CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 26-May-2017
Day Change Summary
Previous Current
25-May-2017 26-May-2017 Change Change % Previous Week
Open 1.3031 1.2978 -0.0053 -0.4% 1.3047
High 1.3057 1.2983 -0.0074 -0.6% 1.3087
Low 1.2972 1.2819 -0.0153 -1.2% 1.2819
Close 1.2981 1.2840 -0.0141 -1.1% 1.2840
Range 0.0085 0.0164 0.0079 92.9% 0.0268
ATR 0.0084 0.0090 0.0006 6.8% 0.0000
Volume 587 1,426 839 142.9% 2,977
Daily Pivots for day following 26-May-2017
Classic Woodie Camarilla DeMark
R4 1.3373 1.3270 1.2930
R3 1.3209 1.3106 1.2885
R2 1.3045 1.3045 1.2870
R1 1.2942 1.2942 1.2855 1.2912
PP 1.2881 1.2881 1.2881 1.2865
S1 1.2778 1.2778 1.2825 1.2748
S2 1.2717 1.2717 1.2810
S3 1.2553 1.2614 1.2795
S4 1.2389 1.2450 1.2750
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 1.3719 1.3548 1.2987
R3 1.3451 1.3280 1.2914
R2 1.3183 1.3183 1.2889
R1 1.3012 1.3012 1.2865 1.2964
PP 1.2915 1.2915 1.2915 1.2891
S1 1.2744 1.2744 1.2815 1.2696
S2 1.2647 1.2647 1.2791
S3 1.2379 1.2476 1.2766
S4 1.2111 1.2208 1.2693
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3087 1.2819 0.0268 2.1% 0.0094 0.7% 8% False True 595
10 1.3092 1.2819 0.0273 2.1% 0.0096 0.7% 8% False True 455
20 1.3092 1.2819 0.0273 2.1% 0.0083 0.6% 8% False True 358
40 1.3092 1.2420 0.0672 5.2% 0.0087 0.7% 63% False False 243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.3680
2.618 1.3412
1.618 1.3248
1.000 1.3147
0.618 1.3084
HIGH 1.2983
0.618 1.2920
0.500 1.2901
0.382 1.2882
LOW 1.2819
0.618 1.2718
1.000 1.2655
1.618 1.2554
2.618 1.2390
4.250 1.2122
Fisher Pivots for day following 26-May-2017
Pivot 1 day 3 day
R1 1.2901 1.2938
PP 1.2881 1.2905
S1 1.2860 1.2873

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

View Archives - Comment on this page... - Back to Index of Symbols