CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 27-Feb-2017
Day Change Summary
Previous Current
24-Feb-2017 27-Feb-2017 Change Change % Previous Week
Open 1.2594 1.2489 -0.0105 -0.8% 1.2473
High 1.2604 1.2510 -0.0094 -0.7% 1.2604
Low 1.2482 1.2417 -0.0065 -0.5% 1.2437
Close 1.2491 1.2476 -0.0015 -0.1% 1.2491
Range 0.0122 0.0093 -0.0029 -23.8% 0.0167
ATR 0.0113 0.0112 -0.0001 -1.3% 0.0000
Volume 1,284 3,678 2,394 186.4% 3,801
Daily Pivots for day following 27-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.2747 1.2704 1.2527
R3 1.2654 1.2611 1.2502
R2 1.2561 1.2561 1.2493
R1 1.2518 1.2518 1.2485 1.2493
PP 1.2468 1.2468 1.2468 1.2455
S1 1.2425 1.2425 1.2467 1.2400
S2 1.2375 1.2375 1.2459
S3 1.2282 1.2332 1.2450
S4 1.2189 1.2239 1.2425
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.3012 1.2918 1.2583
R3 1.2845 1.2751 1.2537
R2 1.2678 1.2678 1.2522
R1 1.2584 1.2584 1.2506 1.2631
PP 1.2511 1.2511 1.2511 1.2534
S1 1.2417 1.2417 1.2476 1.2464
S2 1.2344 1.2344 1.2460
S3 1.2177 1.2250 1.2445
S4 1.2010 1.2083 1.2399
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2604 1.2417 0.0187 1.5% 0.0101 0.8% 32% False True 1,495
10 1.2604 1.2417 0.0187 1.5% 0.0095 0.8% 32% False True 930
20 1.2744 1.2384 0.0360 2.9% 0.0109 0.9% 26% False False 639
40 1.2744 1.2035 0.0709 5.7% 0.0127 1.0% 62% False False 469
60 1.2831 1.2035 0.0796 6.4% 0.0119 1.0% 55% False False 329
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 1.2905
2.618 1.2753
1.618 1.2660
1.000 1.2603
0.618 1.2567
HIGH 1.2510
0.618 1.2474
0.500 1.2464
0.382 1.2453
LOW 1.2417
0.618 1.2360
1.000 1.2324
1.618 1.2267
2.618 1.2174
4.250 1.2022
Fisher Pivots for day following 27-Feb-2017
Pivot 1 day 3 day
R1 1.2472 1.2511
PP 1.2468 1.2499
S1 1.2464 1.2488

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

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