CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 23-Jan-2017
Day Change Summary
Previous Current
20-Jan-2017 23-Jan-2017 Change Change % Previous Week
Open 1.2398 1.2425 0.0027 0.2% 1.2103
High 1.2425 1.2583 0.0158 1.3% 1.2461
Low 1.2308 1.2425 0.0117 1.0% 1.2035
Close 1.2425 1.2547 0.0122 1.0% 1.2425
Range 0.0117 0.0158 0.0041 35.0% 0.0426
ATR 0.0143 0.0144 0.0001 0.7% 0.0000
Volume 129 134 5 3.9% 2,458
Daily Pivots for day following 23-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.2992 1.2928 1.2634
R3 1.2834 1.2770 1.2590
R2 1.2676 1.2676 1.2576
R1 1.2612 1.2612 1.2561 1.2644
PP 1.2518 1.2518 1.2518 1.2535
S1 1.2454 1.2454 1.2533 1.2486
S2 1.2360 1.2360 1.2518
S3 1.2202 1.2296 1.2504
S4 1.2044 1.2138 1.2460
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 1.2583 1.2035 0.0548 4.4% 0.0189 1.5% 93% True False 518
10 1.2583 1.2035 0.0548 4.4% 0.0167 1.3% 93% True False 351
20 1.2583 1.2035 0.0548 4.4% 0.0137 1.1% 93% True False 231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3255
2.618 1.2997
1.618 1.2839
1.000 1.2741
0.618 1.2681
HIGH 1.2583
0.618 1.2523
0.500 1.2504
0.382 1.2485
LOW 1.2425
0.618 1.2327
1.000 1.2267
1.618 1.2169
2.618 1.2011
4.250 1.1754
Fisher Pivots for day following 23-Jan-2017
Pivot 1 day 3 day
R1 1.2533 1.2512
PP 1.2518 1.2476
S1 1.2504 1.2441

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

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