CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 22-Jun-2017
Day Change Summary
Previous Current
21-Jun-2017 22-Jun-2017 Change Change % Previous Week
Open 1.2698 1.2734 0.0036 0.3% 1.2812
High 1.2780 1.2757 -0.0023 -0.2% 1.2888
Low 1.2663 1.2722 0.0059 0.5% 1.2719
Close 1.2736 1.2737 0.0001 0.0% 1.2853
Range 0.0117 0.0035 -0.0082 -70.1% 0.0169
ATR 0.0108 0.0102 -0.0005 -4.8% 0.0000
Volume 143 32 -111 -77.6% 522
Daily Pivots for day following 22-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.2844 1.2825 1.2756
R3 1.2809 1.2790 1.2747
R2 1.2774 1.2774 1.2743
R1 1.2755 1.2755 1.2740 1.2765
PP 1.2739 1.2739 1.2739 1.2743
S1 1.2720 1.2720 1.2734 1.2730
S2 1.2704 1.2704 1.2731
S3 1.2669 1.2685 1.2727
S4 1.2634 1.2650 1.2718
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% 0.0087 0.7% 33% False False 246
10 1.2902 1.2663 0.0239 1.9% 0.0104 0.8% 31% False False 224
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.2906
2.618 1.2849
1.618 1.2814
1.000 1.2792
0.618 1.2779
HIGH 1.2757
0.618 1.2744
0.500 1.2740
0.382 1.2735
LOW 1.2722
0.618 1.2700
1.000 1.2687
1.618 1.2665
2.618 1.2630
4.250 1.2573
Fisher Pivots for day following 22-Jun-2017
Pivot 1 day 3 day
R1 1.2740 1.2746
PP 1.2739 1.2743
S1 1.2738 1.2740

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

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