CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 18-Oct-2016
Day Change Summary
Previous Current
17-Oct-2016 18-Oct-2016 Change Change % Previous Week
Open 1.2190 1.2221 0.0031 0.3% 1.2477
High 1.2235 1.2357 0.0122 1.0% 1.2480
Low 1.2172 1.2218 0.0046 0.4% 1.2126
Close 1.2226 1.2327 0.0101 0.8% 1.2219
Range 0.0063 0.0139 0.0076 120.6% 0.0354
ATR 0.0140 0.0140 0.0000 0.0% 0.0000
Volume 117 469 352 300.9% 2,899
Daily Pivots for day following 18-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.2718 1.2661 1.2403
R3 1.2579 1.2522 1.2365
R2 1.2440 1.2440 1.2352
R1 1.2383 1.2383 1.2340 1.2412
PP 1.2301 1.2301 1.2301 1.2315
S1 1.2244 1.2244 1.2314 1.2273
S2 1.2162 1.2162 1.2302
S3 1.2023 1.2105 1.2289
S4 1.1884 1.1966 1.2251
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 1.2358 1.2156 0.0202 1.6% 0.0127 1.0% 85% False False 430
10 1.2807 1.2121 0.0686 5.6% 0.0179 1.5% 30% False False 518
20 1.3165 1.2121 0.1044 8.5% 0.0139 1.1% 20% False False 306
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2948
2.618 1.2721
1.618 1.2582
1.000 1.2496
0.618 1.2443
HIGH 1.2357
0.618 1.2304
0.500 1.2288
0.382 1.2271
LOW 1.2218
0.618 1.2132
1.000 1.2079
1.618 1.1993
2.618 1.1854
4.250 1.1627
Fisher Pivots for day following 18-Oct-2016
Pivot 1 day 3 day
R1 1.2314 1.2306
PP 1.2301 1.2285
S1 1.2288 1.2265

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

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