CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 05-Jan-2017
Day Change Summary
Previous Current
04-Jan-2017 05-Jan-2017 Change Change % Previous Week
Open 1.2285 1.2386 0.0101 0.8% 1.2322
High 1.2399 1.2479 0.0080 0.6% 1.2436
Low 1.2270 1.2319 0.0049 0.4% 1.2258
Close 1.2363 1.2458 0.0095 0.8% 1.2388
Range 0.0129 0.0160 0.0031 24.0% 0.0178
ATR 0.0112 0.0116 0.0003 3.0% 0.0000
Volume 164 86 -78 -47.6% 585
Daily Pivots for day following 05-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.2899 1.2838 1.2546
R3 1.2739 1.2678 1.2502
R2 1.2579 1.2579 1.2487
R1 1.2518 1.2518 1.2473 1.2549
PP 1.2419 1.2419 1.2419 1.2434
S1 1.2358 1.2358 1.2443 1.2389
S2 1.2259 1.2259 1.2429
S3 1.2099 1.2198 1.2414
S4 1.1939 1.2038 1.2370
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.2895 1.2819 1.2486
R3 1.2717 1.2641 1.2437
R2 1.2539 1.2539 1.2421
R1 1.2463 1.2463 1.2404 1.2501
PP 1.2361 1.2361 1.2361 1.2380
S1 1.2285 1.2285 1.2372 1.2323
S2 1.2183 1.2183 1.2355
S3 1.2005 1.2107 1.2339
S4 1.1827 1.1929 1.2290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2479 1.2248 0.0231 1.9% 0.0119 1.0% 91% True False 188
10 1.2479 1.2248 0.0231 1.9% 0.0096 0.8% 91% True False 109
20 1.2780 1.2248 0.0532 4.3% 0.0103 0.8% 39% False False 91
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 0.0023
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3159
2.618 1.2898
1.618 1.2738
1.000 1.2639
0.618 1.2578
HIGH 1.2479
0.618 1.2418
0.500 1.2399
0.382 1.2380
LOW 1.2319
0.618 1.2220
1.000 1.2159
1.618 1.2060
2.618 1.1900
4.250 1.1639
Fisher Pivots for day following 05-Jan-2017
Pivot 1 day 3 day
R1 1.2438 1.2427
PP 1.2419 1.2395
S1 1.2399 1.2364

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

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