CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 21-Jun-2017
Day Change Summary
Previous Current
20-Jun-2017 21-Jun-2017 Change Change % Previous Week
Open 1.2812 1.2698 -0.0114 -0.9% 1.2812
High 1.2828 1.2780 -0.0048 -0.4% 1.2888
Low 1.2677 1.2663 -0.0014 -0.1% 1.2719
Close 1.2700 1.2736 0.0036 0.3% 1.2853
Range 0.0151 0.0117 -0.0034 -22.5% 0.0169
ATR 0.0107 0.0108 0.0001 0.7% 0.0000
Volume 214 143 -71 -33.2% 522
Daily Pivots for day following 21-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.3077 1.3024 1.2800
R3 1.2960 1.2907 1.2768
R2 1.2843 1.2843 1.2757
R1 1.2790 1.2790 1.2747 1.2817
PP 1.2726 1.2726 1.2726 1.2740
S1 1.2673 1.2673 1.2725 1.2700
S2 1.2609 1.2609 1.2715
S3 1.2492 1.2556 1.2704
S4 1.2375 1.2439 1.2672
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.3327 1.3259 1.2946
R3 1.3158 1.3090 1.2899
R2 1.2989 1.2989 1.2884
R1 1.2921 1.2921 1.2868 1.2955
PP 1.2820 1.2820 1.2820 1.2837
S1 1.2752 1.2752 1.2838 1.2786
S2 1.2651 1.2651 1.2822
S3 1.2482 1.2583 1.2807
S4 1.2313 1.2414 1.2760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2884 1.2663 0.0221 1.7% 0.0100 0.8% 33% False True 253
10 1.3054 1.2663 0.0391 3.1% 0.0107 0.8% 19% False True 224
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 0.0031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3277
2.618 1.3086
1.618 1.2969
1.000 1.2897
0.618 1.2852
HIGH 1.2780
0.618 1.2735
0.500 1.2722
0.382 1.2708
LOW 1.2663
0.618 1.2591
1.000 1.2546
1.618 1.2474
2.618 1.2357
4.250 1.2166
Fisher Pivots for day following 21-Jun-2017
Pivot 1 day 3 day
R1 1.2731 1.2774
PP 1.2726 1.2761
S1 1.2722 1.2749

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

View Archives - Comment on this page... - Back to Index of Symbols