CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 25-Jan-2017
Day Change Summary
Previous Current
24-Jan-2017 25-Jan-2017 Change Change % Previous Week
Open 1.2576 1.2572 -0.0004 0.0% 1.2103
High 1.2587 1.2682 0.0095 0.8% 1.2461
Low 1.2464 1.2537 0.0073 0.6% 1.2035
Close 1.2547 1.2671 0.0124 1.0% 1.2425
Range 0.0123 0.0145 0.0022 17.9% 0.0426
ATR 0.0143 0.0143 0.0000 0.1% 0.0000
Volume 223 628 405 181.6% 2,458
Daily Pivots for day following 25-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.3065 1.3013 1.2751
R3 1.2920 1.2868 1.2711
R2 1.2775 1.2775 1.2698
R1 1.2723 1.2723 1.2684 1.2749
PP 1.2630 1.2630 1.2630 1.2643
S1 1.2578 1.2578 1.2658 1.2604
S2 1.2485 1.2485 1.2644
S3 1.2340 1.2433 1.2631
S4 1.2195 1.2288 1.2591
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 1.2682 1.2299 0.0383 3.0% 0.0127 1.0% 97% True False 316
10 1.2682 1.2035 0.0647 5.1% 0.0172 1.4% 98% True False 414
20 1.2682 1.2035 0.0647 5.1% 0.0142 1.1% 98% True False 271
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 1.3298
2.618 1.3062
1.618 1.2917
1.000 1.2827
0.618 1.2772
HIGH 1.2682
0.618 1.2627
0.500 1.2610
0.382 1.2592
LOW 1.2537
0.618 1.2447
1.000 1.2392
1.618 1.2302
2.618 1.2157
4.250 1.1921
Fisher Pivots for day following 25-Jan-2017
Pivot 1 day 3 day
R1 1.2651 1.2632
PP 1.2630 1.2593
S1 1.2610 1.2554

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

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