CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 21-Mar-2017
Day Change Summary
Previous Current
20-Mar-2017 21-Mar-2017 Change Change % Previous Week
Open 1.2416 1.2390 -0.0026 -0.2% 1.2196
High 1.2465 1.2524 0.0059 0.5% 1.2435
Low 1.2365 1.2371 0.0006 0.0% 1.2138
Close 1.2378 1.2504 0.0126 1.0% 1.2426
Range 0.0100 0.0153 0.0053 53.0% 0.0297
ATR 0.0102 0.0106 0.0004 3.5% 0.0000
Volume 78,582 136,570 57,988 73.8% 570,692
Daily Pivots for day following 21-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.2925 1.2868 1.2588
R3 1.2772 1.2715 1.2546
R2 1.2619 1.2619 1.2532
R1 1.2562 1.2562 1.2518 1.2591
PP 1.2466 1.2466 1.2466 1.2481
S1 1.2409 1.2409 1.2490 1.2438
S2 1.2313 1.2313 1.2476
S3 1.2160 1.2256 1.2462
S4 1.2007 1.2103 1.2420
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.3224 1.3122 1.2589
R3 1.2927 1.2825 1.2508
R2 1.2630 1.2630 1.2480
R1 1.2528 1.2528 1.2453 1.2579
PP 1.2333 1.2333 1.2333 1.2359
S1 1.2231 1.2231 1.2399 1.2282
S2 1.2036 1.2036 1.2372
S3 1.1739 1.1934 1.2344
S4 1.1442 1.1637 1.2263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2524 1.2177 0.0347 2.8% 0.0127 1.0% 94% True False 113,008
10 1.2524 1.2138 0.0386 3.1% 0.0103 0.8% 95% True False 113,077
20 1.2604 1.2138 0.0466 3.7% 0.0100 0.8% 79% False False 62,663
40 1.2744 1.2138 0.0606 4.8% 0.0105 0.8% 60% False False 31,514
60 1.2744 1.2035 0.0709 5.7% 0.0116 0.9% 66% False False 21,086
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3174
2.618 1.2925
1.618 1.2772
1.000 1.2677
0.618 1.2619
HIGH 1.2524
0.618 1.2466
0.500 1.2448
0.382 1.2429
LOW 1.2371
0.618 1.2276
1.000 1.2218
1.618 1.2123
2.618 1.1970
4.250 1.1721
Fisher Pivots for day following 21-Mar-2017
Pivot 1 day 3 day
R1 1.2485 1.2482
PP 1.2466 1.2460
S1 1.2448 1.2439

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

View Archives - Comment on this page... - Back to Index of Symbols