CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 12-Apr-2017
Day Change Summary
Previous Current
11-Apr-2017 12-Apr-2017 Change Change % Previous Week
Open 1.2471 1.2538 0.0067 0.5% 1.2604
High 1.2549 1.2599 0.0050 0.4% 1.2607
Low 1.2459 1.2534 0.0075 0.6% 1.2420
Close 1.2544 1.2545 0.0001 0.0% 1.2434
Range 0.0090 0.0065 -0.0025 -27.8% 0.0187
ATR 0.0090 0.0088 -0.0002 -2.0% 0.0000
Volume 33 73 40 121.2% 473
Daily Pivots for day following 12-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.2754 1.2715 1.2581
R3 1.2689 1.2650 1.2563
R2 1.2624 1.2624 1.2557
R1 1.2585 1.2585 1.2551 1.2605
PP 1.2559 1.2559 1.2559 1.2569
S1 1.2520 1.2520 1.2539 1.2540
S2 1.2494 1.2494 1.2533
S3 1.2429 1.2455 1.2527
S4 1.2364 1.2390 1.2509
Weekly Pivots for week ending 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.3048 1.2928 1.2537
R3 1.2861 1.2741 1.2485
R2 1.2674 1.2674 1.2468
R1 1.2554 1.2554 1.2451 1.2521
PP 1.2487 1.2487 1.2487 1.2470
S1 1.2367 1.2367 1.2417 1.2334
S2 1.2300 1.2300 1.2400
S3 1.2113 1.2180 1.2383
S4 1.1926 1.1993 1.2331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2599 1.2420 0.0179 1.4% 0.0074 0.6% 70% True False 63
10 1.2615 1.2420 0.0195 1.6% 0.0085 0.7% 64% False False 74
20 1.2671 1.2306 0.0365 2.9% 0.0093 0.7% 65% False False 63
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2875
2.618 1.2769
1.618 1.2704
1.000 1.2664
0.618 1.2639
HIGH 1.2599
0.618 1.2574
0.500 1.2567
0.382 1.2559
LOW 1.2534
0.618 1.2494
1.000 1.2469
1.618 1.2429
2.618 1.2364
4.250 1.2258
Fisher Pivots for day following 12-Apr-2017
Pivot 1 day 3 day
R1 1.2567 1.2534
PP 1.2559 1.2522
S1 1.2552 1.2511

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

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