CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 27-Apr-2017
Day Change Summary
Previous Current
26-Apr-2017 27-Apr-2017 Change Change % Previous Week
Open 1.2888 1.2921 0.0033 0.3% 1.2595
High 1.2914 1.2966 0.0052 0.4% 1.2959
Low 1.2858 1.2894 0.0036 0.3% 1.2568
Close 1.2896 1.2958 0.0062 0.5% 1.2846
Range 0.0056 0.0072 0.0016 28.6% 0.0391
ATR 0.0094 0.0092 -0.0002 -1.7% 0.0000
Volume 192 309 117 60.9% 841
Daily Pivots for day following 27-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.3155 1.3129 1.2998
R3 1.3083 1.3057 1.2978
R2 1.3011 1.3011 1.2971
R1 1.2985 1.2985 1.2965 1.2998
PP 1.2939 1.2939 1.2939 1.2946
S1 1.2913 1.2913 1.2951 1.2926
S2 1.2867 1.2867 1.2945
S3 1.2795 1.2841 1.2938
S4 1.2723 1.2769 1.2918
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.3964 1.3796 1.3061
R3 1.3573 1.3405 1.2954
R2 1.3182 1.3182 1.2918
R1 1.3014 1.3014 1.2882 1.3098
PP 1.2791 1.2791 1.2791 1.2833
S1 1.2623 1.2623 1.2810 1.2707
S2 1.2400 1.2400 1.2774
S3 1.2009 1.2232 1.2738
S4 1.1618 1.1841 1.2631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2966 1.2809 0.0157 1.2% 0.0066 0.5% 95% True False 176
10 1.2966 1.2555 0.0411 3.2% 0.0101 0.8% 98% True False 175
20 1.2966 1.2420 0.0546 4.2% 0.0093 0.7% 99% True False 125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3272
2.618 1.3154
1.618 1.3082
1.000 1.3038
0.618 1.3010
HIGH 1.2966
0.618 1.2938
0.500 1.2930
0.382 1.2922
LOW 1.2894
0.618 1.2850
1.000 1.2822
1.618 1.2778
2.618 1.2706
4.250 1.2588
Fisher Pivots for day following 27-Apr-2017
Pivot 1 day 3 day
R1 1.2949 1.2938
PP 1.2939 1.2917
S1 1.2930 1.2897

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

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