CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 12-Jul-2017
Day Change Summary
Previous Current
11-Jul-2017 12-Jul-2017 Change Change % Previous Week
Open 1.2960 1.2920 -0.0040 -0.3% 1.3071
High 1.2989 1.2971 -0.0018 -0.1% 1.3085
Low 1.2896 1.2876 -0.0020 -0.2% 1.2932
Close 1.2914 1.2950 0.0036 0.3% 1.2946
Range 0.0093 0.0095 0.0002 2.2% 0.0153
ATR 0.0092 0.0093 0.0000 0.2% 0.0000
Volume 22 78 56 254.5% 675
Daily Pivots for day following 12-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3217 1.3179 1.3002
R3 1.3122 1.3084 1.2976
R2 1.3027 1.3027 1.2967
R1 1.2989 1.2989 1.2959 1.3008
PP 1.2932 1.2932 1.2932 1.2942
S1 1.2894 1.2894 1.2941 1.2913
S2 1.2837 1.2837 1.2933
S3 1.2742 1.2799 1.2924
S4 1.2647 1.2704 1.2898
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3447 1.3349 1.3030
R3 1.3294 1.3196 1.2988
R2 1.3141 1.3141 1.2974
R1 1.3043 1.3043 1.2960 1.3016
PP 1.2988 1.2988 1.2988 1.2974
S1 1.2890 1.2890 1.2932 1.2863
S2 1.2835 1.2835 1.2918
S3 1.2682 1.2737 1.2904
S4 1.2529 1.2584 1.2862
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3045 1.2876 0.0169 1.3% 0.0080 0.6% 44% False True 128
10 1.3093 1.2876 0.0217 1.7% 0.0086 0.7% 34% False True 136
20 1.3093 1.2663 0.0430 3.3% 0.0086 0.7% 67% False False 146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3375
2.618 1.3220
1.618 1.3125
1.000 1.3066
0.618 1.3030
HIGH 1.2971
0.618 1.2935
0.500 1.2924
0.382 1.2912
LOW 1.2876
0.618 1.2817
1.000 1.2781
1.618 1.2722
2.618 1.2627
4.250 1.2472
Fisher Pivots for day following 12-Jul-2017
Pivot 1 day 3 day
R1 1.2941 1.2944
PP 1.2932 1.2938
S1 1.2924 1.2933

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

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