CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 31-Mar-2017
Day Change Summary
Previous Current
30-Mar-2017 31-Mar-2017 Change Change % Previous Week
Open 1.2495 1.2530 0.0035 0.3% 1.2569
High 1.2576 1.2615 0.0039 0.3% 1.2671
Low 1.2458 1.2488 0.0030 0.2% 1.2434
Close 1.2533 1.2587 0.0054 0.4% 1.2587
Range 0.0118 0.0127 0.0009 7.6% 0.0237
ATR 0.0096 0.0098 0.0002 2.4% 0.0000
Volume 48 86 38 79.2% 421
Daily Pivots for day following 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.2944 1.2893 1.2657
R3 1.2817 1.2766 1.2622
R2 1.2690 1.2690 1.2610
R1 1.2639 1.2639 1.2599 1.2665
PP 1.2563 1.2563 1.2563 1.2576
S1 1.2512 1.2512 1.2575 1.2538
S2 1.2436 1.2436 1.2564
S3 1.2309 1.2385 1.2552
S4 1.2182 1.2258 1.2517
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.3275 1.3168 1.2717
R3 1.3038 1.2931 1.2652
R2 1.2801 1.2801 1.2630
R1 1.2694 1.2694 1.2609 1.2748
PP 1.2564 1.2564 1.2564 1.2591
S1 1.2457 1.2457 1.2565 1.2511
S2 1.2327 1.2327 1.2544
S3 1.2090 1.2220 1.2522
S4 1.1853 1.1983 1.2457
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2671 1.2434 0.0237 1.9% 0.0123 1.0% 65% False False 84
10 1.2671 1.2400 0.0271 2.2% 0.0105 0.8% 69% False False 59
20 1.2671 1.2177 0.0494 3.9% 0.0096 0.8% 83% False False 62
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 0.0033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3155
2.618 1.2947
1.618 1.2820
1.000 1.2742
0.618 1.2693
HIGH 1.2615
0.618 1.2566
0.500 1.2552
0.382 1.2537
LOW 1.2488
0.618 1.2410
1.000 1.2361
1.618 1.2283
2.618 1.2156
4.250 1.1948
Fisher Pivots for day following 31-Mar-2017
Pivot 1 day 3 day
R1 1.2575 1.2566
PP 1.2563 1.2545
S1 1.2552 1.2525

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

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