121
0.618 1.1782
1.000 1.1572
1.618 1.1233
2.618 1.0684
4.250 0.9788
Fisher Pivots for day following 07-Oct-2016
Pivot 1 day 3 day
R1 1.2445 1.2467
PP 1.2420 1.2466
S1 1.2396 1.2464

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

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