CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 10-Nov-2016
Day Change Summary
Previous Current
09-Nov-2016 10-Nov-2016 Change Change % Previous Week
Open 1.2434 1.2459 0.0025 0.2% 1.2228
High 1.2578 1.2616 0.0038 0.3% 1.2590
Low 1.2387 1.2411 0.0024 0.2% 1.2180
Close 1.2474 1.2598 0.0124 1.0% 1.2539
Range 0.0191 0.0205 0.0014 7.3% 0.0410
ATR 0.0125 0.0130 0.0006 4.6% 0.0000
Volume 908 244 -664 -73.1% 2,938
Daily Pivots for day following 10-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.3157 1.3082 1.2711
R3 1.2952 1.2877 1.2654
R2 1.2747 1.2747 1.2636
R1 1.2672 1.2672 1.2617 1.2710
PP 1.2542 1.2542 1.2542 1.2560
S1 1.2467 1.2467 1.2579 1.2505
S2 1.2337 1.2337 1.2560
S3 1.2132 1.2262 1.2542
S4 1.1927 1.2057 1.2485
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 1.2616 1.2387 0.0229 1.8% 0.0139 1.1% 92% True False 500
10 1.2616 1.2150 0.0466 3.7% 0.0129 1.0% 96% True False 514
20 1.2616 1.2119 0.0497 3.9% 0.0113 0.9% 96% True False 476
40 1.3283 1.2119 0.1164 9.2% 0.0129 1.0% 41% False False 391
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.3487
2.618 1.3153
1.618 1.2948
1.000 1.2821
0.618 1.2743
HIGH 1.2616
0.618 1.2538
0.500 1.2514
0.382 1.2489
LOW 1.2411
0.618 1.2284
1.000 1.2206
1.618 1.2079
2.618 1.1874
4.250 1.1540
Fisher Pivots for day following 10-Nov-2016
Pivot 1 day 3 day
R1 1.2570 1.2566
PP 1.2542 1.2534
S1 1.2514 1.2502

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

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