CME British Pound Future June 2017

Trading Metrics calculated at close of trading on 20-Jan-2017

Day Change Summary
	Previous	Current
	19-Jan-2017	20-Jan-2017	Change	Change %	Previous Week
Open	1.2300	1.2398	0.0098	0.8%	1.2103
High	1.2390	1.2425	0.0035	0.3%	1.2461
Low	1.2299	1.2308	0.0009	0.1%	1.2035
Close	1.2382	1.2425	0.0043	0.3%	1.2425
Range	0.0091	0.0117	0.0026	28.6%	0.0426
ATR	0.0145	0.0143	-0.0002	-1.4%	0.0000
Volume	468	129	-339	-72.4%	2,458

Daily Pivots for day following 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2737	1.2698	1.2489
R3	1.2620	1.2581	1.2457
R2	1.2503	1.2503	1.2446
R1	1.2464	1.2464	1.2436	1.2484
PP	1.2386	1.2386	1.2386	1.2396
S1	1.2347	1.2347	1.2414	1.2367
S2	1.2269	1.2269	1.2404
S3	1.2152	1.2230	1.2393
S4	1.2035	1.2113	1.2361

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3585	1.3431	1.2659
R3	1.3159	1.3005	1.2542
R2	1.2733	1.2733	1.2503
R1	1.2579	1.2579	1.2464	1.2656
PP	1.2307	1.2307	1.2307	1.2346
S1	1.2153	1.2153	1.2386	1.2230
S2	1.1881	1.1881	1.2347
S3	1.1455	1.1727	1.2308
S4	1.1029	1.1301	1.2191

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%	0.0179	1.4%	92%	False	False	539
10	1.2478	1.2035	0.0443	3.6%	0.0168	1.4%	88%	False	False	348
20	1.2479	1.2035	0.0444	3.6%	0.0132	1.1%	88%	False	False	229

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2922
2.618	1.2731
1.618	1.2614
1.000	1.2542
0.618	1.2497
HIGH	1.2425
0.618	1.2380
0.500	1.2367
0.382	1.2353
LOW	1.2308
0.618	1.2236
1.000	1.2191
1.618	1.2119
2.618	1.2002
4.250	1.1811

Fisher Pivots for day following 20-Jan-2017
Pivot	1 day	3 day
R1	1.2406	1.2409
PP	1.2386	1.2393
S1	1.2367	1.2377

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