CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 13-Jan-2017
Day Change Summary
Previous Current
12-Jan-2017 13-Jan-2017 Change Change % Previous Week
Open 1.2243 1.2191 -0.0052 -0.4% 1.2310
High 1.2362 1.2278 -0.0084 -0.7% 1.2362
Low 1.2200 1.2169 -0.0031 -0.3% 1.2087
Close 1.2211 1.2232 0.0021 0.2% 1.2232
Range 0.0162 0.0109 -0.0053 -32.7% 0.0275
ATR 0.0129 0.0128 -0.0001 -1.1% 0.0000
Volume 242 239 -3 -1.2% 921
Daily Pivots for day following 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.2553 1.2502 1.2292
R3 1.2444 1.2393 1.2262
R2 1.2335 1.2335 1.2252
R1 1.2284 1.2284 1.2242 1.2310
PP 1.2226 1.2226 1.2226 1.2239
S1 1.2175 1.2175 1.2222 1.2201
S2 1.2117 1.2117 1.2212
S3 1.2008 1.2066 1.2202
S4 1.1899 1.1957 1.2172
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.3052 1.2917 1.2383
R3 1.2777 1.2642 1.2308
R2 1.2502 1.2502 1.2282
R1 1.2367 1.2367 1.2257 1.2297
PP 1.2227 1.2227 1.2227 1.2192
S1 1.2092 1.2092 1.2207 1.2022
S2 1.1952 1.1952 1.2182
S3 1.1677 1.1817 1.2156
S4 1.1402 1.1542 1.2081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2362 1.2087 0.0275 2.2% 0.0145 1.2% 53% False False 184
10 1.2479 1.2087 0.0392 3.2% 0.0143 1.2% 37% False False 165
20 1.2616 1.2087 0.0529 4.3% 0.0119 1.0% 27% False False 134
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 True
Bull Hook False
Stretch 0.0035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2741
2.618 1.2563
1.618 1.2454
1.000 1.2387
0.618 1.2345
HIGH 1.2278
0.618 1.2236
0.500 1.2224
0.382 1.2211
LOW 1.2169
0.618 1.2102
1.000 1.2060
1.618 1.1993
2.618 1.1884
4.250 1.1706
Fisher Pivots for day following 13-Jan-2017
Pivot 1 day 3 day
R1 1.2229 1.2230
PP 1.2226 1.2227
S1 1.2224 1.2225

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

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