CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 09-Nov-2016
Day Change Summary
Previous Current
08-Nov-2016 09-Nov-2016 Change Change % Previous Week
Open 1.2429 1.2434 0.0005 0.0% 1.2228
High 1.2474 1.2578 0.0104 0.8% 1.2590
Low 1.2396 1.2387 -0.0009 -0.1% 1.2180
Close 1.2429 1.2474 0.0045 0.4% 1.2539
Range 0.0078 0.0191 0.0113 144.9% 0.0410
ATR 0.0120 0.0125 0.0005 4.3% 0.0000
Volume 114 908 794 696.5% 2,938
Daily Pivots for day following 09-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.3053 1.2954 1.2579
R3 1.2862 1.2763 1.2527
R2 1.2671 1.2671 1.2509
R1 1.2572 1.2572 1.2492 1.2622
PP 1.2480 1.2480 1.2480 1.2504
S1 1.2381 1.2381 1.2456 1.2431
S2 1.2289 1.2289 1.2439
S3 1.2098 1.2190 1.2421
S4 1.1907 1.1999 1.2369
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 1.2333 0.0257 2.1% 0.0137 1.1% 55% False False 753
10 1.2590 1.2150 0.0440 3.5% 0.0121 1.0% 74% False False 592
20 1.2590 1.2119 0.0471 3.8% 0.0110 0.9% 75% False False 523
40 1.3314 1.2119 0.1195 9.6% 0.0126 1.0% 30% False False 385
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3390
2.618 1.3078
1.618 1.2887
1.000 1.2769
0.618 1.2696
HIGH 1.2578
0.618 1.2505
0.500 1.2483
0.382 1.2460
LOW 1.2387
0.618 1.2269
1.000 1.2196
1.618 1.2078
2.618 1.1887
4.250 1.1575
Fisher Pivots for day following 09-Nov-2016
Pivot 1 day 3 day
R1 1.2483 1.2483
PP 1.2480 1.2480
S1 1.2477 1.2477

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

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