CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 18-Nov-2016
Day Change Summary
Previous Current
17-Nov-2016 18-Nov-2016 Change Change % Previous Week
Open 1.2486 1.2439 -0.0047 -0.4% 1.2578
High 1.2537 1.2469 -0.0068 -0.5% 1.2606
Low 1.2443 1.2336 -0.0107 -0.9% 1.2336
Close 1.2448 1.2397 -0.0051 -0.4% 1.2397
Range 0.0094 0.0133 0.0039 41.5% 0.0270
ATR 0.0129 0.0129 0.0000 0.2% 0.0000
Volume 284 628 344 121.1% 6,248
Daily Pivots for day following 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.2800 1.2731 1.2470
R3 1.2667 1.2598 1.2434
R2 1.2534 1.2534 1.2421
R1 1.2465 1.2465 1.2409 1.2433
PP 1.2401 1.2401 1.2401 1.2385
S1 1.2332 1.2332 1.2385 1.2300
S2 1.2268 1.2268 1.2373
S3 1.2135 1.2199 1.2360
S4 1.2002 1.2066 1.2324
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.3256 1.3097 1.2546
R3 1.2986 1.2827 1.2471
R2 1.2716 1.2716 1.2447
R1 1.2557 1.2557 1.2422 1.2502
PP 1.2446 1.2446 1.2446 1.2419
S1 1.2287 1.2287 1.2372 1.2232
S2 1.2176 1.2176 1.2348
S3 1.1906 1.2017 1.2323
S4 1.1636 1.1747 1.2249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2606 1.2336 0.0270 2.2% 0.0119 1.0% 23% False True 1,249
10 1.2705 1.2336 0.0369 3.0% 0.0133 1.1% 17% False True 859
20 1.2705 1.2119 0.0586 4.7% 0.0123 1.0% 47% False False 752
40 1.3094 1.2119 0.0975 7.9% 0.0129 1.0% 29% False False 538
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 0.0032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3034
2.618 1.2817
1.618 1.2684
1.000 1.2602
0.618 1.2551
HIGH 1.2469
0.618 1.2418
0.500 1.2403
0.382 1.2387
LOW 1.2336
0.618 1.2254
1.000 1.2203
1.618 1.2121
2.618 1.1988
4.250 1.1771
Fisher Pivots for day following 18-Nov-2016
Pivot 1 day 3 day
R1 1.2403 1.2437
PP 1.2401 1.2423
S1 1.2399 1.2410

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

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