CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 25-Oct-2016
Day Change Summary
Previous Current
24-Oct-2016 25-Oct-2016 Change Change % Previous Week
Open 1.2258 1.2254 -0.0004 0.0% 1.2190
High 1.2282 1.2277 -0.0005 0.0% 1.2364
Low 1.2221 1.2119 -0.0102 -0.8% 1.2172
Close 1.2259 1.2225 -0.0034 -0.3% 1.2264
Range 0.0061 0.0158 0.0097 159.0% 0.0192
ATR 0.0123 0.0126 0.0002 2.0% 0.0000
Volume 939 449 -490 -52.2% 1,118
Daily Pivots for day following 25-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.2681 1.2611 1.2312
R3 1.2523 1.2453 1.2268
R2 1.2365 1.2365 1.2254
R1 1.2295 1.2295 1.2239 1.2251
PP 1.2207 1.2207 1.2207 1.2185
S1 1.2137 1.2137 1.2211 1.2093
S2 1.2049 1.2049 1.2196
S3 1.1891 1.1979 1.2182
S4 1.1733 1.1821 1.2138
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 1.2119 0.0245 2.0% 0.0093 0.8% 43% False True 384
10 1.2364 1.2119 0.0245 2.0% 0.0110 0.9% 43% False True 407
20 1.3094 1.2119 0.0975 8.0% 0.0137 1.1% 11% False True 386
40 1.3492 1.2119 0.1373 11.2% 0.0120 1.0% 8% False True 225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2949
2.618 1.2691
1.618 1.2533
1.000 1.2435
0.618 1.2375
HIGH 1.2277
0.618 1.2217
0.500 1.2198
0.382 1.2179
LOW 1.2119
0.618 1.2021
1.000 1.1961
1.618 1.1863
2.618 1.1705
4.250 1.1448
Fisher Pivots for day following 25-Oct-2016
Pivot 1 day 3 day
R1 1.2216 1.2218
PP 1.2207 1.2212
S1 1.2198 1.2205

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

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