CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 01-Dec-2016
Day Change Summary
Previous Current
30-Nov-2016 01-Dec-2016 Change Change % Previous Week
Open 1.2518 1.2541 0.0023 0.2% 1.2384
High 1.2553 1.2726 0.0173 1.4% 1.2545
Low 1.2452 1.2538 0.0086 0.7% 1.2347
Close 1.2537 1.2613 0.0076 0.6% 1.2490
Range 0.0101 0.0188 0.0087 86.1% 0.0198
ATR 0.0128 0.0132 0.0004 3.4% 0.0000
Volume 2,129 9,385 7,256 340.8% 4,840
Daily Pivots for day following 01-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.3190 1.3089 1.2716
R3 1.3002 1.2901 1.2665
R2 1.2814 1.2814 1.2647
R1 1.2713 1.2713 1.2630 1.2764
PP 1.2626 1.2626 1.2626 1.2651
S1 1.2525 1.2525 1.2596 1.2576
S2 1.2438 1.2438 1.2579
S3 1.2250 1.2337 1.2561
S4 1.2062 1.2149 1.2510
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.3055 1.2970 1.2599
R3 1.2857 1.2772 1.2544
R2 1.2659 1.2659 1.2526
R1 1.2574 1.2574 1.2508 1.2617
PP 1.2461 1.2461 1.2461 1.2482
S1 1.2376 1.2376 1.2472 1.2419
S2 1.2263 1.2263 1.2454
S3 1.2065 1.2178 1.2436
S4 1.1867 1.1980 1.2381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2726 1.2419 0.0307 2.4% 0.0132 1.0% 63% True False 3,013
10 1.2726 1.2336 0.0390 3.1% 0.0132 1.0% 71% True False 1,973
20 1.2726 1.2333 0.0393 3.1% 0.0136 1.1% 71% True False 1,478
40 1.2795 1.2119 0.0676 5.4% 0.0138 1.1% 73% False False 978
60 1.3412 1.2119 0.1293 10.3% 0.0126 1.0% 38% False False 689
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3525
2.618 1.3218
1.618 1.3030
1.000 1.2914
0.618 1.2842
HIGH 1.2726
0.618 1.2654
0.500 1.2632
0.382 1.2610
LOW 1.2538
0.618 1.2422
1.000 1.2350
1.618 1.2234
2.618 1.2046
4.250 1.1739
Fisher Pivots for day following 01-Dec-2016
Pivot 1 day 3 day
R1 1.2632 1.2600
PP 1.2626 1.2587
S1 1.2619 1.2574

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

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