CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 17-Jan-2017

Day Change Summary
	Previous	Current
	13-Jan-2017	17-Jan-2017	Change	Change %	Previous Week
Open	1.2191	1.2103	-0.0088	-0.7%	1.2310
High	1.2278	1.2461	0.0183	1.5%	1.2362
Low	1.2169	1.2035	-0.0134	-1.1%	1.2087
Close	1.2232	1.2443	0.0211	1.7%	1.2232
Range	0.0109	0.0426	0.0317	290.8%	0.0275
ATR	0.0128	0.0149	0.0021	16.7%	0.0000
Volume	239	1,565	1,326	554.8%	921

Daily Pivots for day following 17-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3591	1.3443	1.2677
R3	1.3165	1.3017	1.2560
R2	1.2739	1.2739	1.2521
R1	1.2591	1.2591	1.2482	1.2665
PP	1.2313	1.2313	1.2313	1.2350
S1	1.2165	1.2165	1.2404	1.2239
S2	1.1887	1.1887	1.2365
S3	1.1461	1.1739	1.2326
S4	1.1035	1.1313	1.2209

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	1.2461	1.2035	0.0426	3.4%	0.0202	1.6%	96%	True	True	475
10	1.2479	1.2035	0.0444	3.6%	0.0171	1.4%	92%	False	True	296
20	1.2563	1.2035	0.0528	4.2%	0.0132	1.1%	77%	False	True	198

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0036
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	1.4272
2.618	1.3576
1.618	1.3150
1.000	1.2887
0.618	1.2724
HIGH	1.2461
0.618	1.2298
0.500	1.2248
0.382	1.2198
LOW	1.2035
0.618	1.1772
1.000	1.1609
1.618	1.1346
2.618	1.0920
4.250	1.0225

Fisher Pivots for day following 17-Jan-2017
Pivot	1 day	3 day
R1	1.2378	1.2378
PP	1.2313	1.2313
S1	1.2248	1.2248

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols