CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 30-Jan-2017
Day Change Summary
Previous Current
27-Jan-2017 30-Jan-2017 Change Change % Previous Week
Open 1.2631 1.2612 -0.0019 -0.2% 1.2425
High 1.2648 1.2641 -0.0007 -0.1% 1.2718
Low 1.2560 1.2508 -0.0052 -0.4% 1.2425
Close 1.2601 1.2526 -0.0075 -0.6% 1.2601
Range 0.0088 0.0133 0.0045 51.1% 0.0293
ATR 0.0138 0.0137 0.0000 -0.2% 0.0000
Volume 266 175 -91 -34.2% 1,560
Daily Pivots for day following 30-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.2957 1.2875 1.2599
R3 1.2824 1.2742 1.2563
R2 1.2691 1.2691 1.2550
R1 1.2609 1.2609 1.2538 1.2584
PP 1.2558 1.2558 1.2558 1.2546
S1 1.2476 1.2476 1.2514 1.2451
S2 1.2425 1.2425 1.2502
S3 1.2292 1.2343 1.2489
S4 1.2159 1.2210 1.2453
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 1.2464 0.0254 2.0% 0.0121 1.0% 24% False False 320
10 1.2718 1.2035 0.0683 5.5% 0.0155 1.2% 72% False False 419
20 1.2718 1.2035 0.0683 5.5% 0.0149 1.2% 72% False False 292
40 1.2831 1.2035 0.0796 6.4% 0.0126 1.0% 62% False False 178
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3206
2.618 1.2989
1.618 1.2856
1.000 1.2774
0.618 1.2723
HIGH 1.2641
0.618 1.2590
0.500 1.2575
0.382 1.2559
LOW 1.2508
0.618 1.2426
1.000 1.2375
1.618 1.2293
2.618 1.2160
4.250 1.1943
Fisher Pivots for day following 30-Jan-2017
Pivot 1 day 3 day
R1 1.2575 1.2613
PP 1.2558 1.2584
S1 1.2542 1.2555

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

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