CME British Pound Future June 2017


Trading Metrics calculated at close of trading on 31-Jan-2017
Day Change Summary
Previous Current
30-Jan-2017 31-Jan-2017 Change Change % Previous Week
Open 1.2612 1.2540 -0.0072 -0.6% 1.2425
High 1.2641 1.2634 -0.0007 -0.1% 1.2718
Low 1.2508 1.2453 -0.0055 -0.4% 1.2425
Close 1.2526 1.2622 0.0096 0.8% 1.2601
Range 0.0133 0.0181 0.0048 36.1% 0.0293
ATR 0.0137 0.0140 0.0003 2.3% 0.0000
Volume 175 490 315 180.0% 1,560
Daily Pivots for day following 31-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.3113 1.3048 1.2722
R3 1.2932 1.2867 1.2672
R2 1.2751 1.2751 1.2655
R1 1.2686 1.2686 1.2639 1.2719
PP 1.2570 1.2570 1.2570 1.2586
S1 1.2505 1.2505 1.2605 1.2538
S2 1.2389 1.2389 1.2589
S3 1.2208 1.2324 1.2572
S4 1.2027 1.2143 1.2522
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.3460 1.3324 1.2762
R3 1.3167 1.3031 1.2682
R2 1.2874 1.2874 1.2655
R1 1.2738 1.2738 1.2628 1.2806
PP 1.2581 1.2581 1.2581 1.2616
S1 1.2445 1.2445 1.2574 1.2513
S2 1.2288 1.2288 1.2547
S3 1.1995 1.2152 1.2520
S4 1.1702 1.1859 1.2440
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2718 1.2453 0.0265 2.1% 0.0133 1.1% 64% False True 373
10 1.2718 1.2299 0.0419 3.3% 0.0131 1.0% 77% False False 311
20 1.2718 1.2035 0.0683 5.4% 0.0151 1.2% 86% False False 304
40 1.2831 1.2035 0.0796 6.3% 0.0126 1.0% 74% False False 189
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 0.0024
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3403
2.618 1.3108
1.618 1.2927
1.000 1.2815
0.618 1.2746
HIGH 1.2634
0.618 1.2565
0.500 1.2544
0.382 1.2522
LOW 1.2453
0.618 1.2341
1.000 1.2272
1.618 1.2160
2.618 1.1979
4.250 1.1684
Fisher Pivots for day following 31-Jan-2017
Pivot 1 day 3 day
R1 1.2596 1.2598
PP 1.2570 1.2574
S1 1.2544 1.2551

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

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