CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 20-Dec-2016
Day Change Summary
Previous Current
19-Dec-2016 20-Dec-2016 Change Change % Previous Week
Open 1.2507 1.2443 -0.0064 -0.5% 1.2744
High 1.2547 1.2464 -0.0083 -0.7% 1.2780
Low 1.2412 1.2371 -0.0041 -0.3% 1.2432
Close 1.2456 1.2424 -0.0032 -0.3% 1.2529
Range 0.0135 0.0093 -0.0042 -31.1% 0.0348
ATR 0.0128 0.0126 -0.0003 -2.0% 0.0000
Volume 121 43 -78 -64.5% 540
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.2699 1.2654 1.2475
R3 1.2606 1.2561 1.2450
R2 1.2513 1.2513 1.2441
R1 1.2468 1.2468 1.2433 1.2444
PP 1.2420 1.2420 1.2420 1.2408
S1 1.2375 1.2375 1.2415 1.2351
S2 1.2327 1.2327 1.2407
S3 1.2234 1.2282 1.2398
S4 1.2141 1.2189 1.2373
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 1.2777 1.2371 0.0406 3.3% 0.0143 1.2% 13% False True 123
10 1.2780 1.2371 0.0409 3.3% 0.0110 0.9% 13% False True 73
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2859
2.618 1.2707
1.618 1.2614
1.000 1.2557
0.618 1.2521
HIGH 1.2464
0.618 1.2428
0.500 1.2418
0.382 1.2407
LOW 1.2371
0.618 1.2314
1.000 1.2278
1.618 1.2221
2.618 1.2128
4.250 1.1976
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 1.2422 1.2467
PP 1.2420 1.2453
S1 1.2418 1.2438

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

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