CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 29-Sep-2016
Day Change Summary
Previous Current
28-Sep-2016 29-Sep-2016 Change Change % Previous Week
Open 1.3050 1.3059 0.0009 0.1% 1.3092
High 1.3075 1.3094 0.0019 0.1% 1.3165
Low 1.3026 1.2998 -0.0028 -0.2% 1.2959
Close 1.3068 1.3011 -0.0057 -0.4% 1.3006
Range 0.0049 0.0096 0.0047 95.9% 0.0206
ATR 0.0102 0.0101 0.0000 -0.4% 0.0000
Volume 8 24 16 200.0% 396
Daily Pivots for day following 29-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3322 1.3263 1.3064
R3 1.3226 1.3167 1.3037
R2 1.3130 1.3130 1.3029
R1 1.3071 1.3071 1.3020 1.3053
PP 1.3034 1.3034 1.3034 1.3025
S1 1.2975 1.2975 1.3002 1.2957
S2 1.2938 1.2938 1.2993
S3 1.2842 1.2879 1.2985
S4 1.2746 1.2783 1.2958
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3661 1.3540 1.3119
R3 1.3455 1.3334 1.3063
R2 1.3249 1.3249 1.3044
R1 1.3128 1.3128 1.3025 1.3086
PP 1.3043 1.3043 1.3043 1.3022
S1 1.2922 1.2922 1.2987 1.2880
S2 1.2837 1.2837 1.2968
S3 1.2631 1.2716 1.2949
S4 1.2425 1.2510 1.2893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3131 1.2959 0.0172 1.3% 0.0094 0.7% 30% False False 47
10 1.3283 1.2959 0.0324 2.5% 0.0106 0.8% 16% False False 103
20 1.3492 1.2959 0.0533 4.1% 0.0103 0.8% 10% False False 66
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3502
2.618 1.3345
1.618 1.3249
1.000 1.3190
0.618 1.3153
HIGH 1.3094
0.618 1.3057
0.500 1.3046
0.382 1.3035
LOW 1.2998
0.618 1.2939
1.000 1.2902
1.618 1.2843
2.618 1.2747
4.250 1.2590
Fisher Pivots for day following 29-Sep-2016
Pivot 1 day 3 day
R1 1.3046 1.3039
PP 1.3034 1.3030
S1 1.3023 1.3020

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

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