CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 07-Nov-2016
Day Change Summary
Previous Current
04-Nov-2016 07-Nov-2016 Change Change % Previous Week
Open 1.2499 1.2506 0.0007 0.1% 1.2228
High 1.2590 1.2530 -0.0060 -0.5% 1.2590
Low 1.2484 1.2414 -0.0070 -0.6% 1.2180
Close 1.2539 1.2432 -0.0107 -0.9% 1.2539
Range 0.0106 0.0116 0.0010 9.4% 0.0410
ATR 0.0123 0.0123 0.0000 0.1% 0.0000
Volume 639 597 -42 -6.6% 2,938
Daily Pivots for day following 07-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.2807 1.2735 1.2496
R3 1.2691 1.2619 1.2464
R2 1.2575 1.2575 1.2453
R1 1.2503 1.2503 1.2443 1.2481
PP 1.2459 1.2459 1.2459 1.2448
S1 1.2387 1.2387 1.2421 1.2365
S2 1.2343 1.2343 1.2411
S3 1.2227 1.2271 1.2400
S4 1.2111 1.2155 1.2368
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.3666 1.3513 1.2765
R3 1.3256 1.3103 1.2652
R2 1.2846 1.2846 1.2614
R1 1.2693 1.2693 1.2577 1.2770
PP 1.2436 1.2436 1.2436 1.2475
S1 1.2283 1.2283 1.2501 1.2360
S2 1.2026 1.2026 1.2464
S3 1.1616 1.1873 1.2426
S4 1.1206 1.1463 1.2314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2590 1.2240 0.0350 2.8% 0.0124 1.0% 55% False False 663
10 1.2590 1.2119 0.0471 3.8% 0.0119 1.0% 66% False False 610
20 1.2590 1.2119 0.0471 3.8% 0.0120 1.0% 66% False False 522
40 1.3365 1.2119 0.1246 10.0% 0.0125 1.0% 25% False False 362
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 1.3023
2.618 1.2834
1.618 1.2718
1.000 1.2646
0.618 1.2602
HIGH 1.2530
0.618 1.2486
0.500 1.2472
0.382 1.2458
LOW 1.2414
0.618 1.2342
1.000 1.2298
1.618 1.2226
2.618 1.2110
4.250 1.1921
Fisher Pivots for day following 07-Nov-2016
Pivot 1 day 3 day
R1 1.2472 1.2462
PP 1.2459 1.2452
S1 1.2445 1.2442

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

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