CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 21-Oct-2016
Day Change Summary
Previous Current
20-Oct-2016 21-Oct-2016 Change Change % Previous Week
Open 1.2316 1.2269 -0.0047 -0.4% 1.2190
High 1.2329 1.2291 -0.0038 -0.3% 1.2364
Low 1.2244 1.2205 -0.0039 -0.3% 1.2172
Close 1.2285 1.2264 -0.0021 -0.2% 1.2264
Range 0.0085 0.0086 0.0001 1.2% 0.0192
ATR 0.0132 0.0128 -0.0003 -2.5% 0.0000
Volume 118 375 257 217.8% 1,118
Daily Pivots for day following 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.2511 1.2474 1.2311
R3 1.2425 1.2388 1.2288
R2 1.2339 1.2339 1.2280
R1 1.2302 1.2302 1.2272 1.2278
PP 1.2253 1.2253 1.2253 1.2241
S1 1.2216 1.2216 1.2256 1.2192
S2 1.2167 1.2167 1.2248
S3 1.2081 1.2130 1.2240
S4 1.1995 1.2044 1.2217
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.2843 1.2745 1.2370
R3 1.2651 1.2553 1.2317
R2 1.2459 1.2459 1.2299
R1 1.2361 1.2361 1.2282 1.2410
PP 1.2267 1.2267 1.2267 1.2291
S1 1.2169 1.2169 1.2246 1.2218
S2 1.2075 1.2075 1.2229
S3 1.1883 1.1977 1.2211
S4 1.1691 1.1785 1.2158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2364 1.2172 0.0192 1.6% 0.0090 0.7% 48% False False 223
10 1.2480 1.2126 0.0354 2.9% 0.0125 1.0% 39% False False 401
20 1.3094 1.2121 0.0973 7.9% 0.0134 1.1% 15% False False 325
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 0.0029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2657
2.618 1.2516
1.618 1.2430
1.000 1.2377
0.618 1.2344
HIGH 1.2291
0.618 1.2258
0.500 1.2248
0.382 1.2238
LOW 1.2205
0.618 1.2152
1.000 1.2119
1.618 1.2066
2.618 1.1980
4.250 1.1840
Fisher Pivots for day following 21-Oct-2016
Pivot 1 day 3 day
R1 1.2259 1.2285
PP 1.2253 1.2278
S1 1.2248 1.2271

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

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