CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 22-May-2017
Day Change Summary
Previous Current
19-May-2017 22-May-2017 Change Change % Previous Week
Open 1.2998 1.3047 0.0049 0.4% 1.2942
High 1.3085 1.3087 0.0002 0.0% 1.3092
Low 1.2982 1.3012 0.0030 0.2% 1.2914
Close 1.3079 1.3042 -0.0037 -0.3% 1.3079
Range 0.0103 0.0075 -0.0028 -27.2% 0.0178
ATR 0.0087 0.0086 -0.0001 -1.0% 0.0000
Volume 205 376 171 83.4% 1,576
Daily Pivots for day following 22-May-2017
Classic Woodie Camarilla DeMark
R4 1.3272 1.3232 1.3083
R3 1.3197 1.3157 1.3063
R2 1.3122 1.3122 1.3056
R1 1.3082 1.3082 1.3049 1.3065
PP 1.3047 1.3047 1.3047 1.3038
S1 1.3007 1.3007 1.3035 1.2990
S2 1.2972 1.2972 1.3028
S3 1.2897 1.2932 1.3021
S4 1.2822 1.2857 1.3001
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% 0.0101 0.8% 72% False False 353
10 1.3092 1.2894 0.0198 1.5% 0.0082 0.6% 75% False False 300
20 1.3092 1.2827 0.0265 2.0% 0.0077 0.6% 81% False False 264
40 1.3092 1.2420 0.0672 5.2% 0.0089 0.7% 93% False False 187
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 False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3406
2.618 1.3283
1.618 1.3208
1.000 1.3162
0.618 1.3133
HIGH 1.3087
0.618 1.3058
0.500 1.3050
0.382 1.3041
LOW 1.3012
0.618 1.2966
1.000 1.2937
1.618 1.2891
2.618 1.2816
4.250 1.2693
Fisher Pivots for day following 22-May-2017
Pivot 1 day 3 day
R1 1.3050 1.3032
PP 1.3047 1.3023
S1 1.3045 1.3013

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

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