CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 19-May-2017
Day Change Summary
Previous Current
18-May-2017 19-May-2017 Change Change % Previous Week
Open 1.3017 1.2998 -0.0019 -0.1% 1.2942
High 1.3092 1.3085 -0.0007 -0.1% 1.3092
Low 1.2934 1.2982 0.0048 0.4% 1.2914
Close 1.2988 1.3079 0.0091 0.7% 1.3079
Range 0.0158 0.0103 -0.0055 -34.8% 0.0178
ATR 0.0085 0.0087 0.0001 1.5% 0.0000
Volume 661 205 -456 -69.0% 1,576
Daily Pivots for day following 19-May-2017
Classic Woodie Camarilla DeMark
R4 1.3358 1.3321 1.3136
R3 1.3255 1.3218 1.3107
R2 1.3152 1.3152 1.3098
R1 1.3115 1.3115 1.3088 1.3134
PP 1.3049 1.3049 1.3049 1.3058
S1 1.3012 1.3012 1.3070 1.3031
S2 1.2946 1.2946 1.3060
S3 1.2843 1.2909 1.3051
S4 1.2740 1.2806 1.3022
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 1.3562 1.3499 1.3177
R3 1.3384 1.3321 1.3128
R2 1.3206 1.3206 1.3112
R1 1.3143 1.3143 1.3095 1.3175
PP 1.3028 1.3028 1.3028 1.3044
S1 1.2965 1.2965 1.3063 1.2997
S2 1.2850 1.2850 1.3046
S3 1.2672 1.2787 1.3030
S4 1.2494 1.2609 1.2981
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3092 1.2914 0.0178 1.4% 0.0097 0.7% 93% False False 315
10 1.3092 1.2894 0.0198 1.5% 0.0080 0.6% 93% False False 275
20 1.3092 1.2824 0.0268 2.0% 0.0076 0.6% 95% False False 255
40 1.3092 1.2420 0.0672 5.1% 0.0089 0.7% 98% False False 178
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3523
2.618 1.3355
1.618 1.3252
1.000 1.3188
0.618 1.3149
HIGH 1.3085
0.618 1.3046
0.500 1.3034
0.382 1.3021
LOW 1.2982
0.618 1.2918
1.000 1.2879
1.618 1.2815
2.618 1.2712
4.250 1.2544
Fisher Pivots for day following 19-May-2017
Pivot 1 day 3 day
R1 1.3064 1.3057
PP 1.3049 1.3035
S1 1.3034 1.3013

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

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