CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 30-Dec-2016
Day Change Summary
Previous Current
29-Dec-2016 30-Dec-2016 Change Change % Previous Week
Open 1.2278 1.2353 0.0075 0.6% 1.2322
High 1.2321 1.2436 0.0115 0.9% 1.2436
Low 1.2259 1.2296 0.0037 0.3% 1.2258
Close 1.2304 1.2388 0.0084 0.7% 1.2388
Range 0.0062 0.0140 0.0078 125.8% 0.0178
ATR 0.0106 0.0109 0.0002 2.3% 0.0000
Volume 321 250 -71 -22.1% 585
Daily Pivots for day following 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.2793 1.2731 1.2465
R3 1.2653 1.2591 1.2427
R2 1.2513 1.2513 1.2414
R1 1.2451 1.2451 1.2401 1.2482
PP 1.2373 1.2373 1.2373 1.2389
S1 1.2311 1.2311 1.2375 1.2342
S2 1.2233 1.2233 1.2362
S3 1.2093 1.2171 1.2350
S4 1.1953 1.2031 1.2311
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.2895 1.2819 1.2486
R3 1.2717 1.2641 1.2437
R2 1.2539 1.2539 1.2421
R1 1.2463 1.2463 1.2404 1.2501
PP 1.2361 1.2361 1.2361 1.2380
S1 1.2285 1.2285 1.2372 1.2323
S2 1.2183 1.2183 1.2355
S3 1.2005 1.2107 1.2339
S4 1.1827 1.1929 1.2290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2436 1.2258 0.0178 1.4% 0.0082 0.7% 73% True False 120
10 1.2563 1.2258 0.0305 2.5% 0.0092 0.7% 43% False False 100
20 1.2831 1.2258 0.0573 4.6% 0.0102 0.8% 23% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3031
2.618 1.2803
1.618 1.2663
1.000 1.2576
0.618 1.2523
HIGH 1.2436
0.618 1.2383
0.500 1.2366
0.382 1.2349
LOW 1.2296
0.618 1.2209
1.000 1.2156
1.618 1.2069
2.618 1.1929
4.250 1.1701
Fisher Pivots for day following 30-Dec-2016
Pivot 1 day 3 day
R1 1.2381 1.2374
PP 1.2373 1.2361
S1 1.2366 1.2347

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

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