CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 14-Dec-2016
Day Change Summary
Previous Current
13-Dec-2016 14-Dec-2016 Change Change % Previous Week
Open 1.2725 1.2770 0.0045 0.4% 1.2760
High 1.2780 1.2777 -0.0003 0.0% 1.2831
Low 1.2715 1.2593 -0.0122 -1.0% 1.2611
Close 1.2722 1.2657 -0.0065 -0.5% 1.2626
Range 0.0065 0.0184 0.0119 183.1% 0.0220
ATR
Volume 72 50 -22 -30.6% 57
Daily Pivots for day following 14-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.3228 1.3126 1.2758
R3 1.3044 1.2942 1.2708
R2 1.2860 1.2860 1.2691
R1 1.2758 1.2758 1.2674 1.2717
PP 1.2676 1.2676 1.2676 1.2655
S1 1.2574 1.2574 1.2640 1.2533
S2 1.2492 1.2492 1.2623
S3 1.2308 1.2390 1.2606
S4 1.2124 1.2206 1.2556
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.3349 1.3208 1.2747
R3 1.3129 1.2988 1.2687
R2 1.2909 1.2909 1.2666
R1 1.2768 1.2768 1.2646 1.2729
PP 1.2689 1.2689 1.2689 1.2670
S1 1.2548 1.2548 1.2606 1.2509
S2 1.2469 1.2469 1.2586
S3 1.2249 1.2328 1.2566
S4 1.2029 1.2108 1.2505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2780 1.2593 0.0187 1.5% 0.0095 0.8% 34% False True 29
10 1.2831 1.2580 0.0251 2.0% 0.0111 0.9% 31% False False 27
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 0.0017
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3559
2.618 1.3259
1.618 1.3075
1.000 1.2961
0.618 1.2891
HIGH 1.2777
0.618 1.2707
0.500 1.2685
0.382 1.2663
LOW 1.2593
0.618 1.2479
1.000 1.2409
1.618 1.2295
2.618 1.2111
4.250 1.1811
Fisher Pivots for day following 14-Dec-2016
Pivot 1 day 3 day
R1 1.2685 1.2687
PP 1.2676 1.2677
S1 1.2666 1.2667

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

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