CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 22-Mar-2017
Day Change Summary
Previous Current
21-Mar-2017 22-Mar-2017 Change Change % Previous Week
Open 1.2441 1.2533 0.0092 0.7% 1.2230
High 1.2555 1.2567 0.0012 0.1% 1.2465
Low 1.2406 1.2486 0.0080 0.6% 1.2177
Close 1.2536 1.2548 0.0012 0.1% 1.2459
Range 0.0149 0.0081 -0.0068 -45.6% 0.0288
ATR 0.0000 0.0092 0.0092 0.0000
Volume 41 57 16 39.0% 362
Daily Pivots for day following 22-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.2777 1.2743 1.2593
R3 1.2696 1.2662 1.2570
R2 1.2615 1.2615 1.2563
R1 1.2581 1.2581 1.2555 1.2598
PP 1.2534 1.2534 1.2534 1.2542
S1 1.2500 1.2500 1.2541 1.2517
S2 1.2453 1.2453 1.2533
S3 1.2372 1.2419 1.2526
S4 1.2291 1.2338 1.2503
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 1.2567 1.2306 0.0261 2.1% 0.0107 0.9% 93% True False 39
10 1.2567 1.2177 0.0390 3.1% 0.0098 0.8% 95% True False 56
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 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2911
2.618 1.2779
1.618 1.2698
1.000 1.2648
0.618 1.2617
HIGH 1.2567
0.618 1.2536
0.500 1.2527
0.382 1.2517
LOW 1.2486
0.618 1.2436
1.000 1.2405
1.618 1.2355
2.618 1.2274
4.250 1.2142
Fisher Pivots for day following 22-Mar-2017
Pivot 1 day 3 day
R1 1.2541 1.2527
PP 1.2534 1.2505
S1 1.2527 1.2484

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

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