CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 01-Feb-2017
Day Change Summary
Previous Current
31-Jan-2017 01-Feb-2017 Change Change % Previous Week
Open 1.2540 1.2619 0.0079 0.6% 1.2425
High 1.2634 1.2719 0.0085 0.7% 1.2718
Low 1.2453 1.2583 0.0130 1.0% 1.2425
Close 1.2622 1.2716 0.0094 0.7% 1.2601
Range 0.0181 0.0136 -0.0045 -24.9% 0.0293
ATR 0.0140 0.0140 0.0000 -0.2% 0.0000
Volume 490 343 -147 -30.0% 1,560
Daily Pivots for day following 01-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.3081 1.3034 1.2791
R3 1.2945 1.2898 1.2753
R2 1.2809 1.2809 1.2741
R1 1.2762 1.2762 1.2728 1.2786
PP 1.2673 1.2673 1.2673 1.2684
S1 1.2626 1.2626 1.2704 1.2650
S2 1.2537 1.2537 1.2691
S3 1.2401 1.2490 1.2679
S4 1.2265 1.2354 1.2641
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 1.2719 1.2453 0.0266 2.1% 0.0131 1.0% 99% True False 316
10 1.2719 1.2299 0.0420 3.3% 0.0129 1.0% 99% True False 316
20 1.2719 1.2035 0.0684 5.4% 0.0153 1.2% 100% True False 315
40 1.2831 1.2035 0.0796 6.3% 0.0126 1.0% 86% False False 197
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3297
2.618 1.3075
1.618 1.2939
1.000 1.2855
0.618 1.2803
HIGH 1.2719
0.618 1.2667
0.500 1.2651
0.382 1.2635
LOW 1.2583
0.618 1.2499
1.000 1.2447
1.618 1.2363
2.618 1.2227
4.250 1.2005
Fisher Pivots for day following 01-Feb-2017
Pivot 1 day 3 day
R1 1.2694 1.2673
PP 1.2673 1.2629
S1 1.2651 1.2586

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

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