CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 1.2214 1.2271 0.0057 0.5% 1.2190
High 1.2283 1.2304 0.0021 0.2% 1.2364
Low 1.2192 1.2185 -0.0007 -0.1% 1.2172
Close 1.2260 1.2210 -0.0050 -0.4% 1.2264
Range 0.0091 0.0119 0.0028 30.8% 0.0192
ATR 0.0123 0.0123 0.0000 -0.3% 0.0000
Volume 756 1,015 259 34.3% 1,118
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.2590 1.2519 1.2275
R3 1.2471 1.2400 1.2243
R2 1.2352 1.2352 1.2232
R1 1.2281 1.2281 1.2221 1.2257
PP 1.2233 1.2233 1.2233 1.2221
S1 1.2162 1.2162 1.2199 1.2138
S2 1.2114 1.2114 1.2188
S3 1.1995 1.2043 1.2177
S4 1.1876 1.1924 1.2145
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 1.2304 1.2119 0.0185 1.5% 0.0103 0.8% 49% True False 706
10 1.2364 1.2119 0.0245 2.0% 0.0097 0.8% 37% False False 438
20 1.3065 1.2119 0.0946 7.7% 0.0141 1.2% 10% False False 473
40 1.3492 1.2119 0.1373 11.2% 0.0122 1.0% 7% False False 269
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2810
2.618 1.2616
1.618 1.2497
1.000 1.2423
0.618 1.2378
HIGH 1.2304
0.618 1.2259
0.500 1.2245
0.382 1.2230
LOW 1.2185
0.618 1.2111
1.000 1.2066
1.618 1.1992
2.618 1.1873
4.250 1.1679
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 1.2245 1.2212
PP 1.2233 1.2211
S1 1.2222 1.2211

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

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