CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 23-Dec-2016
Day Change Summary
Previous Current
22-Dec-2016 23-Dec-2016 Change Change % Previous Week
Open 1.2430 1.2344 -0.0086 -0.7% 1.2507
High 1.2433 1.2354 -0.0079 -0.6% 1.2547
Low 1.2335 1.2286 -0.0049 -0.4% 1.2286
Close 1.2341 1.2328 -0.0013 -0.1% 1.2328
Range 0.0098 0.0068 -0.0030 -30.6% 0.0261
ATR 0.0120 0.0116 -0.0004 -3.1% 0.0000
Volume 35 17 -18 -51.4% 300
Daily Pivots for day following 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.2527 1.2495 1.2365
R3 1.2459 1.2427 1.2347
R2 1.2391 1.2391 1.2340
R1 1.2359 1.2359 1.2334 1.2341
PP 1.2323 1.2323 1.2323 1.2314
S1 1.2291 1.2291 1.2322 1.2273
S2 1.2255 1.2255 1.2316
S3 1.2187 1.2223 1.2309
S4 1.2119 1.2155 1.2291
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.3170 1.3010 1.2472
R3 1.2909 1.2749 1.2400
R2 1.2648 1.2648 1.2376
R1 1.2488 1.2488 1.2352 1.2438
PP 1.2387 1.2387 1.2387 1.2362
S1 1.2227 1.2227 1.2304 1.2177
S2 1.2126 1.2126 1.2280
S3 1.1865 1.1966 1.2256
S4 1.1604 1.1705 1.2184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2547 1.2286 0.0261 2.1% 0.0091 0.7% 16% False True 60
10 1.2780 1.2286 0.0494 4.0% 0.0103 0.8% 9% False True 84
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2643
2.618 1.2532
1.618 1.2464
1.000 1.2422
0.618 1.2396
HIGH 1.2354
0.618 1.2328
0.500 1.2320
0.382 1.2312
LOW 1.2286
0.618 1.2244
1.000 1.2218
1.618 1.2176
2.618 1.2108
4.250 1.1997
Fisher Pivots for day following 23-Dec-2016
Pivot 1 day 3 day
R1 1.2325 1.2366
PP 1.2323 1.2353
S1 1.2320 1.2341

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

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