CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 04-Jan-2017
Day Change Summary
Previous Current
03-Jan-2017 04-Jan-2017 Change Change % Previous Week
Open 1.2299 1.2255 -0.0044 -0.4% 1.2301
High 1.2325 1.2371 0.0046 0.4% 1.2409
Low 1.2217 1.2238 0.0021 0.2% 1.2227
Close 1.2254 1.2333 0.0079 0.6% 1.2358
Range 0.0108 0.0133 0.0025 23.1% 0.0182
ATR 0.0117 0.0118 0.0001 1.0% 0.0000
Volume 122,364 91,122 -31,242 -25.5% 274,935
Daily Pivots for day following 04-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.2713 1.2656 1.2406
R3 1.2580 1.2523 1.2370
R2 1.2447 1.2447 1.2357
R1 1.2390 1.2390 1.2345 1.2419
PP 1.2314 1.2314 1.2314 1.2328
S1 1.2257 1.2257 1.2321 1.2286
S2 1.2181 1.2181 1.2309
S3 1.2048 1.2124 1.2296
S4 1.1915 1.1991 1.2260
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.2877 1.2800 1.2458
R3 1.2695 1.2618 1.2408
R2 1.2513 1.2513 1.2391
R1 1.2436 1.2436 1.2375 1.2475
PP 1.2331 1.2331 1.2331 1.2351
S1 1.2254 1.2254 1.2341 1.2293
S2 1.2149 1.2149 1.2325
S3 1.1967 1.2072 1.2308
S4 1.1785 1.1890 1.2258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2409 1.2217 0.0192 1.6% 0.0109 0.9% 60% False False 91,372
10 1.2437 1.2217 0.0220 1.8% 0.0093 0.8% 53% False False 76,713
20 1.2805 1.2217 0.0588 4.8% 0.0113 0.9% 20% False False 63,078
40 1.2805 1.2217 0.0588 4.8% 0.0124 1.0% 20% False False 32,374
60 1.2805 1.2119 0.0686 5.6% 0.0122 1.0% 31% False False 21,757
80 1.3390 1.2119 0.1271 10.3% 0.0124 1.0% 17% False False 16,360
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 True
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2936
2.618 1.2719
1.618 1.2586
1.000 1.2504
0.618 1.2453
HIGH 1.2371
0.618 1.2320
0.500 1.2305
0.382 1.2289
LOW 1.2238
0.618 1.2156
1.000 1.2105
1.618 1.2023
2.618 1.1890
4.250 1.1673
Fisher Pivots for day following 04-Jan-2017
Pivot 1 day 3 day
R1 1.2324 1.2326
PP 1.2314 1.2320
S1 1.2305 1.2313

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

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