CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 26-Oct-2016
Day Change Summary
Previous Current
25-Oct-2016 26-Oct-2016 Change Change % Previous Week
Open 1.2254 1.2214 -0.0040 -0.3% 1.2190
High 1.2277 1.2283 0.0006 0.0% 1.2364
Low 1.2119 1.2192 0.0073 0.6% 1.2172
Close 1.2225 1.2260 0.0035 0.3% 1.2264
Range 0.0158 0.0091 -0.0067 -42.4% 0.0192
ATR 0.0126 0.0123 -0.0002 -2.0% 0.0000
Volume 449 756 307 68.4% 1,118
Daily Pivots for day following 26-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.2518 1.2480 1.2310
R3 1.2427 1.2389 1.2285
R2 1.2336 1.2336 1.2277
R1 1.2298 1.2298 1.2268 1.2317
PP 1.2245 1.2245 1.2245 1.2255
S1 1.2207 1.2207 1.2252 1.2226
S2 1.2154 1.2154 1.2243
S3 1.2063 1.2116 1.2235
S4 1.1972 1.2025 1.2210
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 1.2329 1.2119 0.0210 1.7% 0.0096 0.8% 67% False False 527
10 1.2364 1.2119 0.0245 2.0% 0.0099 0.8% 58% False False 455
20 1.3094 1.2119 0.0975 8.0% 0.0139 1.1% 14% False False 424
40 1.3492 1.2119 0.1373 11.2% 0.0121 1.0% 10% False False 244
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2670
2.618 1.2521
1.618 1.2430
1.000 1.2374
0.618 1.2339
HIGH 1.2283
0.618 1.2248
0.500 1.2238
0.382 1.2227
LOW 1.2192
0.618 1.2136
1.000 1.2101
1.618 1.2045
2.618 1.1954
4.250 1.1805
Fisher Pivots for day following 26-Oct-2016
Pivot 1 day 3 day
R1 1.2253 1.2240
PP 1.2245 1.2221
S1 1.2238 1.2201

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

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