CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 27-Feb-2017
Day Change Summary
Previous Current
24-Feb-2017 27-Feb-2017 Change Change % Previous Week
Open 1.2553 1.2458 -0.0095 -0.8% 1.2425
High 1.2574 1.2481 -0.0093 -0.7% 1.2574
Low 1.2450 1.2384 -0.0066 -0.5% 1.2406
Close 1.2461 1.2446 -0.0015 -0.1% 1.2461
Range 0.0124 0.0097 -0.0027 -21.8% 0.0168
ATR 0.0117 0.0116 -0.0001 -1.2% 0.0000
Volume 121,331 106,596 -14,735 -12.1% 470,847
Daily Pivots for day following 27-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.2728 1.2684 1.2499
R3 1.2631 1.2587 1.2473
R2 1.2534 1.2534 1.2464
R1 1.2490 1.2490 1.2455 1.2464
PP 1.2437 1.2437 1.2437 1.2424
S1 1.2393 1.2393 1.2437 1.2367
S2 1.2340 1.2340 1.2428
S3 1.2243 1.2296 1.2419
S4 1.2146 1.2199 1.2393
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.2984 1.2891 1.2553
R3 1.2816 1.2723 1.2507
R2 1.2648 1.2648 1.2492
R1 1.2555 1.2555 1.2476 1.2602
PP 1.2480 1.2480 1.2480 1.2504
S1 1.2387 1.2387 1.2446 1.2434
S2 1.2312 1.2312 1.2430
S3 1.2144 1.2219 1.2415
S4 1.1976 1.2051 1.2369
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2574 1.2384 0.0190 1.5% 0.0107 0.9% 33% False True 115,488
10 1.2574 1.2384 0.0190 1.5% 0.0099 0.8% 33% False True 104,939
20 1.2715 1.2353 0.0362 2.9% 0.0112 0.9% 26% False False 102,281
40 1.2715 1.2001 0.0714 5.7% 0.0131 1.1% 62% False False 112,530
60 1.2805 1.2001 0.0804 6.5% 0.0127 1.0% 55% False False 89,877
80 1.2805 1.2001 0.0804 6.5% 0.0128 1.0% 55% False False 67,640
100 1.2901 1.2001 0.0900 7.2% 0.0130 1.0% 49% False False 54,207
120 1.3492 1.2001 0.1491 12.0% 0.0126 1.0% 30% False False 45,188
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2893
2.618 1.2735
1.618 1.2638
1.000 1.2578
0.618 1.2541
HIGH 1.2481
0.618 1.2444
0.500 1.2433
0.382 1.2421
LOW 1.2384
0.618 1.2324
1.000 1.2287
1.618 1.2227
2.618 1.2130
4.250 1.1972
Fisher Pivots for day following 27-Feb-2017
Pivot 1 day 3 day
R1 1.2442 1.2479
PP 1.2437 1.2468
S1 1.2433 1.2457

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

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