CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 02-Dec-2016
Day Change Summary
Previous Current
01-Dec-2016 02-Dec-2016 Change Change % Previous Week
Open 1.2541 1.2624 0.0083 0.7% 1.2499
High 1.2726 1.2768 0.0042 0.3% 1.2768
Low 1.2538 1.2603 0.0065 0.5% 1.2419
Close 1.2613 1.2740 0.0127 1.0% 1.2740
Range 0.0188 0.0165 -0.0023 -12.2% 0.0349
ATR 0.0132 0.0135 0.0002 1.8% 0.0000
Volume 9,385 980 -8,405 -89.6% 14,958
Daily Pivots for day following 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.3199 1.3134 1.2831
R3 1.3034 1.2969 1.2785
R2 1.2869 1.2869 1.2770
R1 1.2804 1.2804 1.2755 1.2837
PP 1.2704 1.2704 1.2704 1.2720
S1 1.2639 1.2639 1.2725 1.2672
S2 1.2539 1.2539 1.2710
S3 1.2374 1.2474 1.2695
S4 1.2209 1.2309 1.2649
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.3689 1.3564 1.2932
R3 1.3340 1.3215 1.2836
R2 1.2991 1.2991 1.2804
R1 1.2866 1.2866 1.2772 1.2929
PP 1.2642 1.2642 1.2642 1.2674
S1 1.2517 1.2517 1.2708 1.2580
S2 1.2293 1.2293 1.2676
S3 1.1944 1.2168 1.2644
S4 1.1595 1.1819 1.2548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2768 1.2419 0.0349 2.7% 0.0147 1.2% 92% True False 2,991
10 1.2768 1.2336 0.0432 3.4% 0.0139 1.1% 94% True False 2,042
20 1.2768 1.2336 0.0432 3.4% 0.0135 1.1% 94% True False 1,451
40 1.2768 1.2119 0.0649 5.1% 0.0138 1.1% 96% True False 986
60 1.3390 1.2119 0.1271 10.0% 0.0127 1.0% 49% False False 704
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3469
2.618 1.3200
1.618 1.3035
1.000 1.2933
0.618 1.2870
HIGH 1.2768
0.618 1.2705
0.500 1.2686
0.382 1.2666
LOW 1.2603
0.618 1.2501
1.000 1.2438
1.618 1.2336
2.618 1.2171
4.250 1.1902
Fisher Pivots for day following 02-Dec-2016
Pivot 1 day 3 day
R1 1.2722 1.2697
PP 1.2704 1.2653
S1 1.2686 1.2610

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

View Archives - Comment on this page... - Back to Index of Symbols