CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 11-Oct-2016
Day Change Summary
Previous Current
10-Oct-2016 11-Oct-2016 Change Change % Previous Week
Open 1.2477 1.2378 -0.0099 -0.8% 1.2967
High 1.2480 1.2399 -0.0081 -0.6% 1.2985
Low 1.2382 1.2126 -0.0256 -2.1% 1.2121
Close 1.2384 1.2170 -0.0214 -1.7% 1.2469
Range 0.0098 0.0273 0.0175 178.6% 0.0864
ATR 0.0137 0.0147 0.0010 7.1% 0.0000
Volume 612 721 109 17.8% 1,844
Daily Pivots for day following 11-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.3051 1.2883 1.2320
R3 1.2778 1.2610 1.2245
R2 1.2505 1.2505 1.2220
R1 1.2337 1.2337 1.2195 1.2285
PP 1.2232 1.2232 1.2232 1.2205
S1 1.2064 1.2064 1.2145 1.2012
S2 1.1959 1.1959 1.2120
S3 1.1686 1.1791 1.2095
S4 1.1413 1.1518 1.2020
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 1.2807 1.2121 0.0686 5.6% 0.0231 1.9% 7% False False 605
10 1.3094 1.2121 0.0973 8.0% 0.0165 1.4% 5% False False 366
20 1.3314 1.2121 0.1193 9.8% 0.0136 1.1% 4% False False 236
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3559
2.618 1.3114
1.618 1.2841
1.000 1.2672
0.618 1.2568
HIGH 1.2399
0.618 1.2295
0.500 1.2263
0.382 1.2230
LOW 1.2126
0.618 1.1957
1.000 1.1853
1.618 1.1684
2.618 1.1411
4.250 1.0966
Fisher Pivots for day following 11-Oct-2016
Pivot 1 day 3 day
R1 1.2263 1.2396
PP 1.2232 1.2320
S1 1.2201 1.2245

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

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