CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 16-Jun-2017
Day Change Summary
Previous Current
15-Jun-2017 16-Jun-2017 Change Change % Previous Week
Open 1.2786 1.2791 0.0005 0.0% 1.2771
High 1.2833 1.2843 0.0010 0.1% 1.2856
Low 1.2728 1.2787 0.0059 0.5% 1.2676
Close 1.2799 1.2817 0.0018 0.1% 1.2817
Range 0.0105 0.0056 -0.0049 -46.7% 0.0180
ATR 0.0105 0.0102 -0.0004 -3.4% 0.0000
Volume 66,723 103,837 37,114 55.6% 369,877
Daily Pivots for day following 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.2984 1.2956 1.2848
R3 1.2928 1.2900 1.2832
R2 1.2872 1.2872 1.2827
R1 1.2844 1.2844 1.2822 1.2858
PP 1.2816 1.2816 1.2816 1.2823
S1 1.2788 1.2788 1.2812 1.2802
S2 1.2760 1.2760 1.2807
S3 1.2704 1.2732 1.2802
S4 1.2648 1.2676 1.2786
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.3323 1.3250 1.2916
R3 1.3143 1.3070 1.2867
R2 1.2963 1.2963 1.2850
R1 1.2890 1.2890 1.2834 1.2927
PP 1.2783 1.2783 1.2783 1.2801
S1 1.2710 1.2710 1.2801 1.2747
S2 1.2603 1.2603 1.2784
S3 1.2423 1.2530 1.2768
S4 1.2243 1.2350 1.2718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2856 1.2676 0.0180 1.4% 0.0101 0.8% 78% False False 73,975
10 1.3018 1.2675 0.0343 2.7% 0.0101 0.8% 41% False False 43,304
20 1.3087 1.2675 0.0412 3.2% 0.0098 0.8% 34% False False 22,098
40 1.3092 1.2675 0.0417 3.3% 0.0086 0.7% 34% False False 11,173
60 1.3092 1.2420 0.0672 5.2% 0.0091 0.7% 59% False False 7,481
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 0.0032
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3081
2.618 1.2990
1.618 1.2934
1.000 1.2899
0.618 1.2878
HIGH 1.2843
0.618 1.2822
0.500 1.2815
0.382 1.2808
LOW 1.2787
0.618 1.2752
1.000 1.2731
1.618 1.2696
2.618 1.2640
4.250 1.2549
Fisher Pivots for day following 16-Jun-2017
Pivot 1 day 3 day
R1 1.2816 1.2809
PP 1.2816 1.2800
S1 1.2815 1.2792

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

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