CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 22-Dec-2016
Day Change Summary
Previous Current
21-Dec-2016 22-Dec-2016 Change Change % Previous Week
Open 1.2430 1.2430 0.0000 0.0% 1.2744
High 1.2446 1.2433 -0.0013 -0.1% 1.2780
Low 1.2383 1.2335 -0.0048 -0.4% 1.2432
Close 1.2407 1.2341 -0.0066 -0.5% 1.2529
Range 0.0063 0.0098 0.0035 55.6% 0.0348
ATR 0.0121 0.0120 -0.0002 -1.4% 0.0000
Volume 84 35 -49 -58.3% 540
Daily Pivots for day following 22-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.2664 1.2600 1.2395
R3 1.2566 1.2502 1.2368
R2 1.2468 1.2468 1.2359
R1 1.2404 1.2404 1.2350 1.2387
PP 1.2370 1.2370 1.2370 1.2361
S1 1.2306 1.2306 1.2332 1.2289
S2 1.2272 1.2272 1.2323
S3 1.2174 1.2208 1.2314
S4 1.2076 1.2110 1.2287
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 1.2563 1.2335 0.0228 1.8% 0.0102 0.8% 3% False True 80
10 1.2780 1.2335 0.0445 3.6% 0.0102 0.8% 1% False True 82
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 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2850
2.618 1.2690
1.618 1.2592
1.000 1.2531
0.618 1.2494
HIGH 1.2433
0.618 1.2396
0.500 1.2384
0.382 1.2372
LOW 1.2335
0.618 1.2274
1.000 1.2237
1.618 1.2176
2.618 1.2078
4.250 1.1919
Fisher Pivots for day following 22-Dec-2016
Pivot 1 day 3 day
R1 1.2384 1.2400
PP 1.2370 1.2380
S1 1.2355 1.2361

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

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