CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 06-Jan-2017
Day Change Summary
Previous Current
05-Jan-2017 06-Jan-2017 Change Change % Previous Week
Open 1.2386 1.2461 0.0075 0.6% 1.2335
High 1.2479 1.2478 -0.0001 0.0% 1.2479
Low 1.2319 1.2310 -0.0009 -0.1% 1.2248
Close 1.2458 1.2325 -0.0133 -1.1% 1.2325
Range 0.0160 0.0168 0.0008 5.0% 0.0231
ATR 0.0116 0.0119 0.0004 3.2% 0.0000
Volume 86 108 22 25.6% 480
Daily Pivots for day following 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.2875 1.2768 1.2417
R3 1.2707 1.2600 1.2371
R2 1.2539 1.2539 1.2356
R1 1.2432 1.2432 1.2340 1.2402
PP 1.2371 1.2371 1.2371 1.2356
S1 1.2264 1.2264 1.2310 1.2234
S2 1.2203 1.2203 1.2294
S3 1.2035 1.2096 1.2279
S4 1.1867 1.1928 1.2233
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.3044 1.2915 1.2452
R3 1.2813 1.2684 1.2389
R2 1.2582 1.2582 1.2367
R1 1.2453 1.2453 1.2346 1.2402
PP 1.2351 1.2351 1.2351 1.2325
S1 1.2222 1.2222 1.2304 1.2171
S2 1.2120 1.2120 1.2283
S3 1.1889 1.1991 1.2261
S4 1.1658 1.1760 1.2198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2479 1.2248 0.0231 1.9% 0.0140 1.1% 33% False False 146
10 1.2479 1.2248 0.0231 1.9% 0.0107 0.9% 33% False False 111
20 1.2780 1.2248 0.0532 4.3% 0.0107 0.9% 14% False False 95
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 14 trading days
Fibonacci Retracements and Extensions
4.250 1.3192
2.618 1.2918
1.618 1.2750
1.000 1.2646
0.618 1.2582
HIGH 1.2478
0.618 1.2414
0.500 1.2394
0.382 1.2374
LOW 1.2310
0.618 1.2206
1.000 1.2142
1.618 1.2038
2.618 1.1870
4.250 1.1596
Fisher Pivots for day following 06-Jan-2017
Pivot 1 day 3 day
R1 1.2394 1.2375
PP 1.2371 1.2358
S1 1.2348 1.2342

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

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