CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 18-Jan-2017
Day Change Summary
Previous Current
17-Jan-2017 18-Jan-2017 Change Change % Previous Week
Open 1.2103 1.2452 0.0349 2.9% 1.2310
High 1.2461 1.2454 -0.0007 -0.1% 1.2362
Low 1.2035 1.2301 0.0266 2.2% 1.2087
Close 1.2443 1.2333 -0.0110 -0.9% 1.2232
Range 0.0426 0.0153 -0.0273 -64.1% 0.0275
ATR 0.0149 0.0149 0.0000 0.2% 0.0000
Volume 1,565 296 -1,269 -81.1% 921
Daily Pivots for day following 18-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.2822 1.2730 1.2417
R3 1.2669 1.2577 1.2375
R2 1.2516 1.2516 1.2361
R1 1.2424 1.2424 1.2347 1.2394
PP 1.2363 1.2363 1.2363 1.2347
S1 1.2271 1.2271 1.2319 1.2241
S2 1.2210 1.2210 1.2305
S3 1.2057 1.2118 1.2291
S4 1.1904 1.1965 1.2249
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 3.5% 0.0217 1.8% 70% False False 513
10 1.2479 1.2035 0.0444 3.6% 0.0176 1.4% 67% False False 314
20 1.2547 1.2035 0.0512 4.2% 0.0133 1.1% 58% False False 207
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3104
2.618 1.2855
1.618 1.2702
1.000 1.2607
0.618 1.2549
HIGH 1.2454
0.618 1.2396
0.500 1.2378
0.382 1.2359
LOW 1.2301
0.618 1.2206
1.000 1.2148
1.618 1.2053
2.618 1.1900
4.250 1.1651
Fisher Pivots for day following 18-Jan-2017
Pivot 1 day 3 day
R1 1.2378 1.2305
PP 1.2363 1.2276
S1 1.2348 1.2248

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

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