CME British Pound Future September 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 1.2460 1.2441 -0.0019 -0.2% 1.2230
High 1.2496 1.2555 0.0059 0.5% 1.2465
Low 1.2400 1.2406 0.0006 0.0% 1.2177
Close 1.2411 1.2536 0.0125 1.0% 1.2459
Range 0.0096 0.0149 0.0053 55.2% 0.0288
ATR
Volume 31 41 10 32.3% 362
Daily Pivots for day following 21-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.2946 1.2890 1.2618
R3 1.2797 1.2741 1.2577
R2 1.2648 1.2648 1.2563
R1 1.2592 1.2592 1.2550 1.2620
PP 1.2499 1.2499 1.2499 1.2513
S1 1.2443 1.2443 1.2522 1.2471
S2 1.2350 1.2350 1.2509
S3 1.2201 1.2294 1.2495
S4 1.2052 1.2145 1.2454
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 1.2555 1.2213 0.0342 2.7% 0.0122 1.0% 94% True False 43
10 1.2555 1.2177 0.0378 3.0% 0.0096 0.8% 95% True False 56
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 0.0020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3188
2.618 1.2945
1.618 1.2796
1.000 1.2704
0.618 1.2647
HIGH 1.2555
0.618 1.2498
0.500 1.2481
0.382 1.2463
LOW 1.2406
0.618 1.2314
1.000 1.2257
1.618 1.2165
2.618 1.2016
4.250 1.1773
Fisher Pivots for day following 21-Mar-2017
Pivot 1 day 3 day
R1 1.2518 1.2514
PP 1.2499 1.2493
S1 1.2481 1.2471

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

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