CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 13-Jan-2017
Day Change Summary
Previous Current
12-Jan-2017 13-Jan-2017 Change Change % Previous Week
Open 1.2216 1.2174 -0.0042 -0.3% 1.2272
High 1.2331 1.2248 -0.0083 -0.7% 1.2331
Low 1.2166 1.2135 -0.0031 -0.3% 1.2052
Close 1.2178 1.2200 0.0022 0.2% 1.2200
Range 0.0165 0.0113 -0.0052 -31.5% 0.0279
ATR 0.0134 0.0132 -0.0001 -1.1% 0.0000
Volume 122,493 108,994 -13,499 -11.0% 649,237
Daily Pivots for day following 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.2533 1.2480 1.2262
R3 1.2420 1.2367 1.2231
R2 1.2307 1.2307 1.2221
R1 1.2254 1.2254 1.2210 1.2281
PP 1.2194 1.2194 1.2194 1.2208
S1 1.2141 1.2141 1.2190 1.2168
S2 1.2081 1.2081 1.2179
S3 1.1968 1.2028 1.2169
S4 1.1855 1.1915 1.2138
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.3031 1.2895 1.2353
R3 1.2752 1.2616 1.2277
R2 1.2473 1.2473 1.2251
R1 1.2337 1.2337 1.2226 1.2266
PP 1.2194 1.2194 1.2194 1.2159
S1 1.2058 1.2058 1.2174 1.1987
S2 1.1915 1.1915 1.2149
S3 1.1636 1.1779 1.2123
S4 1.1357 1.1500 1.2047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2331 1.2052 0.0279 2.3% 0.0149 1.2% 53% False False 129,847
10 1.2450 1.2052 0.0398 3.3% 0.0147 1.2% 37% False False 122,434
20 1.2595 1.2052 0.0543 4.5% 0.0124 1.0% 27% False False 98,359
40 1.2805 1.2052 0.0753 6.2% 0.0126 1.0% 20% False False 54,863
60 1.2805 1.2052 0.0753 6.2% 0.0124 1.0% 20% False False 36,812
80 1.3165 1.2052 0.1113 9.1% 0.0128 1.0% 13% False False 27,686
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 0.0035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2728
2.618 1.2544
1.618 1.2431
1.000 1.2361
0.618 1.2318
HIGH 1.2248
0.618 1.2205
0.500 1.2192
0.382 1.2178
LOW 1.2135
0.618 1.2065
1.000 1.2022
1.618 1.1952
2.618 1.1839
4.250 1.1655
Fisher Pivots for day following 13-Jan-2017
Pivot 1 day 3 day
R1 1.2197 1.2197
PP 1.2194 1.2194
S1 1.2192 1.2192

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

View Archives - Comment on this page... - Back to Index of Symbols