CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 16-Dec-2016
Day Change Summary
Previous Current
15-Dec-2016 16-Dec-2016 Change Change % Previous Week
Open 1.2580 1.2481 -0.0099 -0.8% 1.2744
High 1.2616 1.2563 -0.0053 -0.4% 1.2780
Low 1.2432 1.2444 0.0012 0.1% 1.2432
Close 1.2494 1.2529 0.0035 0.3% 1.2529
Range 0.0184 0.0119 -0.0065 -35.3% 0.0348
ATR 0.0129 0.0128 -0.0001 -0.5% 0.0000
Volume 287 117 -170 -59.2% 540
Daily Pivots for day following 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.2869 1.2818 1.2594
R3 1.2750 1.2699 1.2562
R2 1.2631 1.2631 1.2551
R1 1.2580 1.2580 1.2540 1.2606
PP 1.2512 1.2512 1.2512 1.2525
S1 1.2461 1.2461 1.2518 1.2487
S2 1.2393 1.2393 1.2507
S3 1.2274 1.2342 1.2496
S4 1.2155 1.2223 1.2464
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.3624 1.3425 1.2720
R3 1.3276 1.3077 1.2625
R2 1.2928 1.2928 1.2593
R1 1.2729 1.2729 1.2561 1.2655
PP 1.2580 1.2580 1.2580 1.2543
S1 1.2381 1.2381 1.2497 1.2307
S2 1.2232 1.2232 1.2465
S3 1.1884 1.2033 1.2433
S4 1.1536 1.1685 1.2338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2780 1.2432 0.0348 2.8% 0.0114 0.9% 28% False False 108
10 1.2831 1.2432 0.0399 3.2% 0.0108 0.9% 24% False False 59
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3069
2.618 1.2875
1.618 1.2756
1.000 1.2682
0.618 1.2637
HIGH 1.2563
0.618 1.2518
0.500 1.2504
0.382 1.2489
LOW 1.2444
0.618 1.2370
1.000 1.2325
1.618 1.2251
2.618 1.2132
4.250 1.1938
Fisher Pivots for day following 16-Dec-2016
Pivot 1 day 3 day
R1 1.2521 1.2605
PP 1.2512 1.2579
S1 1.2504 1.2554

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

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