CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 16-Feb-2017
Day Change Summary
Previous Current
15-Feb-2017 16-Feb-2017 Change Change % Previous Week
Open 1.2488 1.2496 0.0008 0.1% 1.2519
High 1.2516 1.2556 0.0040 0.3% 1.2616
Low 1.2420 1.2490 0.0070 0.6% 1.2384
Close 1.2482 1.2531 0.0049 0.4% 1.2518
Range 0.0096 0.0066 -0.0030 -31.3% 0.0232
ATR 0.0119 0.0115 -0.0003 -2.7% 0.0000
Volume 636 322 -314 -49.4% 1,603
Daily Pivots for day following 16-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.2724 1.2693 1.2567
R3 1.2658 1.2627 1.2549
R2 1.2592 1.2592 1.2543
R1 1.2561 1.2561 1.2537 1.2577
PP 1.2526 1.2526 1.2526 1.2533
S1 1.2495 1.2495 1.2525 1.2511
S2 1.2460 1.2460 1.2519
S3 1.2394 1.2429 1.2513
S4 1.2328 1.2363 1.2495
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.3202 1.3092 1.2646
R3 1.2970 1.2860 1.2582
R2 1.2738 1.2738 1.2561
R1 1.2628 1.2628 1.2539 1.2567
PP 1.2506 1.2506 1.2506 1.2476
S1 1.2396 1.2396 1.2497 1.2335
S2 1.2274 1.2274 1.2475
S3 1.2042 1.2164 1.2454
S4 1.1810 1.1932 1.2390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2582 1.2420 0.0162 1.3% 0.0080 0.6% 69% False False 368
10 1.2616 1.2384 0.0232 1.9% 0.0090 0.7% 63% False False 333
20 1.2744 1.2308 0.0436 3.5% 0.0114 0.9% 51% False False 333
40 1.2744 1.2035 0.0709 5.7% 0.0123 1.0% 70% False False 279
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2837
2.618 1.2729
1.618 1.2663
1.000 1.2622
0.618 1.2597
HIGH 1.2556
0.618 1.2531
0.500 1.2523
0.382 1.2515
LOW 1.2490
0.618 1.2449
1.000 1.2424
1.618 1.2383
2.618 1.2317
4.250 1.2210
Fisher Pivots for day following 16-Feb-2017
Pivot 1 day 3 day
R1 1.2528 1.2521
PP 1.2526 1.2511
S1 1.2523 1.2501

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

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