CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 02-Mar-2017
Day Change Summary
Previous Current
01-Mar-2017 02-Mar-2017 Change Change % Previous Week
Open 1.2380 1.2304 -0.0076 -0.6% 1.2425
High 1.2408 1.2309 -0.0099 -0.8% 1.2574
Low 1.2282 1.2244 -0.0038 -0.3% 1.2406
Close 1.2284 1.2263 -0.0021 -0.2% 1.2461
Range 0.0126 0.0065 -0.0061 -48.4% 0.0168
ATR 0.0115 0.0112 -0.0004 -3.1% 0.0000
Volume 138,277 117,496 -20,781 -15.0% 470,847
Daily Pivots for day following 02-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.2467 1.2430 1.2299
R3 1.2402 1.2365 1.2281
R2 1.2337 1.2337 1.2275
R1 1.2300 1.2300 1.2269 1.2286
PP 1.2272 1.2272 1.2272 1.2265
S1 1.2235 1.2235 1.2257 1.2221
S2 1.2207 1.2207 1.2251
S3 1.2142 1.2170 1.2245
S4 1.2077 1.2105 1.2227
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 1.2244 0.0330 2.7% 0.0102 0.8% 6% False True 119,830
10 1.2574 1.2244 0.0330 2.7% 0.0102 0.8% 6% False True 114,443
20 1.2715 1.2244 0.0471 3.8% 0.0104 0.8% 4% False True 105,484
40 1.2715 1.2001 0.0714 5.8% 0.0130 1.1% 37% False False 114,398
60 1.2805 1.2001 0.0804 6.6% 0.0124 1.0% 33% False False 95,856
80 1.2805 1.2001 0.0804 6.6% 0.0127 1.0% 33% False False 72,255
100 1.2805 1.2001 0.0804 6.6% 0.0130 1.1% 33% False False 57,908
120 1.3390 1.2001 0.1389 11.3% 0.0126 1.0% 19% False False 48,280
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.2585
2.618 1.2479
1.618 1.2414
1.000 1.2374
0.618 1.2349
HIGH 1.2309
0.618 1.2284
0.500 1.2277
0.382 1.2269
LOW 1.2244
0.618 1.2204
1.000 1.2179
1.618 1.2139
2.618 1.2074
4.250 1.1968
Fisher Pivots for day following 02-Mar-2017
Pivot 1 day 3 day
R1 1.2277 1.2359
PP 1.2272 1.2327
S1 1.2268 1.2295

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

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