CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 19-Oct-2016
Day Change Summary
Previous Current
18-Oct-2016 19-Oct-2016 Change Change % Previous Week
Open 1.2221 1.2346 0.0125 1.0% 1.2477
High 1.2357 1.2364 0.0007 0.1% 1.2480
Low 1.2218 1.2289 0.0071 0.6% 1.2126
Close 1.2327 1.2305 -0.0022 -0.2% 1.2219
Range 0.0139 0.0075 -0.0064 -46.0% 0.0354
ATR 0.0140 0.0135 -0.0005 -3.3% 0.0000
Volume 469 39 -430 -91.7% 2,899
Daily Pivots for day following 19-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.2544 1.2500 1.2346
R3 1.2469 1.2425 1.2326
R2 1.2394 1.2394 1.2319
R1 1.2350 1.2350 1.2312 1.2335
PP 1.2319 1.2319 1.2319 1.2312
S1 1.2275 1.2275 1.2298 1.2260
S2 1.2244 1.2244 1.2291
S3 1.2169 1.2200 1.2284
S4 1.2094 1.2125 1.2264
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 1.2364 1.2168 0.0196 1.6% 0.0102 0.8% 70% True False 382
10 1.2795 1.2121 0.0674 5.5% 0.0179 1.5% 27% False False 477
20 1.3165 1.2121 0.1044 8.5% 0.0138 1.1% 18% False False 307
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2683
2.618 1.2560
1.618 1.2485
1.000 1.2439
0.618 1.2410
HIGH 1.2364
0.618 1.2335
0.500 1.2327
0.382 1.2318
LOW 1.2289
0.618 1.2243
1.000 1.2214
1.618 1.2168
2.618 1.2093
4.250 1.1970
Fisher Pivots for day following 19-Oct-2016
Pivot 1 day 3 day
R1 1.2327 1.2293
PP 1.2319 1.2280
S1 1.2312 1.2268

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

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