CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 28-Oct-2016
Day Change Summary
Previous Current
27-Oct-2016 28-Oct-2016 Change Change % Previous Week
Open 1.2271 1.2196 -0.0075 -0.6% 1.2258
High 1.2304 1.2247 -0.0057 -0.5% 1.2304
Low 1.2185 1.2150 -0.0035 -0.3% 1.2119
Close 1.2210 1.2225 0.0015 0.1% 1.2225
Range 0.0119 0.0097 -0.0022 -18.5% 0.0185
ATR 0.0123 0.0121 -0.0002 -1.5% 0.0000
Volume 1,015 348 -667 -65.7% 3,507
Daily Pivots for day following 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.2498 1.2459 1.2278
R3 1.2401 1.2362 1.2252
R2 1.2304 1.2304 1.2243
R1 1.2265 1.2265 1.2234 1.2285
PP 1.2207 1.2207 1.2207 1.2217
S1 1.2168 1.2168 1.2216 1.2188
S2 1.2110 1.2110 1.2207
S3 1.2013 1.2071 1.2198
S4 1.1916 1.1974 1.2172
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.2771 1.2683 1.2327
R3 1.2586 1.2498 1.2276
R2 1.2401 1.2401 1.2259
R1 1.2313 1.2313 1.2242 1.2265
PP 1.2216 1.2216 1.2216 1.2192
S1 1.2128 1.2128 1.2208 1.2080
S2 1.2031 1.2031 1.2191
S3 1.1846 1.1943 1.2174
S4 1.1661 1.1758 1.2123
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% 0.0105 0.9% 57% False False 701
10 1.2364 1.2119 0.0245 2.0% 0.0097 0.8% 43% False False 462
20 1.2985 1.2119 0.0866 7.1% 0.0141 1.2% 12% False False 468
40 1.3492 1.2119 0.1373 11.2% 0.0120 1.0% 8% False False 278
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2659
2.618 1.2501
1.618 1.2404
1.000 1.2344
0.618 1.2307
HIGH 1.2247
0.618 1.2210
0.500 1.2199
0.382 1.2187
LOW 1.2150
0.618 1.2090
1.000 1.2053
1.618 1.1993
2.618 1.1896
4.250 1.1738
Fisher Pivots for day following 28-Oct-2016
Pivot 1 day 3 day
R1 1.2216 1.2227
PP 1.2207 1.2226
S1 1.2199 1.2226

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

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