CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 21-Dec-2016
Day Change Summary
Previous Current
20-Dec-2016 21-Dec-2016 Change Change % Previous Week
Open 1.2420 1.2399 -0.0021 -0.2% 1.2616
High 1.2437 1.2420 -0.0017 -0.1% 1.2760
Low 1.2340 1.2353 0.0013 0.1% 1.2404
Close 1.2395 1.2378 -0.0017 -0.1% 1.2501
Range 0.0097 0.0067 -0.0030 -30.9% 0.0356
ATR 0.0134 0.0129 -0.0005 -3.6% 0.0000
Volume 85,174 62,417 -22,757 -26.7% 373,541
Daily Pivots for day following 21-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.2585 1.2548 1.2415
R3 1.2518 1.2481 1.2396
R2 1.2451 1.2451 1.2390
R1 1.2414 1.2414 1.2384 1.2399
PP 1.2384 1.2384 1.2384 1.2376
S1 1.2347 1.2347 1.2372 1.2332
S2 1.2317 1.2317 1.2366
S3 1.2250 1.2280 1.2360
S4 1.2183 1.2213 1.2341
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 1.2595 1.2340 0.0255 2.1% 0.0126 1.0% 15% False False 88,166
10 1.2760 1.2340 0.0420 3.4% 0.0126 1.0% 9% False False 63,476
20 1.2805 1.2340 0.0465 3.8% 0.0127 1.0% 8% False False 33,193
40 1.2805 1.2150 0.0655 5.3% 0.0128 1.0% 35% False False 17,011
60 1.3094 1.2119 0.0975 7.9% 0.0131 1.1% 27% False False 11,470
80 1.3492 1.2119 0.1373 11.1% 0.0124 1.0% 19% False False 8,618
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 1.2705
2.618 1.2595
1.618 1.2528
1.000 1.2487
0.618 1.2461
HIGH 1.2420
0.618 1.2394
0.500 1.2387
0.382 1.2379
LOW 1.2353
0.618 1.2312
1.000 1.2286
1.618 1.2245
2.618 1.2178
4.250 1.2068
Fisher Pivots for day following 21-Dec-2016
Pivot 1 day 3 day
R1 1.2387 1.2435
PP 1.2384 1.2416
S1 1.2381 1.2397

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

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