CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 31-Oct-2016
Day Change Summary
Previous Current
28-Oct-2016 31-Oct-2016 Change Change % Previous Week
Open 1.2196 1.2228 0.0032 0.3% 1.2258
High 1.2247 1.2283 0.0036 0.3% 1.2304
Low 1.2150 1.2180 0.0030 0.2% 1.2119
Close 1.2225 1.2278 0.0053 0.4% 1.2225
Range 0.0097 0.0103 0.0006 6.2% 0.0185
ATR 0.0121 0.0120 -0.0001 -1.1% 0.0000
Volume 348 220 -128 -36.8% 3,507
Daily Pivots for day following 31-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.2556 1.2520 1.2335
R3 1.2453 1.2417 1.2306
R2 1.2350 1.2350 1.2297
R1 1.2314 1.2314 1.2287 1.2332
PP 1.2247 1.2247 1.2247 1.2256
S1 1.2211 1.2211 1.2269 1.2229
S2 1.2144 1.2144 1.2259
S3 1.2041 1.2108 1.2250
S4 1.1938 1.2005 1.2221
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% 0.0114 0.9% 86% False False 557
10 1.2364 1.2119 0.0245 2.0% 0.0101 0.8% 65% False False 472
20 1.2901 1.2119 0.0782 6.4% 0.0140 1.1% 20% False False 476
40 1.3492 1.2119 0.1373 11.2% 0.0121 1.0% 12% False False 283
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 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2721
2.618 1.2553
1.618 1.2450
1.000 1.2386
0.618 1.2347
HIGH 1.2283
0.618 1.2244
0.500 1.2232
0.382 1.2219
LOW 1.2180
0.618 1.2116
1.000 1.2077
1.618 1.2013
2.618 1.1910
4.250 1.1742
Fisher Pivots for day following 31-Oct-2016
Pivot 1 day 3 day
R1 1.2263 1.2261
PP 1.2247 1.2244
S1 1.2232 1.2227

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

View Archives - Comment on this page... - Back to Index of Symbols