CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 26-Jan-2017
Day Change Summary
Previous Current
25-Jan-2017 26-Jan-2017 Change Change % Previous Week
Open 1.2572 1.2690 0.0118 0.9% 1.2103
High 1.2682 1.2718 0.0036 0.3% 1.2461
Low 1.2537 1.2602 0.0065 0.5% 1.2035
Close 1.2671 1.2653 -0.0018 -0.1% 1.2425
Range 0.0145 0.0116 -0.0029 -20.0% 0.0426
ATR 0.0143 0.0141 -0.0002 -1.3% 0.0000
Volume 628 309 -319 -50.8% 2,458
Daily Pivots for day following 26-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.3006 1.2945 1.2717
R3 1.2890 1.2829 1.2685
R2 1.2774 1.2774 1.2674
R1 1.2713 1.2713 1.2664 1.2686
PP 1.2658 1.2658 1.2658 1.2644
S1 1.2597 1.2597 1.2642 1.2570
S2 1.2542 1.2542 1.2632
S3 1.2426 1.2481 1.2621
S4 1.2310 1.2365 1.2589
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.3585 1.3431 1.2659
R3 1.3159 1.3005 1.2542
R2 1.2733 1.2733 1.2503
R1 1.2579 1.2579 1.2464 1.2656
PP 1.2307 1.2307 1.2307 1.2346
S1 1.2153 1.2153 1.2386 1.2230
S2 1.1881 1.1881 1.2347
S3 1.1455 1.1727 1.2308
S4 1.1029 1.1301 1.2191
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2718 1.2308 0.0410 3.2% 0.0132 1.0% 84% True False 284
10 1.2718 1.2035 0.0683 5.4% 0.0160 1.3% 90% True False 423
20 1.2718 1.2035 0.0683 5.4% 0.0146 1.2% 90% True False 286
40 1.2831 1.2035 0.0796 6.3% 0.0126 1.0% 78% False False 169
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 False
Bull Hook True
Stretch 0.0024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3211
2.618 1.3022
1.618 1.2906
1.000 1.2834
0.618 1.2790
HIGH 1.2718
0.618 1.2674
0.500 1.2660
0.382 1.2646
LOW 1.2602
0.618 1.2530
1.000 1.2486
1.618 1.2414
2.618 1.2298
4.250 1.2109
Fisher Pivots for day following 26-Jan-2017
Pivot 1 day 3 day
R1 1.2660 1.2632
PP 1.2658 1.2612
S1 1.2655 1.2591

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

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