CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 03-Oct-2016
Day Change Summary
Previous Current
30-Sep-2016 03-Oct-2016 Change Change % Previous Week
Open 1.3003 1.2967 -0.0036 -0.3% 1.3000
High 1.3065 1.2985 -0.0080 -0.6% 1.3094
Low 1.2980 1.2862 -0.0118 -0.9% 1.2962
Close 1.3022 1.2899 -0.0123 -0.9% 1.3022
Range 0.0085 0.0123 0.0038 44.7% 0.0132
ATR 0.0100 0.0104 0.0004 4.3% 0.0000
Volume 453 65 -388 -85.7% 647
Daily Pivots for day following 03-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.3284 1.3215 1.2967
R3 1.3161 1.3092 1.2933
R2 1.3038 1.3038 1.2922
R1 1.2969 1.2969 1.2910 1.2942
PP 1.2915 1.2915 1.2915 1.2902
S1 1.2846 1.2846 1.2888 1.2819
S2 1.2792 1.2792 1.2876
S3 1.2669 1.2723 1.2865
S4 1.2546 1.2600 1.2831
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.3422 1.3354 1.3095
R3 1.3290 1.3222 1.3058
R2 1.3158 1.3158 1.3046
R1 1.3090 1.3090 1.3034 1.3124
PP 1.3026 1.3026 1.3026 1.3043
S1 1.2958 1.2958 1.3010 1.2992
S2 1.2894 1.2894 1.2998
S3 1.2762 1.2826 1.2986
S4 1.2630 1.2694 1.2949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3094 1.2862 0.0232 1.8% 0.0088 0.7% 16% False True 115
10 1.3165 1.2862 0.0303 2.3% 0.0097 0.8% 12% False True 105
20 1.3492 1.2862 0.0630 4.9% 0.0101 0.8% 6% False True 90
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3508
2.618 1.3307
1.618 1.3184
1.000 1.3108
0.618 1.3061
HIGH 1.2985
0.618 1.2938
0.500 1.2924
0.382 1.2909
LOW 1.2862
0.618 1.2786
1.000 1.2739
1.618 1.2663
2.618 1.2540
4.250 1.2339
Fisher Pivots for day following 03-Oct-2016
Pivot 1 day 3 day
R1 1.2924 1.2978
PP 1.2915 1.2952
S1 1.2907 1.2925

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

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