CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 15-May-2017
Day Change Summary
Previous Current
12-May-2017 15-May-2017 Change Change % Previous Week
Open 1.2929 1.2942 0.0013 0.1% 1.3032
High 1.2946 1.2987 0.0041 0.3% 1.3036
Low 1.2894 1.2930 0.0036 0.3% 1.2894
Close 1.2928 1.2943 0.0015 0.1% 1.2928
Range 0.0052 0.0057 0.0005 9.6% 0.0142
ATR 0.0081 0.0079 -0.0002 -1.9% 0.0000
Volume 457 187 -270 -59.1% 1,178
Daily Pivots for day following 15-May-2017
Classic Woodie Camarilla DeMark
R4 1.3124 1.3091 1.2974
R3 1.3067 1.3034 1.2959
R2 1.3010 1.3010 1.2953
R1 1.2977 1.2977 1.2948 1.2994
PP 1.2953 1.2953 1.2953 1.2962
S1 1.2920 1.2920 1.2938 1.2937
S2 1.2896 1.2896 1.2933
S3 1.2839 1.2863 1.2927
S4 1.2782 1.2806 1.2912
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% 35% False False 247
10 1.3036 1.2881 0.0155 1.2% 0.0071 0.5% 40% False False 277
20 1.3036 1.2568 0.0468 3.6% 0.0086 0.7% 80% False False 225
40 1.3036 1.2400 0.0636 4.9% 0.0088 0.7% 85% False False 147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3229
2.618 1.3136
1.618 1.3079
1.000 1.3044
0.618 1.3022
HIGH 1.2987
0.618 1.2965
0.500 1.2959
0.382 1.2952
LOW 1.2930
0.618 1.2895
1.000 1.2873
1.618 1.2838
2.618 1.2781
4.250 1.2688
Fisher Pivots for day following 15-May-2017
Pivot 1 day 3 day
R1 1.2959 1.2945
PP 1.2953 1.2944
S1 1.2948 1.2944

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

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