CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 03-Jan-2017
Day Change Summary
Previous Current
30-Dec-2016 03-Jan-2017 Change Change % Previous Week
Open 1.2353 1.2335 -0.0018 -0.1% 1.2322
High 1.2436 1.2352 -0.0084 -0.7% 1.2436
Low 1.2296 1.2248 -0.0048 -0.4% 1.2258
Close 1.2388 1.2284 -0.0104 -0.8% 1.2388
Range 0.0140 0.0104 -0.0036 -25.7% 0.0178
ATR 0.0109 0.0111 0.0002 2.1% 0.0000
Volume 250 122 -128 -51.2% 585
Daily Pivots for day following 03-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.2607 1.2549 1.2341
R3 1.2503 1.2445 1.2313
R2 1.2399 1.2399 1.2303
R1 1.2341 1.2341 1.2294 1.2318
PP 1.2295 1.2295 1.2295 1.2283
S1 1.2237 1.2237 1.2274 1.2214
S2 1.2191 1.2191 1.2265
S3 1.2087 1.2133 1.2255
S4 1.1983 1.2029 1.2227
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 1.2248 0.0188 1.5% 0.0089 0.7% 19% False True 141
10 1.2547 1.2248 0.0299 2.4% 0.0090 0.7% 12% False True 100
20 1.2831 1.2248 0.0583 4.7% 0.0099 0.8% 6% False True 80
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2794
2.618 1.2624
1.618 1.2520
1.000 1.2456
0.618 1.2416
HIGH 1.2352
0.618 1.2312
0.500 1.2300
0.382 1.2288
LOW 1.2248
0.618 1.2184
1.000 1.2144
1.618 1.2080
2.618 1.1976
4.250 1.1806
Fisher Pivots for day following 03-Jan-2017
Pivot 1 day 3 day
R1 1.2300 1.2342
PP 1.2295 1.2323
S1 1.2289 1.2303

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

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