CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 28-Apr-2017
Day Change Summary
Previous Current
27-Apr-2017 28-Apr-2017 Change Change % Previous Week
Open 1.2859 1.2922 0.0063 0.5% 1.2842
High 1.2935 1.2983 0.0048 0.4% 1.2983
Low 1.2857 1.2906 0.0049 0.4% 1.2790
Close 1.2924 1.2964 0.0040 0.3% 1.2964
Range 0.0078 0.0077 -0.0001 -1.3% 0.0193
ATR 0.0098 0.0096 -0.0001 -1.5% 0.0000
Volume 112,294 135,726 23,432 20.9% 529,579
Daily Pivots for day following 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.3182 1.3150 1.3006
R3 1.3105 1.3073 1.2985
R2 1.3028 1.3028 1.2978
R1 1.2996 1.2996 1.2971 1.3012
PP 1.2951 1.2951 1.2951 1.2959
S1 1.2919 1.2919 1.2957 1.2935
S2 1.2874 1.2874 1.2950
S3 1.2797 1.2842 1.2943
S4 1.2720 1.2765 1.2922
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.3491 1.3421 1.3070
R3 1.3298 1.3228 1.3017
R2 1.3105 1.3105 1.2999
R1 1.3035 1.3035 1.2982 1.3070
PP 1.2912 1.2912 1.2912 1.2930
S1 1.2842 1.2842 1.2946 1.2877
S2 1.2719 1.2719 1.2929
S3 1.2526 1.2649 1.2911
S4 1.2333 1.2456 1.2858
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2983 1.2790 0.0193 1.5% 0.0069 0.5% 90% True False 105,915
10 1.2983 1.2533 0.0450 3.5% 0.0106 0.8% 96% True False 120,983
20 1.2983 1.2386 0.0597 4.6% 0.0095 0.7% 97% True False 106,395
40 1.2983 1.2138 0.0845 6.5% 0.0097 0.8% 98% True False 101,988
60 1.2983 1.2138 0.0845 6.5% 0.0098 0.8% 98% True False 68,604
80 1.2983 1.2035 0.0948 7.3% 0.0112 0.9% 98% True False 51,532
100 1.2983 1.2035 0.0948 7.3% 0.0109 0.8% 98% True False 41,241
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3310
2.618 1.3185
1.618 1.3108
1.000 1.3060
0.618 1.3031
HIGH 1.2983
0.618 1.2954
0.500 1.2945
0.382 1.2935
LOW 1.2906
0.618 1.2858
1.000 1.2829
1.618 1.2781
2.618 1.2704
4.250 1.2579
Fisher Pivots for day following 28-Apr-2017
Pivot 1 day 3 day
R1 1.2958 1.2944
PP 1.2951 1.2924
S1 1.2945 1.2904

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

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