CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 17-Jul-2017
Day Change Summary
Previous Current
14-Jul-2017 17-Jul-2017 Change Change % Previous Week
Open 1.2965 1.3136 0.0171 1.3% 1.2917
High 1.3141 1.3140 -0.0001 0.0% 1.3141
Low 1.2962 1.3072 0.0110 0.8% 1.2839
Close 1.3114 1.3083 -0.0031 -0.2% 1.3114
Range 0.0179 0.0068 -0.0111 -62.0% 0.0302
ATR 0.0099 0.0097 -0.0002 -2.3% 0.0000
Volume 130,267 82,123 -48,144 -37.0% 508,602
Daily Pivots for day following 17-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3302 1.3261 1.3120
R3 1.3234 1.3193 1.3102
R2 1.3166 1.3166 1.3095
R1 1.3125 1.3125 1.3089 1.3112
PP 1.3098 1.3098 1.3098 1.3092
S1 1.3057 1.3057 1.3077 1.3044
S2 1.3030 1.3030 1.3071
S3 1.2962 1.2989 1.3064
S4 1.2894 1.2921 1.3046
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3937 1.3828 1.3280
R3 1.3635 1.3526 1.3197
R2 1.3333 1.3333 1.3169
R1 1.3224 1.3224 1.3142 1.3279
PP 1.3031 1.3031 1.3031 1.3059
S1 1.2922 1.2922 1.3086 1.2977
S2 1.2729 1.2729 1.3059
S3 1.2427 1.2620 1.3031
S4 1.2125 1.2318 1.2948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3141 1.2839 0.0302 2.3% 0.0102 0.8% 81% False False 104,580
10 1.3141 1.2839 0.0302 2.3% 0.0090 0.7% 81% False False 97,279
20 1.3141 1.2625 0.0516 3.9% 0.0096 0.7% 89% False False 104,236
40 1.3141 1.2625 0.0516 3.9% 0.0097 0.7% 89% False False 63,167
60 1.3141 1.2625 0.0516 3.9% 0.0090 0.7% 89% False False 42,194
80 1.3141 1.2420 0.0721 5.5% 0.0092 0.7% 92% False False 31,670
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3429
2.618 1.3318
1.618 1.3250
1.000 1.3208
0.618 1.3182
HIGH 1.3140
0.618 1.3114
0.500 1.3106
0.382 1.3098
LOW 1.3072
0.618 1.3030
1.000 1.3004
1.618 1.2962
2.618 1.2894
4.250 1.2783
Fisher Pivots for day following 17-Jul-2017
Pivot 1 day 3 day
R1 1.3106 1.3065
PP 1.3098 1.3046
S1 1.3091 1.3028

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

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