CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 21-Feb-2017
Day Change Summary
Previous Current
17-Feb-2017 21-Feb-2017 Change Change % Previous Week
Open 1.2520 1.2473 -0.0047 -0.4% 1.2524
High 1.2544 1.2515 -0.0029 -0.2% 1.2582
Low 1.2423 1.2437 0.0014 0.1% 1.2420
Close 1.2447 1.2509 0.0062 0.5% 1.2447
Range 0.0121 0.0078 -0.0043 -35.5% 0.0162
ATR 0.0116 0.0113 -0.0003 -2.3% 0.0000
Volume 333 579 246 73.9% 1,823
Daily Pivots for day following 21-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.2721 1.2693 1.2552
R3 1.2643 1.2615 1.2530
R2 1.2565 1.2565 1.2523
R1 1.2537 1.2537 1.2516 1.2551
PP 1.2487 1.2487 1.2487 1.2494
S1 1.2459 1.2459 1.2502 1.2473
S2 1.2409 1.2409 1.2495
S3 1.2331 1.2381 1.2488
S4 1.2253 1.2303 1.2466
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.2969 1.2870 1.2536
R3 1.2807 1.2708 1.2492
R2 1.2645 1.2645 1.2477
R1 1.2546 1.2546 1.2462 1.2515
PP 1.2483 1.2483 1.2483 1.2467
S1 1.2384 1.2384 1.2432 1.2353
S2 1.2321 1.2321 1.2417
S3 1.2159 1.2222 1.2402
S4 1.1997 1.2060 1.2358
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% 0.0093 0.7% 55% False False 463
10 1.2616 1.2384 0.0232 1.9% 0.0096 0.8% 54% False False 385
20 1.2744 1.2384 0.0360 2.9% 0.0111 0.9% 35% False False 365
40 1.2744 1.2035 0.0709 5.7% 0.0124 1.0% 67% False False 298
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2847
2.618 1.2719
1.618 1.2641
1.000 1.2593
0.618 1.2563
HIGH 1.2515
0.618 1.2485
0.500 1.2476
0.382 1.2467
LOW 1.2437
0.618 1.2389
1.000 1.2359
1.618 1.2311
2.618 1.2233
4.250 1.2106
Fisher Pivots for day following 21-Feb-2017
Pivot 1 day 3 day
R1 1.2498 1.2503
PP 1.2487 1.2496
S1 1.2476 1.2490

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

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