CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 13-Feb-2017
Day Change Summary
Previous Current
10-Feb-2017 13-Feb-2017 Change Change % Previous Week
Open 1.2502 1.2497 -0.0005 0.0% 1.2481
High 1.2528 1.2546 0.0018 0.1% 1.2589
Low 1.2445 1.2486 0.0041 0.3% 1.2353
Close 1.2489 1.2533 0.0044 0.4% 1.2489
Range 0.0083 0.0060 -0.0023 -27.7% 0.0236
ATR 0.0131 0.0125 -0.0005 -3.9% 0.0000
Volume 93,293 69,954 -23,339 -25.0% 462,904
Daily Pivots for day following 13-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.2702 1.2677 1.2566
R3 1.2642 1.2617 1.2550
R2 1.2582 1.2582 1.2544
R1 1.2557 1.2557 1.2539 1.2570
PP 1.2522 1.2522 1.2522 1.2528
S1 1.2497 1.2497 1.2528 1.2510
S2 1.2462 1.2462 1.2522
S3 1.2402 1.2437 1.2517
S4 1.2342 1.2377 1.2500
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.3185 1.3073 1.2619
R3 1.2949 1.2837 1.2554
R2 1.2713 1.2713 1.2532
R1 1.2601 1.2601 1.2511 1.2657
PP 1.2477 1.2477 1.2477 1.2505
S1 1.2365 1.2365 1.2467 1.2421
S2 1.2241 1.2241 1.2446
S3 1.2005 1.2129 1.2424
S4 1.1769 1.1893 1.2359
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2589 1.2353 0.0236 1.9% 0.0102 0.8% 76% False False 93,687
10 1.2715 1.2353 0.0362 2.9% 0.0118 0.9% 50% False False 98,317
20 1.2715 1.2001 0.0714 5.7% 0.0139 1.1% 75% False False 111,366
40 1.2715 1.2001 0.0714 5.7% 0.0131 1.0% 75% False False 104,863
60 1.2805 1.2001 0.0804 6.4% 0.0130 1.0% 66% False False 73,697
80 1.2805 1.2001 0.0804 6.4% 0.0127 1.0% 66% False False 55,451
100 1.3165 1.2001 0.1164 9.3% 0.0130 1.0% 46% False False 44,422
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0040
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.2801
2.618 1.2703
1.618 1.2643
1.000 1.2606
0.618 1.2583
HIGH 1.2546
0.618 1.2523
0.500 1.2516
0.382 1.2509
LOW 1.2486
0.618 1.2449
1.000 1.2426
1.618 1.2389
2.618 1.2329
4.250 1.2231
Fisher Pivots for day following 13-Feb-2017
Pivot 1 day 3 day
R1 1.2527 1.2528
PP 1.2522 1.2522
S1 1.2516 1.2517

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

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