CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 10-Jan-2017
Day Change Summary
Previous Current
09-Jan-2017 10-Jan-2017 Change Change % Previous Week
Open 1.2310 1.2218 -0.0092 -0.7% 1.2335
High 1.2318 1.2236 -0.0082 -0.7% 1.2479
Low 1.2174 1.2157 -0.0017 -0.1% 1.2248
Close 1.2210 1.2211 0.0001 0.0% 1.2325
Range 0.0144 0.0079 -0.0065 -45.1% 0.0231
ATR 0.0122 0.0119 -0.0003 -2.5% 0.0000
Volume 109 107 -2 -1.8% 480
Daily Pivots for day following 10-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.2438 1.2404 1.2254
R3 1.2359 1.2325 1.2233
R2 1.2280 1.2280 1.2225
R1 1.2246 1.2246 1.2218 1.2224
PP 1.2201 1.2201 1.2201 1.2190
S1 1.2167 1.2167 1.2204 1.2145
S2 1.2122 1.2122 1.2197
S3 1.2043 1.2088 1.2189
S4 1.1964 1.2009 1.2168
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 1.2157 0.0322 2.6% 0.0136 1.1% 17% False True 114
10 1.2479 1.2157 0.0322 2.6% 0.0112 0.9% 17% False True 128
20 1.2780 1.2157 0.0623 5.1% 0.0108 0.9% 9% False True 106
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0024
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2572
2.618 1.2443
1.618 1.2364
1.000 1.2315
0.618 1.2285
HIGH 1.2236
0.618 1.2206
0.500 1.2197
0.382 1.2187
LOW 1.2157
0.618 1.2108
1.000 1.2078
1.618 1.2029
2.618 1.1950
4.250 1.1821
Fisher Pivots for day following 10-Jan-2017
Pivot 1 day 3 day
R1 1.2206 1.2318
PP 1.2201 1.2282
S1 1.2197 1.2247

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

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