CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 23-Feb-2017
Day Change Summary
Previous Current
22-Feb-2017 23-Feb-2017 Change Change % Previous Week
Open 1.2481 1.2461 -0.0020 -0.2% 1.2497
High 1.2514 1.2565 0.0051 0.4% 1.2555
Low 1.2417 1.2431 0.0014 0.1% 1.2389
Close 1.2461 1.2545 0.0084 0.7% 1.2417
Range 0.0097 0.0134 0.0037 38.1% 0.0166
ATR 0.0115 0.0117 0.0001 1.2% 0.0000
Volume 109,626 117,078 7,452 6.8% 471,948
Daily Pivots for day following 23-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.2916 1.2864 1.2619
R3 1.2782 1.2730 1.2582
R2 1.2648 1.2648 1.2570
R1 1.2596 1.2596 1.2557 1.2622
PP 1.2514 1.2514 1.2514 1.2527
S1 1.2462 1.2462 1.2533 1.2488
S2 1.2380 1.2380 1.2520
S3 1.2246 1.2328 1.2508
S4 1.2112 1.2194 1.2471
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.2952 1.2850 1.2508
R3 1.2786 1.2684 1.2463
R2 1.2620 1.2620 1.2447
R1 1.2518 1.2518 1.2432 1.2486
PP 1.2454 1.2454 1.2454 1.2438
S1 1.2352 1.2352 1.2402 1.2320
S2 1.2288 1.2288 1.2387
S3 1.2122 1.2186 1.2371
S4 1.1956 1.2020 1.2326
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2565 1.2392 0.0173 1.4% 0.0101 0.8% 88% True False 109,056
10 1.2589 1.2389 0.0200 1.6% 0.0095 0.8% 78% False False 100,800
20 1.2715 1.2353 0.0362 2.9% 0.0112 0.9% 53% False False 99,647
40 1.2715 1.2001 0.0714 5.7% 0.0129 1.0% 76% False False 109,351
60 1.2805 1.2001 0.0804 6.4% 0.0128 1.0% 68% False False 86,119
80 1.2805 1.2001 0.0804 6.4% 0.0128 1.0% 68% False False 64,798
100 1.3065 1.2001 0.1064 8.5% 0.0130 1.0% 51% False False 51,933
120 1.3492 1.2001 0.1491 11.9% 0.0126 1.0% 36% False False 43,289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3135
2.618 1.2916
1.618 1.2782
1.000 1.2699
0.618 1.2648
HIGH 1.2565
0.618 1.2514
0.500 1.2498
0.382 1.2482
LOW 1.2431
0.618 1.2348
1.000 1.2297
1.618 1.2214
2.618 1.2080
4.250 1.1862
Fisher Pivots for day following 23-Feb-2017
Pivot 1 day 3 day
R1 1.2529 1.2525
PP 1.2514 1.2505
S1 1.2498 1.2486

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

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