CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 01-May-2017
Day Change Summary
Previous Current
28-Apr-2017 01-May-2017 Change Change % Previous Week
Open 1.2944 1.2975 0.0031 0.2% 1.2859
High 1.3016 1.2987 -0.0029 -0.2% 1.3016
Low 1.2941 1.2936 -0.0005 0.0% 1.2824
Close 1.2999 1.2956 -0.0043 -0.3% 1.2999
Range 0.0075 0.0051 -0.0024 -32.0% 0.0192
ATR 0.0091 0.0089 -0.0002 -2.2% 0.0000
Volume 131 26 -105 -80.2% 919
Daily Pivots for day following 01-May-2017
Classic Woodie Camarilla DeMark
R4 1.3113 1.3085 1.2984
R3 1.3062 1.3034 1.2970
R2 1.3011 1.3011 1.2965
R1 1.2983 1.2983 1.2961 1.2972
PP 1.2960 1.2960 1.2960 1.2954
S1 1.2932 1.2932 1.2951 1.2921
S2 1.2909 1.2909 1.2947
S3 1.2858 1.2881 1.2942
S4 1.2807 1.2830 1.2928
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.3522 1.3453 1.3105
R3 1.3330 1.3261 1.3052
R2 1.3138 1.3138 1.3034
R1 1.3069 1.3069 1.3017 1.3104
PP 1.2946 1.2946 1.2946 1.2964
S1 1.2877 1.2877 1.2981 1.2912
S2 1.2754 1.2754 1.2964
S3 1.2562 1.2685 1.2946
S4 1.2370 1.2493 1.2893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3016 1.2827 0.0189 1.5% 0.0065 0.5% 68% False False 150
10 1.3016 1.2568 0.0448 3.5% 0.0100 0.8% 87% False False 173
20 1.3016 1.2420 0.0596 4.6% 0.0087 0.7% 90% False False 126
40 1.3016 1.2177 0.0839 6.5% 0.0091 0.7% 93% False False 94
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0021
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.3204
2.618 1.3121
1.618 1.3070
1.000 1.3038
0.618 1.3019
HIGH 1.2987
0.618 1.2968
0.500 1.2962
0.382 1.2955
LOW 1.2936
0.618 1.2904
1.000 1.2885
1.618 1.2853
2.618 1.2802
4.250 1.2719
Fisher Pivots for day following 01-May-2017
Pivot 1 day 3 day
R1 1.2962 1.2956
PP 1.2960 1.2955
S1 1.2958 1.2955

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

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