CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 19-Jan-2017
Day Change Summary
Previous Current
18-Jan-2017 19-Jan-2017 Change Change % Previous Week
Open 1.2452 1.2300 -0.0152 -1.2% 1.2310
High 1.2454 1.2390 -0.0064 -0.5% 1.2362
Low 1.2301 1.2299 -0.0002 0.0% 1.2087
Close 1.2333 1.2382 0.0049 0.4% 1.2232
Range 0.0153 0.0091 -0.0062 -40.5% 0.0275
ATR 0.0149 0.0145 -0.0004 -2.8% 0.0000
Volume 296 468 172 58.1% 921
Daily Pivots for day following 19-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.2630 1.2597 1.2432
R3 1.2539 1.2506 1.2407
R2 1.2448 1.2448 1.2399
R1 1.2415 1.2415 1.2390 1.2432
PP 1.2357 1.2357 1.2357 1.2365
S1 1.2324 1.2324 1.2374 1.2341
S2 1.2266 1.2266 1.2365
S3 1.2175 1.2233 1.2357
S4 1.2084 1.2142 1.2332
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.3052 1.2917 1.2383
R3 1.2777 1.2642 1.2308
R2 1.2502 1.2502 1.2282
R1 1.2367 1.2367 1.2257 1.2297
PP 1.2227 1.2227 1.2227 1.2192
S1 1.2092 1.2092 1.2207 1.2022
S2 1.1952 1.1952 1.2182
S3 1.1677 1.1817 1.2156
S4 1.1402 1.1542 1.2081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2461 1.2035 0.0426 3.4% 0.0188 1.5% 81% False False 562
10 1.2479 1.2035 0.0444 3.6% 0.0173 1.4% 78% False False 344
20 1.2479 1.2035 0.0444 3.6% 0.0131 1.1% 78% False False 224
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.0033
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2777
2.618 1.2628
1.618 1.2537
1.000 1.2481
0.618 1.2446
HIGH 1.2390
0.618 1.2355
0.500 1.2345
0.382 1.2334
LOW 1.2299
0.618 1.2243
1.000 1.2208
1.618 1.2152
2.618 1.2061
4.250 1.1912
Fisher Pivots for day following 19-Jan-2017
Pivot 1 day 3 day
R1 1.2370 1.2337
PP 1.2357 1.2293
S1 1.2345 1.2248

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

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