CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 04-Apr-2017
Day Change Summary
Previous Current
03-Apr-2017 04-Apr-2017 Change Change % Previous Week
Open 1.2560 1.2504 -0.0056 -0.4% 1.2517
High 1.2579 1.2518 -0.0061 -0.5% 1.2643
Low 1.2488 1.2441 -0.0047 -0.4% 1.2402
Close 1.2497 1.2472 -0.0025 -0.2% 1.2556
Range 0.0091 0.0077 -0.0014 -15.4% 0.0241
ATR 0.0106 0.0104 -0.0002 -2.0% 0.0000
Volume 91,611 90,527 -1,084 -1.2% 579,376
Daily Pivots for day following 04-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.2708 1.2667 1.2514
R3 1.2631 1.2590 1.2493
R2 1.2554 1.2554 1.2486
R1 1.2513 1.2513 1.2479 1.2495
PP 1.2477 1.2477 1.2477 1.2468
S1 1.2436 1.2436 1.2465 1.2418
S2 1.2400 1.2400 1.2458
S3 1.2323 1.2359 1.2451
S4 1.2246 1.2282 1.2430
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.3257 1.3147 1.2689
R3 1.3016 1.2906 1.2622
R2 1.2775 1.2775 1.2600
R1 1.2665 1.2665 1.2578 1.2720
PP 1.2534 1.2534 1.2534 1.2561
S1 1.2424 1.2424 1.2534 1.2479
S2 1.2293 1.2293 1.2512
S3 1.2052 1.2183 1.2490
S4 1.1811 1.1942 1.2423
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2588 1.2402 0.0186 1.5% 0.0104 0.8% 38% False False 112,563
10 1.2643 1.2402 0.0241 1.9% 0.0101 0.8% 29% False False 103,937
20 1.2643 1.2138 0.0505 4.0% 0.0102 0.8% 66% False False 108,507
40 1.2643 1.2138 0.0505 4.0% 0.0099 0.8% 66% False False 57,412
60 1.2744 1.2035 0.0709 5.7% 0.0115 0.9% 62% False False 38,391
80 1.2780 1.2035 0.0745 6.0% 0.0113 0.9% 59% False False 28,817
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0021
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2845
2.618 1.2720
1.618 1.2643
1.000 1.2595
0.618 1.2566
HIGH 1.2518
0.618 1.2489
0.500 1.2480
0.382 1.2470
LOW 1.2441
0.618 1.2393
1.000 1.2364
1.618 1.2316
2.618 1.2239
4.250 1.2114
Fisher Pivots for day following 04-Apr-2017
Pivot 1 day 3 day
R1 1.2480 1.2515
PP 1.2477 1.2500
S1 1.2475 1.2486

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

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