CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 03-Apr-2017
Day Change Summary
Previous Current
31-Mar-2017 03-Apr-2017 Change Change % Previous Week
Open 1.2530 1.2604 0.0074 0.6% 1.2569
High 1.2615 1.2607 -0.0008 -0.1% 1.2671
Low 1.2488 1.2520 0.0032 0.3% 1.2434
Close 1.2587 1.2528 -0.0059 -0.5% 1.2587
Range 0.0127 0.0087 -0.0040 -31.5% 0.0237
ATR 0.0098 0.0097 -0.0001 -0.8% 0.0000
Volume 86 47 -39 -45.3% 421
Daily Pivots for day following 03-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.2813 1.2757 1.2576
R3 1.2726 1.2670 1.2552
R2 1.2639 1.2639 1.2544
R1 1.2583 1.2583 1.2536 1.2568
PP 1.2552 1.2552 1.2552 1.2544
S1 1.2496 1.2496 1.2520 1.2481
S2 1.2465 1.2465 1.2512
S3 1.2378 1.2409 1.2504
S4 1.2291 1.2322 1.2480
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 1.2650 1.2434 0.0216 1.7% 0.0116 0.9% 44% False False 79
10 1.2671 1.2406 0.0265 2.1% 0.0105 0.8% 46% False False 61
20 1.2671 1.2177 0.0494 3.9% 0.0097 0.8% 71% False False 63
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2977
2.618 1.2835
1.618 1.2748
1.000 1.2694
0.618 1.2661
HIGH 1.2607
0.618 1.2574
0.500 1.2564
0.382 1.2553
LOW 1.2520
0.618 1.2466
1.000 1.2433
1.618 1.2379
2.618 1.2292
4.250 1.2150
Fisher Pivots for day following 03-Apr-2017
Pivot 1 day 3 day
R1 1.2564 1.2537
PP 1.2552 1.2534
S1 1.2540 1.2531

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

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