CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 08-May-2017
Day Change Summary
Previous Current
05-May-2017 08-May-2017 Change Change % Previous Week
Open 1.2972 1.3032 0.0060 0.5% 1.2975
High 1.3034 1.3034 0.0000 0.0% 1.3034
Low 1.2951 1.2979 0.0028 0.2% 1.2881
Close 1.3024 1.2994 -0.0030 -0.2% 1.3024
Range 0.0083 0.0055 -0.0028 -33.7% 0.0153
ATR 0.0088 0.0086 -0.0002 -2.7% 0.0000
Volume 791 128 -663 -83.8% 1,436
Daily Pivots for day following 08-May-2017
Classic Woodie Camarilla DeMark
R4 1.3167 1.3136 1.3024
R3 1.3112 1.3081 1.3009
R2 1.3057 1.3057 1.3004
R1 1.3026 1.3026 1.2999 1.3014
PP 1.3002 1.3002 1.3002 1.2997
S1 1.2971 1.2971 1.2989 1.2959
S2 1.2947 1.2947 1.2984
S3 1.2892 1.2916 1.2979
S4 1.2837 1.2861 1.2964
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% 74% True False 307
10 1.3034 1.2827 0.0207 1.6% 0.0072 0.6% 81% True False 228
20 1.3034 1.2422 0.0612 4.7% 0.0087 0.7% 93% True False 179
40 1.3034 1.2177 0.0857 6.6% 0.0093 0.7% 95% True False 125
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3268
2.618 1.3178
1.618 1.3123
1.000 1.3089
0.618 1.3068
HIGH 1.3034
0.618 1.3013
0.500 1.3007
0.382 1.3000
LOW 1.2979
0.618 1.2945
1.000 1.2924
1.618 1.2890
2.618 1.2835
4.250 1.2745
Fisher Pivots for day following 08-May-2017
Pivot 1 day 3 day
R1 1.3007 1.2982
PP 1.3002 1.2970
S1 1.2998 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