CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 03-Nov-2016
Day Change Summary
Previous Current
02-Nov-2016 03-Nov-2016 Change Change % Previous Week
Open 1.2260 1.2336 0.0076 0.6% 1.2258
High 1.2386 1.2527 0.0141 1.1% 1.2304
Low 1.2256 1.2333 0.0077 0.6% 1.2119
Close 1.2321 1.2491 0.0170 1.4% 1.2225
Range 0.0130 0.0194 0.0064 49.2% 0.0185
ATR 0.0118 0.0124 0.0006 5.4% 0.0000
Volume 360 1,511 1,151 319.7% 3,507
Daily Pivots for day following 03-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.3032 1.2956 1.2598
R3 1.2838 1.2762 1.2544
R2 1.2644 1.2644 1.2527
R1 1.2568 1.2568 1.2509 1.2606
PP 1.2450 1.2450 1.2450 1.2470
S1 1.2374 1.2374 1.2473 1.2412
S2 1.2256 1.2256 1.2455
S3 1.2062 1.2180 1.2438
S4 1.1868 1.1986 1.2384
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.2771 1.2683 1.2327
R3 1.2586 1.2498 1.2276
R2 1.2401 1.2401 1.2259
R1 1.2313 1.2313 1.2242 1.2265
PP 1.2216 1.2216 1.2216 1.2192
S1 1.2128 1.2128 1.2208 1.2080
S2 1.2031 1.2031 1.2191
S3 1.1846 1.1943 1.2174
S4 1.1661 1.1758 1.2123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2527 1.2150 0.0377 3.0% 0.0120 1.0% 90% True False 529
10 1.2527 1.2119 0.0408 3.3% 0.0111 0.9% 91% True False 618
20 1.2670 1.2119 0.0551 4.4% 0.0141 1.1% 68% False False 521
40 1.3390 1.2119 0.1271 10.2% 0.0124 1.0% 29% False False 331
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.3352
2.618 1.3035
1.618 1.2841
1.000 1.2721
0.618 1.2647
HIGH 1.2527
0.618 1.2453
0.500 1.2430
0.382 1.2407
LOW 1.2333
0.618 1.2213
1.000 1.2139
1.618 1.2019
2.618 1.1825
4.250 1.1509
Fisher Pivots for day following 03-Nov-2016
Pivot 1 day 3 day
R1 1.2471 1.2455
PP 1.2450 1.2419
S1 1.2430 1.2384

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

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