CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 05-Dec-2016
Day Change Summary
Previous Current
02-Dec-2016 05-Dec-2016 Change Change % Previous Week
Open 1.2624 1.2667 0.0043 0.3% 1.2499
High 1.2768 1.2776 0.0008 0.1% 1.2768
Low 1.2603 1.2664 0.0061 0.5% 1.2419
Close 1.2740 1.2756 0.0016 0.1% 1.2740
Range 0.0165 0.0112 -0.0053 -32.1% 0.0349
ATR 0.0135 0.0133 -0.0002 -1.2% 0.0000
Volume 980 5,009 4,029 411.1% 14,958
Daily Pivots for day following 05-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.3068 1.3024 1.2818
R3 1.2956 1.2912 1.2787
R2 1.2844 1.2844 1.2777
R1 1.2800 1.2800 1.2766 1.2822
PP 1.2732 1.2732 1.2732 1.2743
S1 1.2688 1.2688 1.2746 1.2710
S2 1.2620 1.2620 1.2735
S3 1.2508 1.2576 1.2725
S4 1.2396 1.2464 1.2694
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 1.2776 1.2422 0.0354 2.8% 0.0140 1.1% 94% True False 3,888
10 1.2776 1.2347 0.0429 3.4% 0.0137 1.1% 95% True False 2,480
20 1.2776 1.2336 0.0440 3.4% 0.0135 1.1% 95% True False 1,670
40 1.2776 1.2119 0.0657 5.2% 0.0127 1.0% 97% True False 1,096
60 1.3390 1.2119 0.1271 10.0% 0.0128 1.0% 50% False False 788
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 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3252
2.618 1.3069
1.618 1.2957
1.000 1.2888
0.618 1.2845
HIGH 1.2776
0.618 1.2733
0.500 1.2720
0.382 1.2707
LOW 1.2664
0.618 1.2595
1.000 1.2552
1.618 1.2483
2.618 1.2371
4.250 1.2188
Fisher Pivots for day following 05-Dec-2016
Pivot 1 day 3 day
R1 1.2744 1.2723
PP 1.2732 1.2690
S1 1.2720 1.2657

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

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