CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 24-May-2017
Day Change Summary
Previous Current
23-May-2017 24-May-2017 Change Change % Previous Week
Open 1.3042 1.3001 -0.0041 -0.3% 1.2942
High 1.3078 1.3043 -0.0035 -0.3% 1.3092
Low 1.2999 1.2974 -0.0025 -0.2% 1.2914
Close 1.3013 1.2994 -0.0019 -0.1% 1.3079
Range 0.0079 0.0069 -0.0010 -12.7% 0.0178
ATR 0.0085 0.0084 -0.0001 -1.4% 0.0000
Volume 388 200 -188 -48.5% 1,576
Daily Pivots for day following 24-May-2017
Classic Woodie Camarilla DeMark
R4 1.3211 1.3171 1.3032
R3 1.3142 1.3102 1.3013
R2 1.3073 1.3073 1.3007
R1 1.3033 1.3033 1.3000 1.3019
PP 1.3004 1.3004 1.3004 1.2996
S1 1.2964 1.2964 1.2988 1.2950
S2 1.2935 1.2935 1.2981
S3 1.2866 1.2895 1.2975
S4 1.2797 1.2826 1.2956
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 1.2934 0.0158 1.2% 0.0097 0.7% 38% False False 366
10 1.3092 1.2894 0.0198 1.5% 0.0086 0.7% 51% False False 330
20 1.3092 1.2881 0.0211 1.6% 0.0078 0.6% 54% False False 279
40 1.3092 1.2420 0.0672 5.2% 0.0086 0.7% 85% False False 197
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 0.0028
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3336
2.618 1.3224
1.618 1.3155
1.000 1.3112
0.618 1.3086
HIGH 1.3043
0.618 1.3017
0.500 1.3009
0.382 1.3000
LOW 1.2974
0.618 1.2931
1.000 1.2905
1.618 1.2862
2.618 1.2793
4.250 1.2681
Fisher Pivots for day following 24-May-2017
Pivot 1 day 3 day
R1 1.3009 1.3031
PP 1.3004 1.3018
S1 1.2999 1.3006

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

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