CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 05-Jul-2017
Day Change Summary
Previous Current
03-Jul-2017 05-Jul-2017 Change Change % Previous Week
Open 1.3046 1.2965 -0.0081 -0.6% 1.2774
High 1.3054 1.2988 -0.0066 -0.5% 1.3061
Low 1.2962 1.2922 -0.0040 -0.3% 1.2740
Close 1.2985 1.2962 -0.0023 -0.2% 1.3045
Range 0.0092 0.0066 -0.0026 -28.3% 0.0321
ATR 0.0102 0.0100 -0.0003 -2.5% 0.0000
Volume 82,491 110,939 28,448 34.5% 602,488
Daily Pivots for day following 05-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3155 1.3125 1.2998
R3 1.3089 1.3059 1.2980
R2 1.3023 1.3023 1.2974
R1 1.2993 1.2993 1.2968 1.2975
PP 1.2957 1.2957 1.2957 1.2949
S1 1.2927 1.2927 1.2956 1.2909
S2 1.2891 1.2891 1.2950
S3 1.2825 1.2861 1.2944
S4 1.2759 1.2795 1.2926
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.3912 1.3799 1.3222
R3 1.3591 1.3478 1.3133
R2 1.3270 1.3270 1.3104
R1 1.3157 1.3157 1.3074 1.3214
PP 1.2949 1.2949 1.2949 1.2977
S1 1.2836 1.2836 1.3016 1.2893
S2 1.2628 1.2628 1.2986
S3 1.2307 1.2515 1.2957
S4 1.1986 1.2194 1.2868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3061 1.2827 0.0234 1.8% 0.0102 0.8% 58% False False 124,351
10 1.3061 1.2625 0.0436 3.4% 0.0094 0.7% 77% False False 107,130
20 1.3061 1.2625 0.0436 3.4% 0.0102 0.8% 77% False False 86,597
40 1.3092 1.2625 0.0467 3.6% 0.0095 0.7% 72% False False 43,743
60 1.3092 1.2422 0.0670 5.2% 0.0092 0.7% 81% False False 29,222
80 1.3092 1.2177 0.0915 7.1% 0.0094 0.7% 86% False False 21,934
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3269
2.618 1.3161
1.618 1.3095
1.000 1.3054
0.618 1.3029
HIGH 1.2988
0.618 1.2963
0.500 1.2955
0.382 1.2947
LOW 1.2922
0.618 1.2881
1.000 1.2856
1.618 1.2815
2.618 1.2749
4.250 1.2642
Fisher Pivots for day following 05-Jul-2017
Pivot 1 day 3 day
R1 1.2960 1.2992
PP 1.2957 1.2982
S1 1.2955 1.2972

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

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