CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 06-Jul-2017
Day Change Summary
Previous Current
05-Jul-2017 06-Jul-2017 Change Change % Previous Week
Open 1.3009 1.2993 -0.0016 -0.1% 1.2780
High 1.3020 1.3045 0.0025 0.2% 1.3093
Low 1.2958 1.2984 0.0026 0.2% 1.2776
Close 1.2997 1.3036 0.0039 0.3% 1.3080
Range 0.0062 0.0061 -0.0001 -1.6% 0.0317
ATR 0.0098 0.0095 -0.0003 -2.7% 0.0000
Volume 111 436 325 292.8% 775
Daily Pivots for day following 06-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3205 1.3181 1.3070
R3 1.3144 1.3120 1.3053
R2 1.3083 1.3083 1.3047
R1 1.3059 1.3059 1.3042 1.3071
PP 1.3022 1.3022 1.3022 1.3028
S1 1.2998 1.2998 1.3030 1.3010
S2 1.2961 1.2961 1.3025
S3 1.2900 1.2937 1.3019
S4 1.2839 1.2876 1.3002
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 1.2958 0.0135 1.0% 0.0075 0.6% 58% False False 189
10 1.3093 1.2722 0.0371 2.8% 0.0079 0.6% 85% False False 142
20 1.3093 1.2663 0.0430 3.3% 0.0093 0.7% 87% False False 183
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3304
2.618 1.3205
1.618 1.3144
1.000 1.3106
0.618 1.3083
HIGH 1.3045
0.618 1.3022
0.500 1.3015
0.382 1.3007
LOW 1.2984
0.618 1.2946
1.000 1.2923
1.618 1.2885
2.618 1.2824
4.250 1.2725
Fisher Pivots for day following 06-Jul-2017
Pivot 1 day 3 day
R1 1.3029 1.3031
PP 1.3022 1.3026
S1 1.3015 1.3022

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

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