CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 21-Dec-2016
Day Change Summary
Previous Current
20-Dec-2016 21-Dec-2016 Change Change % Previous Week
Open 1.2443 1.2430 -0.0013 -0.1% 1.2744
High 1.2464 1.2446 -0.0018 -0.1% 1.2780
Low 1.2371 1.2383 0.0012 0.1% 1.2432
Close 1.2424 1.2407 -0.0017 -0.1% 1.2529
Range 0.0093 0.0063 -0.0030 -32.3% 0.0348
ATR 0.0126 0.0121 -0.0004 -3.6% 0.0000
Volume 43 84 41 95.3% 540
Daily Pivots for day following 21-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.2601 1.2567 1.2442
R3 1.2538 1.2504 1.2424
R2 1.2475 1.2475 1.2419
R1 1.2441 1.2441 1.2413 1.2427
PP 1.2412 1.2412 1.2412 1.2405
S1 1.2378 1.2378 1.2401 1.2364
S2 1.2349 1.2349 1.2395
S3 1.2286 1.2315 1.2390
S4 1.2223 1.2252 1.2372
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 1.2616 1.2371 0.0245 2.0% 0.0119 1.0% 15% False False 130
10 1.2780 1.2371 0.0409 3.3% 0.0107 0.9% 9% False False 79
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2714
2.618 1.2611
1.618 1.2548
1.000 1.2509
0.618 1.2485
HIGH 1.2446
0.618 1.2422
0.500 1.2415
0.382 1.2407
LOW 1.2383
0.618 1.2344
1.000 1.2320
1.618 1.2281
2.618 1.2218
4.250 1.2115
Fisher Pivots for day following 21-Dec-2016
Pivot 1 day 3 day
R1 1.2415 1.2459
PP 1.2412 1.2442
S1 1.2410 1.2424

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

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