CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 19-Dec-2016
Day Change Summary
Previous Current
16-Dec-2016 19-Dec-2016 Change Change % Previous Week
Open 1.2455 1.2517 0.0062 0.5% 1.2616
High 1.2538 1.2530 -0.0008 -0.1% 1.2760
Low 1.2411 1.2383 -0.0028 -0.2% 1.2404
Close 1.2501 1.2428 -0.0073 -0.6% 1.2501
Range 0.0127 0.0147 0.0020 15.7% 0.0356
ATR 0.0136 0.0137 0.0001 0.6% 0.0000
Volume 106,964 90,848 -16,116 -15.1% 373,541
Daily Pivots for day following 19-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.2888 1.2805 1.2509
R3 1.2741 1.2658 1.2468
R2 1.2594 1.2594 1.2455
R1 1.2511 1.2511 1.2441 1.2479
PP 1.2447 1.2447 1.2447 1.2431
S1 1.2364 1.2364 1.2415 1.2332
S2 1.2300 1.2300 1.2401
S3 1.2153 1.2217 1.2388
S4 1.2006 1.2070 1.2347
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.3623 1.3418 1.2697
R3 1.3267 1.3062 1.2599
R2 1.2911 1.2911 1.2566
R1 1.2706 1.2706 1.2534 1.2631
PP 1.2555 1.2555 1.2555 1.2517
S1 1.2350 1.2350 1.2468 1.2275
S2 1.2199 1.2199 1.2436
S3 1.1843 1.1994 1.2403
S4 1.1487 1.1638 1.2305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2760 1.2383 0.0377 3.0% 0.0148 1.2% 12% False True 83,693
10 1.2805 1.2383 0.0422 3.4% 0.0133 1.1% 11% False True 49,442
20 1.2805 1.2347 0.0458 3.7% 0.0135 1.1% 18% False False 25,961
40 1.2805 1.2119 0.0686 5.5% 0.0129 1.0% 45% False False 13,356
60 1.3094 1.2119 0.0975 7.8% 0.0131 1.1% 32% False False 9,013
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 0.0035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3155
2.618 1.2915
1.618 1.2768
1.000 1.2677
0.618 1.2621
HIGH 1.2530
0.618 1.2474
0.500 1.2457
0.382 1.2439
LOW 1.2383
0.618 1.2292
1.000 1.2236
1.618 1.2145
2.618 1.1998
4.250 1.1758
Fisher Pivots for day following 19-Dec-2016
Pivot 1 day 3 day
R1 1.2457 1.2489
PP 1.2447 1.2469
S1 1.2438 1.2448

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

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