CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 05-May-2017
Day Change Summary
Previous Current
04-May-2017 05-May-2017 Change Change % Previous Week
Open 1.2926 1.2972 0.0046 0.4% 1.2975
High 1.2980 1.3034 0.0054 0.4% 1.3034
Low 1.2881 1.2951 0.0070 0.5% 1.2881
Close 1.2970 1.3024 0.0054 0.4% 1.3024
Range 0.0099 0.0083 -0.0016 -16.2% 0.0153
ATR 0.0088 0.0088 0.0000 -0.4% 0.0000
Volume 131 791 660 503.8% 1,436
Daily Pivots for day following 05-May-2017
Classic Woodie Camarilla DeMark
R4 1.3252 1.3221 1.3070
R3 1.3169 1.3138 1.3047
R2 1.3086 1.3086 1.3039
R1 1.3055 1.3055 1.3032 1.3071
PP 1.3003 1.3003 1.3003 1.3011
S1 1.2972 1.2972 1.3016 1.2988
S2 1.2920 1.2920 1.3009
S3 1.2837 1.2889 1.3001
S4 1.2754 1.2806 1.2978
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 1.3439 1.3384 1.3108
R3 1.3286 1.3231 1.3066
R2 1.3133 1.3133 1.3052
R1 1.3078 1.3078 1.3038 1.3106
PP 1.2980 1.2980 1.2980 1.2993
S1 1.2925 1.2925 1.3010 1.2953
S2 1.2827 1.2827 1.2996
S3 1.2674 1.2772 1.2982
S4 1.2521 1.2619 1.2940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3034 1.2881 0.0153 1.2% 0.0078 0.6% 93% True False 287
10 1.3034 1.2824 0.0210 1.6% 0.0072 0.6% 95% True False 235
20 1.3034 1.2420 0.0614 4.7% 0.0090 0.7% 98% True False 181
40 1.3034 1.2177 0.0857 6.6% 0.0093 0.7% 99% True False 123
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 True
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3387
2.618 1.3251
1.618 1.3168
1.000 1.3117
0.618 1.3085
HIGH 1.3034
0.618 1.3002
0.500 1.2993
0.382 1.2983
LOW 1.2951
0.618 1.2900
1.000 1.2868
1.618 1.2817
2.618 1.2734
4.250 1.2598
Fisher Pivots for day following 05-May-2017
Pivot 1 day 3 day
R1 1.3014 1.3002
PP 1.3003 1.2980
S1 1.2993 1.2958

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

View Archives - Comment on this page... - Back to Index of Symbols