CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 15-Nov-2016
Day Change Summary
Previous Current
14-Nov-2016 15-Nov-2016 Change Change % Previous Week
Open 1.2578 1.2550 -0.0028 -0.2% 1.2506
High 1.2606 1.2560 -0.0046 -0.4% 1.2705
Low 1.2478 1.2412 -0.0066 -0.5% 1.2387
Close 1.2517 1.2503 -0.0014 -0.1% 1.2634
Range 0.0128 0.0148 0.0020 15.6% 0.0318
ATR 0.0133 0.0134 0.0001 0.8% 0.0000
Volume 294 4,624 4,330 1,472.8% 2,350
Daily Pivots for day following 15-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.2936 1.2867 1.2584
R3 1.2788 1.2719 1.2544
R2 1.2640 1.2640 1.2530
R1 1.2571 1.2571 1.2517 1.2532
PP 1.2492 1.2492 1.2492 1.2472
S1 1.2423 1.2423 1.2489 1.2384
S2 1.2344 1.2344 1.2476
S3 1.2196 1.2275 1.2462
S4 1.2048 1.2127 1.2422
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.3529 1.3400 1.2809
R3 1.3211 1.3082 1.2721
R2 1.2893 1.2893 1.2692
R1 1.2764 1.2764 1.2663 1.2829
PP 1.2575 1.2575 1.2575 1.2608
S1 1.2446 1.2446 1.2605 1.2511
S2 1.2257 1.2257 1.2576
S3 1.1939 1.2128 1.2547
S4 1.1621 1.1810 1.2459
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2705 1.2387 0.0318 2.5% 0.0164 1.3% 36% False False 1,311
10 1.2705 1.2256 0.0449 3.6% 0.0144 1.2% 55% False False 977
20 1.2705 1.2119 0.0586 4.7% 0.0120 1.0% 66% False False 712
40 1.3165 1.2119 0.1046 8.4% 0.0130 1.0% 37% False False 509
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 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3189
2.618 1.2947
1.618 1.2799
1.000 1.2708
0.618 1.2651
HIGH 1.2560
0.618 1.2503
0.500 1.2486
0.382 1.2469
LOW 1.2412
0.618 1.2321
1.000 1.2264
1.618 1.2173
2.618 1.2025
4.250 1.1783
Fisher Pivots for day following 15-Nov-2016
Pivot 1 day 3 day
R1 1.2497 1.2559
PP 1.2492 1.2540
S1 1.2486 1.2522

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

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