CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 14-Jun-2017
Day Change Summary
Previous Current
13-Jun-2017 14-Jun-2017 Change Change % Previous Week
Open 1.2727 1.2865 0.0138 1.1% 1.2985
High 1.2830 1.2888 0.0058 0.5% 1.3054
Low 1.2722 1.2800 0.0078 0.6% 1.2716
Close 1.2830 1.2820 -0.0010 -0.1% 1.2805
Range 0.0108 0.0088 -0.0020 -18.5% 0.0338
ATR
Volume 12 32 20 166.7% 797
Daily Pivots for day following 14-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.3100 1.3048 1.2868
R3 1.3012 1.2960 1.2844
R2 1.2924 1.2924 1.2836
R1 1.2872 1.2872 1.2828 1.2854
PP 1.2836 1.2836 1.2836 1.2827
S1 1.2784 1.2784 1.2812 1.2766
S2 1.2748 1.2748 1.2804
S3 1.2660 1.2696 1.2796
S4 1.2572 1.2608 1.2772
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.3872 1.3677 1.2991
R3 1.3534 1.3339 1.2898
R2 1.3196 1.3196 1.2867
R1 1.3001 1.3001 1.2836 1.2930
PP 1.2858 1.2858 1.2858 1.2823
S1 1.2663 1.2663 1.2774 1.2592
S2 1.2520 1.2520 1.2743
S3 1.2182 1.2325 1.2712
S4 1.1844 1.1987 1.2619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3054 1.2716 0.0338 2.6% 0.0115 0.9% 31% False False 194
10 1.3054 1.2716 0.0338 2.6% 0.0093 0.7% 31% False False 126
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 True
Stretch 0.0027
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3262
2.618 1.3118
1.618 1.3030
1.000 1.2976
0.618 1.2942
HIGH 1.2888
0.618 1.2854
0.500 1.2844
0.382 1.2834
LOW 1.2800
0.618 1.2746
1.000 1.2712
1.618 1.2658
2.618 1.2570
4.250 1.2426
Fisher Pivots for day following 14-Jun-2017
Pivot 1 day 3 day
R1 1.2844 1.2815
PP 1.2836 1.2809
S1 1.2828 1.2804

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

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