CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 19-Apr-2017
Day Change Summary
Previous Current
18-Apr-2017 19-Apr-2017 Change Change % Previous Week
Open 1.2585 1.2867 0.0282 2.2% 1.2394
High 1.2929 1.2881 -0.0048 -0.4% 1.2594
Low 1.2533 1.2789 0.0256 2.0% 1.2388
Close 1.2871 1.2804 -0.0067 -0.5% 1.2537
Range 0.0396 0.0092 -0.0304 -76.8% 0.0206
ATR 0.0115 0.0113 -0.0002 -1.4% 0.0000
Volume 281,421 154,896 -126,525 -45.0% 305,803
Daily Pivots for day following 19-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.3101 1.3044 1.2855
R3 1.3009 1.2952 1.2829
R2 1.2917 1.2917 1.2821
R1 1.2860 1.2860 1.2812 1.2843
PP 1.2825 1.2825 1.2825 1.2816
S1 1.2768 1.2768 1.2796 1.2751
S2 1.2733 1.2733 1.2787
S3 1.2641 1.2676 1.2779
S4 1.2549 1.2584 1.2753
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.3124 1.3037 1.2650
R3 1.2918 1.2831 1.2594
R2 1.2712 1.2712 1.2575
R1 1.2625 1.2625 1.2556 1.2669
PP 1.2506 1.2506 1.2506 1.2528
S1 1.2419 1.2419 1.2518 1.2463
S2 1.2300 1.2300 1.2499
S3 1.2094 1.2213 1.2480
S4 1.1888 1.2007 1.2424
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2929 1.2500 0.0429 3.4% 0.0141 1.1% 71% False False 126,895
10 1.2929 1.2386 0.0543 4.2% 0.0111 0.9% 77% False False 108,919
20 1.2929 1.2386 0.0543 4.2% 0.0106 0.8% 77% False False 106,428
40 1.2929 1.2138 0.0791 6.2% 0.0103 0.8% 84% False False 84,545
60 1.2929 1.2138 0.0791 6.2% 0.0105 0.8% 84% False False 56,485
80 1.2929 1.2035 0.0894 7.0% 0.0113 0.9% 86% False False 42,422
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3272
2.618 1.3122
1.618 1.3030
1.000 1.2973
0.618 1.2938
HIGH 1.2881
0.618 1.2846
0.500 1.2835
0.382 1.2824
LOW 1.2789
0.618 1.2732
1.000 1.2697
1.618 1.2640
2.618 1.2548
4.250 1.2398
Fisher Pivots for day following 19-Apr-2017
Pivot 1 day 3 day
R1 1.2835 1.2780
PP 1.2825 1.2755
S1 1.2814 1.2731

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

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