CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 17-Oct-2016
Day Change Summary
Previous Current
14-Oct-2016 17-Oct-2016 Change Change % Previous Week
Open 1.2250 1.2190 -0.0060 -0.5% 1.2477
High 1.2298 1.2235 -0.0063 -0.5% 1.2480
Low 1.2205 1.2172 -0.0033 -0.3% 1.2126
Close 1.2219 1.2226 0.0007 0.1% 1.2219
Range 0.0093 0.0063 -0.0030 -32.3% 0.0354
ATR 0.0146 0.0140 -0.0006 -4.1% 0.0000
Volume 104 117 13 12.5% 2,899
Daily Pivots for day following 17-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.2400 1.2376 1.2261
R3 1.2337 1.2313 1.2243
R2 1.2274 1.2274 1.2238
R1 1.2250 1.2250 1.2232 1.2262
PP 1.2211 1.2211 1.2211 1.2217
S1 1.2187 1.2187 1.2220 1.2199
S2 1.2148 1.2148 1.2214
S3 1.2085 1.2124 1.2209
S4 1.2022 1.2061 1.2191
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.3337 1.3132 1.2414
R3 1.2983 1.2778 1.2316
R2 1.2629 1.2629 1.2284
R1 1.2424 1.2424 1.2251 1.2350
PP 1.2275 1.2275 1.2275 1.2238
S1 1.2070 1.2070 1.2187 1.1996
S2 1.1921 1.1921 1.2154
S3 1.1567 1.1716 1.2122
S4 1.1213 1.1362 1.2024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2399 1.2126 0.0273 2.2% 0.0154 1.3% 37% False False 480
10 1.2901 1.2121 0.0780 6.4% 0.0179 1.5% 13% False False 479
20 1.3165 1.2121 0.1044 8.5% 0.0138 1.1% 10% False False 292
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0030
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.2503
2.618 1.2400
1.618 1.2337
1.000 1.2298
0.618 1.2274
HIGH 1.2235
0.618 1.2211
0.500 1.2204
0.382 1.2196
LOW 1.2172
0.618 1.2133
1.000 1.2109
1.618 1.2070
2.618 1.2007
4.250 1.1904
Fisher Pivots for day following 17-Oct-2016
Pivot 1 day 3 day
R1 1.2219 1.2237
PP 1.2211 1.2233
S1 1.2204 1.2230

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

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