CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 10-Oct-2016
Day Change Summary
Previous Current
07-Oct-2016 10-Oct-2016 Change Change % Previous Week
Open 1.2670 1.2477 -0.0193 -1.5% 1.2967
High 1.2670 1.2480 -0.0190 -1.5% 1.2985
Low 1.2121 1.2382 0.0261 2.2% 1.2121
Close 1.2469 1.2384 -0.0085 -0.7% 1.2469
Range 0.0549 0.0098 -0.0451 -82.1% 0.0864
ATR 0.0140 0.0137 -0.0003 -2.1% 0.0000
Volume 598 612 14 2.3% 1,844
Daily Pivots for day following 10-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.2709 1.2645 1.2438
R3 1.2611 1.2547 1.2411
R2 1.2513 1.2513 1.2402
R1 1.2449 1.2449 1.2393 1.2432
PP 1.2415 1.2415 1.2415 1.2407
S1 1.2351 1.2351 1.2375 1.2334
S2 1.2317 1.2317 1.2366
S3 1.2219 1.2253 1.2357
S4 1.2121 1.2155 1.2330
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 1.2901 1.2121 0.0780 6.3% 0.0204 1.6% 34% False False 478
10 1.3094 1.2121 0.0973 7.9% 0.0146 1.2% 27% False False 297
20 1.3365 1.2121 0.1244 10.0% 0.0129 1.0% 21% False False 201
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2897
2.618 1.2737
1.618 1.2639
1.000 1.2578
0.618 1.2541
HIGH 1.2480
0.618 1.2443
0.500 1.2431
0.382 1.2419
LOW 1.2382
0.618 1.2321
1.000 1.2284
1.618 1.2223
2.618 1.2125
4.250 1.1966
Fisher Pivots for day following 10-Oct-2016
Pivot 1 day 3 day
R1 1.2431 1.2458
PP 1.2415 1.2433
S1 1.2400 1.2409

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

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