CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 17-Nov-2016
Day Change Summary
Previous Current
16-Nov-2016 17-Nov-2016 Change Change % Previous Week
Open 1.2478 1.2486 0.0008 0.1% 1.2506
High 1.2536 1.2537 0.0001 0.0% 1.2705
Low 1.2444 1.2443 -0.0001 0.0% 1.2387
Close 1.2474 1.2448 -0.0026 -0.2% 1.2634
Range 0.0092 0.0094 0.0002 2.2% 0.0318
ATR 0.0131 0.0129 -0.0003 -2.0% 0.0000
Volume 418 284 -134 -32.1% 2,350
Daily Pivots for day following 17-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.2758 1.2697 1.2500
R3 1.2664 1.2603 1.2474
R2 1.2570 1.2570 1.2465
R1 1.2509 1.2509 1.2457 1.2493
PP 1.2476 1.2476 1.2476 1.2468
S1 1.2415 1.2415 1.2439 1.2399
S2 1.2382 1.2382 1.2431
S3 1.2288 1.2321 1.2422
S4 1.2194 1.2227 1.2396
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 1.2412 0.0293 2.4% 0.0122 1.0% 12% False False 1,221
10 1.2705 1.2387 0.0318 2.6% 0.0130 1.0% 19% False False 860
20 1.2705 1.2119 0.0586 4.7% 0.0121 1.0% 56% False False 739
40 1.3131 1.2119 0.1012 8.1% 0.0130 1.0% 33% False False 524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2937
2.618 1.2783
1.618 1.2689
1.000 1.2631
0.618 1.2595
HIGH 1.2537
0.618 1.2501
0.500 1.2490
0.382 1.2479
LOW 1.2443
0.618 1.2385
1.000 1.2349
1.618 1.2291
2.618 1.2197
4.250 1.2044
Fisher Pivots for day following 17-Nov-2016
Pivot 1 day 3 day
R1 1.2490 1.2486
PP 1.2476 1.2473
S1 1.2462 1.2461

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

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