CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 11-Jan-2017
Day Change Summary
Previous Current
10-Jan-2017 11-Jan-2017 Change Change % Previous Week
Open 1.2218 1.2237 0.0019 0.2% 1.2335
High 1.2236 1.2320 0.0084 0.7% 1.2479
Low 1.2157 1.2087 -0.0070 -0.6% 1.2248
Close 1.2211 1.2256 0.0045 0.4% 1.2325
Range 0.0079 0.0233 0.0154 194.9% 0.0231
ATR 0.0119 0.0127 0.0008 6.9% 0.0000
Volume 107 224 117 109.3% 480
Daily Pivots for day following 11-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.2920 1.2821 1.2384
R3 1.2687 1.2588 1.2320
R2 1.2454 1.2454 1.2299
R1 1.2355 1.2355 1.2277 1.2405
PP 1.2221 1.2221 1.2221 1.2246
S1 1.2122 1.2122 1.2235 1.2172
S2 1.1988 1.1988 1.2213
S3 1.1755 1.1889 1.2192
S4 1.1522 1.1656 1.2128
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 1.2087 0.0392 3.2% 0.0157 1.3% 43% False True 126
10 1.2479 1.2087 0.0392 3.2% 0.0131 1.1% 43% False True 150
20 1.2780 1.2087 0.0693 5.7% 0.0118 1.0% 24% False True 116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1.3310
2.618 1.2930
1.618 1.2697
1.000 1.2553
0.618 1.2464
HIGH 1.2320
0.618 1.2231
0.500 1.2204
0.382 1.2176
LOW 1.2087
0.618 1.1943
1.000 1.1854
1.618 1.1710
2.618 1.1477
4.250 1.1097
Fisher Pivots for day following 11-Jan-2017
Pivot 1 day 3 day
R1 1.2239 1.2239
PP 1.2221 1.2221
S1 1.2204 1.2204

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

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