CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 20-Mar-2017
Day Change Summary
Previous Current
17-Mar-2017 20-Mar-2017 Change Change % Previous Week
Open 1.2426 1.2460 0.0034 0.3% 1.2230
High 1.2465 1.2496 0.0031 0.2% 1.2465
Low 1.2387 1.2400 0.0013 0.1% 1.2177
Close 1.2459 1.2411 -0.0048 -0.4% 1.2459
Range 0.0078 0.0096 0.0018 23.1% 0.0288
ATR
Volume 14 31 17 121.4% 362
Daily Pivots for day following 20-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.2724 1.2663 1.2464
R3 1.2628 1.2567 1.2437
R2 1.2532 1.2532 1.2429
R1 1.2471 1.2471 1.2420 1.2454
PP 1.2436 1.2436 1.2436 1.2427
S1 1.2375 1.2375 1.2402 1.2358
S2 1.2340 1.2340 1.2393
S3 1.2244 1.2279 1.2385
S4 1.2148 1.2183 1.2358
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.3231 1.3133 1.2617
R3 1.2943 1.2845 1.2538
R2 1.2655 1.2655 1.2512
R1 1.2557 1.2557 1.2485 1.2606
PP 1.2367 1.2367 1.2367 1.2392
S1 1.2269 1.2269 1.2433 1.2318
S2 1.2079 1.2079 1.2406
S3 1.1791 1.1981 1.2380
S4 1.1503 1.1693 1.2301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2496 1.2177 0.0319 2.6% 0.0113 0.9% 73% True False 46
10 1.2496 1.2177 0.0319 2.6% 0.0089 0.7% 73% True False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2904
2.618 1.2747
1.618 1.2651
1.000 1.2592
0.618 1.2555
HIGH 1.2496
0.618 1.2459
0.500 1.2448
0.382 1.2437
LOW 1.2400
0.618 1.2341
1.000 1.2304
1.618 1.2245
2.618 1.2149
4.250 1.1992
Fisher Pivots for day following 20-Mar-2017
Pivot 1 day 3 day
R1 1.2448 1.2408
PP 1.2436 1.2404
S1 1.2423 1.2401

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

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