CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 08-Mar-2017
Day Change Summary
Previous Current
07-Mar-2017 08-Mar-2017 Change Change % Previous Week
Open 1.2240 1.2202 -0.0038 -0.3% 1.2458
High 1.2255 1.2215 -0.0040 -0.3% 1.2481
Low 1.2171 1.2140 -0.0031 -0.3% 1.2215
Close 1.2202 1.2170 -0.0032 -0.3% 1.2281
Range 0.0084 0.0075 -0.0009 -10.7% 0.0266
ATR 0.0106 0.0104 -0.0002 -2.1% 0.0000
Volume 106,755 179,916 73,161 68.5% 586,879
Daily Pivots for day following 08-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.2400 1.2360 1.2211
R3 1.2325 1.2285 1.2191
R2 1.2250 1.2250 1.2184
R1 1.2210 1.2210 1.2177 1.2193
PP 1.2175 1.2175 1.2175 1.2166
S1 1.2135 1.2135 1.2163 1.2118
S2 1.2100 1.2100 1.2156
S3 1.2025 1.2060 1.2149
S4 1.1950 1.1985 1.2129
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.3124 1.2968 1.2427
R3 1.2858 1.2702 1.2354
R2 1.2592 1.2592 1.2330
R1 1.2436 1.2436 1.2305 1.2381
PP 1.2326 1.2326 1.2326 1.2298
S1 1.2170 1.2170 1.2257 1.2115
S2 1.2060 1.2060 1.2232
S3 1.1794 1.1904 1.2208
S4 1.1528 1.1638 1.2135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2309 1.2140 0.0169 1.4% 0.0079 0.7% 18% False True 126,375
10 1.2574 1.2140 0.0434 3.6% 0.0097 0.8% 7% False True 123,061
20 1.2589 1.2140 0.0449 3.7% 0.0093 0.8% 7% False True 110,043
40 1.2715 1.2001 0.0714 5.9% 0.0123 1.0% 24% False False 115,254
60 1.2760 1.2001 0.0759 6.2% 0.0121 1.0% 22% False False 104,020
80 1.2805 1.2001 0.0804 6.6% 0.0125 1.0% 21% False False 78,656
100 1.2805 1.2001 0.0804 6.6% 0.0122 1.0% 21% False False 63,030
120 1.3314 1.2001 0.1313 10.8% 0.0125 1.0% 13% False False 52,566
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2534
2.618 1.2411
1.618 1.2336
1.000 1.2290
0.618 1.2261
HIGH 1.2215
0.618 1.2186
0.500 1.2178
0.382 1.2169
LOW 1.2140
0.618 1.2094
1.000 1.2065
1.618 1.2019
2.618 1.1944
4.250 1.1821
Fisher Pivots for day following 08-Mar-2017
Pivot 1 day 3 day
R1 1.2178 1.2222
PP 1.2175 1.2204
S1 1.2173 1.2187

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

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