CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 09-Jan-2017
Day Change Summary
Previous Current
06-Jan-2017 09-Jan-2017 Change Change % Previous Week
Open 1.2461 1.2310 -0.0151 -1.2% 1.2335
High 1.2478 1.2318 -0.0160 -1.3% 1.2479
Low 1.2310 1.2174 -0.0136 -1.1% 1.2248
Close 1.2325 1.2210 -0.0115 -0.9% 1.2325
Range 0.0168 0.0144 -0.0024 -14.3% 0.0231
ATR 0.0119 0.0122 0.0002 1.9% 0.0000
Volume 108 109 1 0.9% 480
Daily Pivots for day following 09-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.2666 1.2582 1.2289
R3 1.2522 1.2438 1.2250
R2 1.2378 1.2378 1.2236
R1 1.2294 1.2294 1.2223 1.2264
PP 1.2234 1.2234 1.2234 1.2219
S1 1.2150 1.2150 1.2197 1.2120
S2 1.2090 1.2090 1.2184
S3 1.1946 1.2006 1.2170
S4 1.1802 1.1862 1.2131
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.3044 1.2915 1.2452
R3 1.2813 1.2684 1.2389
R2 1.2582 1.2582 1.2367
R1 1.2453 1.2453 1.2346 1.2402
PP 1.2351 1.2351 1.2351 1.2325
S1 1.2222 1.2222 1.2304 1.2171
S2 1.2120 1.2120 1.2283
S3 1.1889 1.1991 1.2261
S4 1.1658 1.1760 1.2198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2479 1.2174 0.0305 2.5% 0.0141 1.2% 12% False True 117
10 1.2479 1.2174 0.0305 2.5% 0.0111 0.9% 12% False True 119
20 1.2780 1.2174 0.0606 5.0% 0.0107 0.9% 6% False True 100
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2930
2.618 1.2695
1.618 1.2551
1.000 1.2462
0.618 1.2407
HIGH 1.2318
0.618 1.2263
0.500 1.2246
0.382 1.2229
LOW 1.2174
0.618 1.2085
1.000 1.2030
1.618 1.1941
2.618 1.1797
4.250 1.1562
Fisher Pivots for day following 09-Jan-2017
Pivot 1 day 3 day
R1 1.2246 1.2327
PP 1.2234 1.2288
S1 1.2222 1.2249

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

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