CME British Pound Future December 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 1.3071 1.3009 -0.0062 -0.5% 1.2780
High 1.3085 1.3020 -0.0065 -0.5% 1.3093
Low 1.2998 1.2958 -0.0040 -0.3% 1.2776
Close 1.3020 1.2997 -0.0023 -0.2% 1.3080
Range 0.0087 0.0062 -0.0025 -28.7% 0.0317
ATR 0.0100 0.0098 -0.0003 -2.7% 0.0000
Volume 48 111 63 131.3% 775
Daily Pivots for day following 05-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3178 1.3149 1.3031
R3 1.3116 1.3087 1.3014
R2 1.3054 1.3054 1.3008
R1 1.3025 1.3025 1.3003 1.3009
PP 1.2992 1.2992 1.2992 1.2983
S1 1.2963 1.2963 1.2991 1.2947
S2 1.2930 1.2930 1.2986
S3 1.2868 1.2901 1.2980
S4 1.2806 1.2839 1.2963
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.3934 1.3824 1.3254
R3 1.3617 1.3507 1.3167
R2 1.3300 1.3300 1.3138
R1 1.3190 1.3190 1.3109 1.3245
PP 1.2983 1.2983 1.2983 1.3011
S1 1.2873 1.2873 1.3051 1.2928
S2 1.2666 1.2666 1.3022
S3 1.2349 1.2556 1.2993
S4 1.2032 1.2239 1.2906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3093 1.2891 0.0202 1.6% 0.0091 0.7% 52% False False 144
10 1.3093 1.2663 0.0430 3.3% 0.0085 0.7% 78% False False 113
20 1.3093 1.2663 0.0430 3.3% 0.0094 0.7% 78% False False 164
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 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3284
2.618 1.3182
1.618 1.3120
1.000 1.3082
0.618 1.3058
HIGH 1.3020
0.618 1.2996
0.500 1.2989
0.382 1.2982
LOW 1.2958
0.618 1.2920
1.000 1.2896
1.618 1.2858
2.618 1.2796
4.250 1.2695
Fisher Pivots for day following 05-Jul-2017
Pivot 1 day 3 day
R1 1.2994 1.3026
PP 1.2992 1.3016
S1 1.2989 1.3007

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

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