CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 24-Jan-2017
Day Change Summary
Previous Current
23-Jan-2017 24-Jan-2017 Change Change % Previous Week
Open 1.2392 1.2550 0.0158 1.3% 1.2064
High 1.2556 1.2556 0.0000 0.0% 1.2431
Low 1.2389 1.2431 0.0042 0.3% 1.2001
Close 1.2514 1.2515 0.0001 0.0% 1.2392
Range 0.0167 0.0125 -0.0042 -25.1% 0.0430
ATR 0.0149 0.0147 -0.0002 -1.2% 0.0000
Volume 106,169 111,884 5,715 5.4% 659,129
Daily Pivots for day following 24-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.2876 1.2820 1.2584
R3 1.2751 1.2695 1.2549
R2 1.2626 1.2626 1.2538
R1 1.2570 1.2570 1.2526 1.2536
PP 1.2501 1.2501 1.2501 1.2483
S1 1.2445 1.2445 1.2504 1.2411
S2 1.2376 1.2376 1.2492
S3 1.2251 1.2320 1.2481
S4 1.2126 1.2195 1.2446
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.3565 1.3408 1.2629
R3 1.3135 1.2978 1.2510
R2 1.2705 1.2705 1.2471
R1 1.2548 1.2548 1.2431 1.2627
PP 1.2275 1.2275 1.2275 1.2314
S1 1.2118 1.2118 1.2353 1.2197
S2 1.1845 1.1845 1.2313
S3 1.1415 1.1688 1.2274
S4 1.0985 1.1258 1.2156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2556 1.2263 0.0293 2.3% 0.0133 1.1% 86% True False 108,303
10 1.2556 1.2001 0.0555 4.4% 0.0170 1.4% 93% True False 139,499
20 1.2556 1.2001 0.0555 4.4% 0.0142 1.1% 93% True False 116,524
40 1.2805 1.2001 0.0804 6.4% 0.0134 1.1% 64% False False 76,665
60 1.2805 1.2001 0.0804 6.4% 0.0133 1.1% 64% False False 51,387
80 1.3094 1.2001 0.1093 8.7% 0.0134 1.1% 47% False False 38,646
100 1.3492 1.2001 0.1491 11.9% 0.0128 1.0% 34% False False 30,930
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 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3087
2.618 1.2883
1.618 1.2758
1.000 1.2681
0.618 1.2633
HIGH 1.2556
0.618 1.2508
0.500 1.2494
0.382 1.2479
LOW 1.2431
0.618 1.2354
1.000 1.2306
1.618 1.2229
2.618 1.2104
4.250 1.1900
Fisher Pivots for day following 24-Jan-2017
Pivot 1 day 3 day
R1 1.2508 1.2482
PP 1.2501 1.2448
S1 1.2494 1.2415

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

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