CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 10-Mar-2017
Day Change Summary
Previous Current
09-Mar-2017 10-Mar-2017 Change Change % Previous Week
Open 1.2196 1.2185 -0.0011 -0.1% 1.2323
High 1.2224 1.2218 -0.0006 0.0% 1.2331
Low 1.2161 1.2168 0.0007 0.1% 1.2161
Close 1.2207 1.2206 -0.0001 0.0% 1.2206
Range 0.0063 0.0050 -0.0013 -20.6% 0.0170
ATR 0.0098 0.0095 -0.0003 -3.5% 0.0000
Volume 124,094 110,330 -13,764 -11.1% 429,634
Daily Pivots for day following 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.2347 1.2327 1.2234
R3 1.2297 1.2277 1.2220
R2 1.2247 1.2247 1.2215
R1 1.2227 1.2227 1.2211 1.2237
PP 1.2197 1.2197 1.2197 1.2203
S1 1.2177 1.2177 1.2201 1.2187
S2 1.2147 1.2147 1.2197
S3 1.2097 1.2127 1.2192
S4 1.2047 1.2077 1.2179
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.2743 1.2644 1.2300
R3 1.2573 1.2474 1.2253
R2 1.2403 1.2403 1.2237
R1 1.2304 1.2304 1.2222 1.2269
PP 1.2233 1.2233 1.2233 1.2215
S1 1.2134 1.2134 1.2190 1.2099
S2 1.2063 1.2063 1.2175
S3 1.1893 1.1964 1.2159
S4 1.1723 1.1794 1.2113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2331 1.2161 0.0170 1.4% 0.0069 0.6% 26% False False 85,926
10 1.2510 1.2161 0.0349 2.9% 0.0081 0.7% 13% False False 46,419
20 1.2604 1.2161 0.0443 3.6% 0.0087 0.7% 10% False False 23,508
40 1.2744 1.2035 0.0709 5.8% 0.0114 0.9% 24% False False 11,945
60 1.2780 1.2035 0.0745 6.1% 0.0116 0.9% 23% False False 8,002
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 1.2431
2.618 1.2349
1.618 1.2299
1.000 1.2268
0.618 1.2249
HIGH 1.2218
0.618 1.2199
0.500 1.2193
0.382 1.2187
LOW 1.2168
0.618 1.2137
1.000 1.2118
1.618 1.2087
2.618 1.2037
4.250 1.1956
Fisher Pivots for day following 10-Mar-2017
Pivot 1 day 3 day
R1 1.2202 1.2205
PP 1.2197 1.2204
S1 1.2193 1.2203

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

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