CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 27-Jan-2017
Day Change Summary
Previous Current
26-Jan-2017 27-Jan-2017 Change Change % Previous Week
Open 1.2690 1.2631 -0.0059 -0.5% 1.2425
High 1.2718 1.2648 -0.0070 -0.6% 1.2718
Low 1.2602 1.2560 -0.0042 -0.3% 1.2425
Close 1.2653 1.2601 -0.0052 -0.4% 1.2601
Range 0.0116 0.0088 -0.0028 -24.1% 0.0293
ATR 0.0141 0.0138 -0.0003 -2.4% 0.0000
Volume 309 266 -43 -13.9% 1,560
Daily Pivots for day following 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.2867 1.2822 1.2649
R3 1.2779 1.2734 1.2625
R2 1.2691 1.2691 1.2617
R1 1.2646 1.2646 1.2609 1.2625
PP 1.2603 1.2603 1.2603 1.2592
S1 1.2558 1.2558 1.2593 1.2537
S2 1.2515 1.2515 1.2585
S3 1.2427 1.2470 1.2577
S4 1.2339 1.2382 1.2553
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.3460 1.3324 1.2762
R3 1.3167 1.3031 1.2682
R2 1.2874 1.2874 1.2655
R1 1.2738 1.2738 1.2628 1.2806
PP 1.2581 1.2581 1.2581 1.2616
S1 1.2445 1.2445 1.2574 1.2513
S2 1.2288 1.2288 1.2547
S3 1.1995 1.2152 1.2520
S4 1.1702 1.1859 1.2440
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2718 1.2425 0.0293 2.3% 0.0126 1.0% 60% False False 312
10 1.2718 1.2035 0.0683 5.4% 0.0153 1.2% 83% False False 425
20 1.2718 1.2035 0.0683 5.4% 0.0145 1.2% 83% False False 299
40 1.2831 1.2035 0.0796 6.3% 0.0125 1.0% 71% False False 174
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0021
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.3022
2.618 1.2878
1.618 1.2790
1.000 1.2736
0.618 1.2702
HIGH 1.2648
0.618 1.2614
0.500 1.2604
0.382 1.2594
LOW 1.2560
0.618 1.2506
1.000 1.2472
1.618 1.2418
2.618 1.2330
4.250 1.2186
Fisher Pivots for day following 27-Jan-2017
Pivot 1 day 3 day
R1 1.2604 1.2628
PP 1.2603 1.2619
S1 1.2602 1.2610

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

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