CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 08-Feb-2017
Day Change Summary
Previous Current
07-Feb-2017 08-Feb-2017 Change Change % Previous Week
Open 1.2523 1.2521 -0.0002 0.0% 1.2612
High 1.2581 1.2584 0.0003 0.0% 1.2744
Low 1.2384 1.2513 0.0129 1.0% 1.2453
Close 1.2555 1.2563 0.0008 0.1% 1.2520
Range 0.0197 0.0071 -0.0126 -64.0% 0.0291
ATR 0.0138 0.0133 -0.0005 -3.5% 0.0000
Volume 566 184 -382 -67.5% 1,888
Daily Pivots for day following 08-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.2766 1.2736 1.2602
R3 1.2695 1.2665 1.2583
R2 1.2624 1.2624 1.2576
R1 1.2594 1.2594 1.2570 1.2609
PP 1.2553 1.2553 1.2553 1.2561
S1 1.2523 1.2523 1.2556 1.2538
S2 1.2482 1.2482 1.2550
S3 1.2411 1.2452 1.2543
S4 1.2340 1.2381 1.2524
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.3445 1.3274 1.2680
R3 1.3154 1.2983 1.2600
R2 1.2863 1.2863 1.2573
R1 1.2692 1.2692 1.2547 1.2632
PP 1.2572 1.2572 1.2572 1.2543
S1 1.2401 1.2401 1.2493 1.2341
S2 1.2281 1.2281 1.2467
S3 1.1990 1.2110 1.2440
S4 1.1699 1.1819 1.2360
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2744 1.2384 0.0360 2.9% 0.0120 1.0% 50% False False 355
10 1.2744 1.2384 0.0360 2.9% 0.0126 1.0% 50% False False 335
20 1.2744 1.2035 0.0709 5.6% 0.0149 1.2% 74% False False 375
40 1.2780 1.2035 0.0745 5.9% 0.0128 1.0% 71% False False 240
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 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2886
2.618 1.2770
1.618 1.2699
1.000 1.2655
0.618 1.2628
HIGH 1.2584
0.618 1.2557
0.500 1.2549
0.382 1.2540
LOW 1.2513
0.618 1.2469
1.000 1.2442
1.618 1.2398
2.618 1.2327
4.250 1.2211
Fisher Pivots for day following 08-Feb-2017
Pivot 1 day 3 day
R1 1.2558 1.2537
PP 1.2553 1.2510
S1 1.2549 1.2484

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

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