CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 12-May-2017
Day Change Summary
Previous Current
11-May-2017 12-May-2017 Change Change % Previous Week
Open 1.2989 1.2929 -0.0060 -0.5% 1.3032
High 1.2995 1.2946 -0.0049 -0.4% 1.3036
Low 1.2899 1.2894 -0.0005 0.0% 1.2894
Close 1.2940 1.2928 -0.0012 -0.1% 1.2928
Range 0.0096 0.0052 -0.0044 -45.8% 0.0142
ATR 0.0083 0.0081 -0.0002 -2.7% 0.0000
Volume 306 457 151 49.3% 1,178
Daily Pivots for day following 12-May-2017
Classic Woodie Camarilla DeMark
R4 1.3079 1.3055 1.2957
R3 1.3027 1.3003 1.2942
R2 1.2975 1.2975 1.2938
R1 1.2951 1.2951 1.2933 1.2937
PP 1.2923 1.2923 1.2923 1.2916
S1 1.2899 1.2899 1.2923 1.2885
S2 1.2871 1.2871 1.2918
S3 1.2819 1.2847 1.2914
S4 1.2767 1.2795 1.2899
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 1.3379 1.3295 1.3006
R3 1.3237 1.3153 1.2967
R2 1.3095 1.3095 1.2954
R1 1.3011 1.3011 1.2941 1.2982
PP 1.2953 1.2953 1.2953 1.2938
S1 1.2869 1.2869 1.2915 1.2840
S2 1.2811 1.2811 1.2902
S3 1.2669 1.2727 1.2889
S4 1.2527 1.2585 1.2850
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3036 1.2894 0.0142 1.1% 0.0063 0.5% 24% False True 235
10 1.3036 1.2881 0.0155 1.2% 0.0070 0.5% 30% False False 261
20 1.3036 1.2568 0.0468 3.6% 0.0086 0.7% 77% False False 218
40 1.3036 1.2387 0.0649 5.0% 0.0088 0.7% 83% False False 143
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 0.0017
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3167
2.618 1.3082
1.618 1.3030
1.000 1.2998
0.618 1.2978
HIGH 1.2946
0.618 1.2926
0.500 1.2920
0.382 1.2914
LOW 1.2894
0.618 1.2862
1.000 1.2842
1.618 1.2810
2.618 1.2758
4.250 1.2673
Fisher Pivots for day following 12-May-2017
Pivot 1 day 3 day
R1 1.2925 1.2965
PP 1.2923 1.2953
S1 1.2920 1.2940

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

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