CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 20-Apr-2017
Day Change Summary
Previous Current
19-Apr-2017 20-Apr-2017 Change Change % Previous Week
Open 1.2895 1.2837 -0.0058 -0.4% 1.2430
High 1.2911 1.2896 -0.0015 -0.1% 1.2625
Low 1.2823 1.2825 0.0002 0.0% 1.2422
Close 1.2836 1.2869 0.0033 0.3% 1.2570
Range 0.0088 0.0071 -0.0017 -19.3% 0.0203
ATR 0.0107 0.0105 -0.0003 -2.4% 0.0000
Volume 154 86 -68 -44.2% 267
Daily Pivots for day following 20-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.3076 1.3044 1.2908
R3 1.3005 1.2973 1.2889
R2 1.2934 1.2934 1.2882
R1 1.2902 1.2902 1.2876 1.2918
PP 1.2863 1.2863 1.2863 1.2872
S1 1.2831 1.2831 1.2862 1.2847
S2 1.2792 1.2792 1.2856
S3 1.2721 1.2760 1.2849
S4 1.2650 1.2689 1.2830
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.3148 1.3062 1.2682
R3 1.2945 1.2859 1.2626
R2 1.2742 1.2742 1.2607
R1 1.2656 1.2656 1.2589 1.2699
PP 1.2539 1.2539 1.2539 1.2561
S1 1.2453 1.2453 1.2551 1.2496
S2 1.2336 1.2336 1.2533
S3 1.2133 1.2250 1.2514
S4 1.1930 1.2047 1.2458
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2959 1.2555 0.0404 3.1% 0.0137 1.1% 78% False False 174
10 1.2959 1.2420 0.0539 4.2% 0.0105 0.8% 83% False False 119
20 1.2959 1.2420 0.0539 4.2% 0.0101 0.8% 83% False False 97
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3198
2.618 1.3082
1.618 1.3011
1.000 1.2967
0.618 1.2940
HIGH 1.2896
0.618 1.2869
0.500 1.2861
0.382 1.2852
LOW 1.2825
0.618 1.2781
1.000 1.2754
1.618 1.2710
2.618 1.2639
4.250 1.2523
Fisher Pivots for day following 20-Apr-2017
Pivot 1 day 3 day
R1 1.2866 1.2834
PP 1.2863 1.2799
S1 1.2861 1.2764

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

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