CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 13-Jun-2017
Day Change Summary
Previous Current
12-Jun-2017 13-Jun-2017 Change Change % Previous Week
Open 1.2771 1.2712 -0.0059 -0.5% 1.2912
High 1.2808 1.2795 -0.0013 -0.1% 1.3018
Low 1.2676 1.2680 0.0004 0.0% 1.2675
Close 1.2697 1.2792 0.0095 0.7% 1.2767
Range 0.0132 0.0115 -0.0017 -12.9% 0.0343
ATR 0.0106 0.0106 0.0001 0.6% 0.0000
Volume 39,003 50,176 11,173 28.6% 63,166
Daily Pivots for day following 13-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.3101 1.3061 1.2855
R3 1.2986 1.2946 1.2824
R2 1.2871 1.2871 1.2813
R1 1.2831 1.2831 1.2803 1.2851
PP 1.2756 1.2756 1.2756 1.2766
S1 1.2716 1.2716 1.2781 1.2736
S2 1.2641 1.2641 1.2771
S3 1.2526 1.2601 1.2760
S4 1.2411 1.2486 1.2729
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.3849 1.3651 1.2956
R3 1.3506 1.3308 1.2861
R2 1.3163 1.3163 1.2830
R1 1.2965 1.2965 1.2798 1.2893
PP 1.2820 1.2820 1.2820 1.2784
S1 1.2622 1.2622 1.2736 1.2550
S2 1.2477 1.2477 1.2704
S3 1.2134 1.2279 1.2673
S4 1.1791 1.1936 1.2578
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3018 1.2675 0.0343 2.7% 0.0120 0.9% 34% False False 29,177
10 1.3018 1.2675 0.0343 2.7% 0.0105 0.8% 34% False False 15,746
20 1.3092 1.2675 0.0417 3.3% 0.0102 0.8% 28% False False 8,122
40 1.3092 1.2568 0.0524 4.1% 0.0094 0.7% 43% False False 4,174
60 1.3092 1.2400 0.0692 5.4% 0.0092 0.7% 57% False False 2,805
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 0.0033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3284
2.618 1.3096
1.618 1.2981
1.000 1.2910
0.618 1.2866
HIGH 1.2795
0.618 1.2751
0.500 1.2738
0.382 1.2724
LOW 1.2680
0.618 1.2609
1.000 1.2565
1.618 1.2494
2.618 1.2379
4.250 1.2191
Fisher Pivots for day following 13-Jun-2017
Pivot 1 day 3 day
R1 1.2774 1.2785
PP 1.2756 1.2778
S1 1.2738 1.2772

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

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