CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 14-Mar-2017
Day Change Summary
Previous Current
13-Mar-2017 14-Mar-2017 Change Change % Previous Week
Open 1.2196 1.2250 0.0054 0.4% 1.2323
High 1.2281 1.2251 -0.0030 -0.2% 1.2331
Low 1.2185 1.2138 -0.0047 -0.4% 1.2161
Close 1.2261 1.2190 -0.0071 -0.6% 1.2206
Range 0.0096 0.0113 0.0017 17.7% 0.0170
ATR 0.0095 0.0097 0.0002 2.1% 0.0000
Volume 116,940 103,864 -13,076 -11.2% 429,634
Daily Pivots for day following 14-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.2532 1.2474 1.2252
R3 1.2419 1.2361 1.2221
R2 1.2306 1.2306 1.2211
R1 1.2248 1.2248 1.2200 1.2221
PP 1.2193 1.2193 1.2193 1.2179
S1 1.2135 1.2135 1.2180 1.2108
S2 1.2080 1.2080 1.2169
S3 1.1967 1.2022 1.2159
S4 1.1854 1.1909 1.2128
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 1.2281 1.2138 0.0143 1.2% 0.0080 0.7% 36% False True 113,146
10 1.2437 1.2138 0.0299 2.5% 0.0083 0.7% 17% False True 67,701
20 1.2604 1.2138 0.0466 3.8% 0.0091 0.7% 11% False True 34,527
40 1.2744 1.2035 0.0709 5.8% 0.0113 0.9% 22% False False 17,453
60 1.2744 1.2035 0.0709 5.8% 0.0115 0.9% 22% False False 11,680
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2731
2.618 1.2547
1.618 1.2434
1.000 1.2364
0.618 1.2321
HIGH 1.2251
0.618 1.2208
0.500 1.2195
0.382 1.2181
LOW 1.2138
0.618 1.2068
1.000 1.2025
1.618 1.1955
2.618 1.1842
4.250 1.1658
Fisher Pivots for day following 14-Mar-2017
Pivot 1 day 3 day
R1 1.2195 1.2210
PP 1.2193 1.2203
S1 1.2192 1.2197

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

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