CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 02-Jun-2017
Day Change Summary
Previous Current
01-Jun-2017 02-Jun-2017 Change Change % Previous Week
Open 1.2919 1.2924 0.0005 0.0% 1.2855
High 1.2956 1.2943 -0.0013 -0.1% 1.2964
Low 1.2872 1.2888 0.0016 0.1% 1.2813
Close 1.2918 1.2920 0.0002 0.0% 1.2920
Range 0.0084 0.0055 -0.0029 -34.5% 0.0151
ATR 0.0094 0.0091 -0.0003 -2.9% 0.0000
Volume 1,054 1,160 106 10.1% 5,735
Daily Pivots for day following 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.3082 1.3056 1.2950
R3 1.3027 1.3001 1.2935
R2 1.2972 1.2972 1.2930
R1 1.2946 1.2946 1.2925 1.2932
PP 1.2917 1.2917 1.2917 1.2910
S1 1.2891 1.2891 1.2915 1.2877
S2 1.2862 1.2862 1.2910
S3 1.2807 1.2836 1.2905
S4 1.2752 1.2781 1.2890
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.3352 1.3287 1.3003
R3 1.3201 1.3136 1.2962
R2 1.3050 1.3050 1.2948
R1 1.2985 1.2985 1.2934 1.3018
PP 1.2899 1.2899 1.2899 1.2915
S1 1.2834 1.2834 1.2906 1.2867
S2 1.2748 1.2748 1.2892
S3 1.2597 1.2683 1.2878
S4 1.2446 1.2532 1.2837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2983 1.2813 0.0170 1.3% 0.0109 0.8% 63% False False 1,432
10 1.3087 1.2813 0.0274 2.1% 0.0096 0.7% 39% False False 891
20 1.3092 1.2813 0.0279 2.2% 0.0087 0.7% 38% False False 612
40 1.3092 1.2420 0.0672 5.2% 0.0087 0.7% 74% False False 377
60 1.3092 1.2177 0.0915 7.1% 0.0091 0.7% 81% False False 273
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.3177
2.618 1.3087
1.618 1.3032
1.000 1.2998
0.618 1.2977
HIGH 1.2943
0.618 1.2922
0.500 1.2916
0.382 1.2909
LOW 1.2888
0.618 1.2854
1.000 1.2833
1.618 1.2799
2.618 1.2744
4.250 1.2654
Fisher Pivots for day following 02-Jun-2017
Pivot 1 day 3 day
R1 1.2919 1.2910
PP 1.2917 1.2899
S1 1.2916 1.2889

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

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