CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 14-Dec-2016
Day Change Summary
Previous Current
13-Dec-2016 14-Dec-2016 Change Change % Previous Week
Open 1.2714 1.2688 -0.0026 -0.2% 1.2667
High 1.2758 1.2760 0.0002 0.0% 1.2805
Low 1.2683 1.2559 -0.0124 -1.0% 1.2578
Close 1.2692 1.2629 -0.0063 -0.5% 1.2597
Range 0.0075 0.0201 0.0126 168.0% 0.0227
ATR 0.0124 0.0130 0.0005 4.4% 0.0000
Volume 53,004 72,225 19,221 36.3% 35,046
Daily Pivots for day following 14-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.3252 1.3142 1.2740
R3 1.3051 1.2941 1.2684
R2 1.2850 1.2850 1.2666
R1 1.2740 1.2740 1.2647 1.2695
PP 1.2649 1.2649 1.2649 1.2627
S1 1.2539 1.2539 1.2611 1.2494
S2 1.2448 1.2448 1.2592
S3 1.2247 1.2338 1.2574
S4 1.2046 1.2137 1.2518
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.3341 1.3196 1.2722
R3 1.3114 1.2969 1.2659
R2 1.2887 1.2887 1.2639
R1 1.2742 1.2742 1.2618 1.2701
PP 1.2660 1.2660 1.2660 1.2640
S1 1.2515 1.2515 1.2576 1.2474
S2 1.2433 1.2433 1.2555
S3 1.2206 1.2288 1.2535
S4 1.1979 1.2061 1.2472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2760 1.2559 0.0201 1.6% 0.0126 1.0% 35% True True 38,787
10 1.2805 1.2538 0.0267 2.1% 0.0133 1.1% 34% False False 21,656
20 1.2805 1.2336 0.0469 3.7% 0.0128 1.0% 62% False False 11,366
40 1.2805 1.2119 0.0686 5.4% 0.0124 1.0% 74% False False 6,039
60 1.3165 1.2119 0.1046 8.3% 0.0129 1.0% 49% False False 4,128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.3614
2.618 1.3286
1.618 1.3085
1.000 1.2961
0.618 1.2884
HIGH 1.2760
0.618 1.2683
0.500 1.2660
0.382 1.2636
LOW 1.2559
0.618 1.2435
1.000 1.2358
1.618 1.2234
2.618 1.2033
4.250 1.1705
Fisher Pivots for day following 14-Dec-2016
Pivot 1 day 3 day
R1 1.2660 1.2660
PP 1.2649 1.2649
S1 1.2639 1.2639

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

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