CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 19-Dec-2016
Day Change Summary
Previous Current
16-Dec-2016 19-Dec-2016 Change Change % Previous Week
Open 1.2481 1.2507 0.0026 0.2% 1.2744
High 1.2563 1.2547 -0.0016 -0.1% 1.2780
Low 1.2444 1.2412 -0.0032 -0.3% 1.2432
Close 1.2529 1.2456 -0.0073 -0.6% 1.2529
Range 0.0119 0.0135 0.0016 13.4% 0.0348
ATR 0.0128 0.0128 0.0001 0.4% 0.0000
Volume 117 121 4 3.4% 540
Daily Pivots for day following 19-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.2877 1.2801 1.2530
R3 1.2742 1.2666 1.2493
R2 1.2607 1.2607 1.2481
R1 1.2531 1.2531 1.2468 1.2502
PP 1.2472 1.2472 1.2472 1.2457
S1 1.2396 1.2396 1.2444 1.2367
S2 1.2337 1.2337 1.2431
S3 1.2202 1.2261 1.2419
S4 1.2067 1.2126 1.2382
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 1.2412 0.0368 3.0% 0.0137 1.1% 12% False True 129
10 1.2831 1.2412 0.0419 3.4% 0.0112 0.9% 11% False True 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3121
2.618 1.2900
1.618 1.2765
1.000 1.2682
0.618 1.2630
HIGH 1.2547
0.618 1.2495
0.500 1.2480
0.382 1.2464
LOW 1.2412
0.618 1.2329
1.000 1.2277
1.618 1.2194
2.618 1.2059
4.250 1.1838
Fisher Pivots for day following 19-Dec-2016
Pivot 1 day 3 day
R1 1.2480 1.2514
PP 1.2472 1.2495
S1 1.2464 1.2475

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

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