CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 17-Mar-2017
Day Change Summary
Previous Current
16-Mar-2017 17-Mar-2017 Change Change % Previous Week
Open 1.2346 1.2426 0.0080 0.6% 1.2230
High 1.2438 1.2465 0.0027 0.2% 1.2465
Low 1.2306 1.2387 0.0081 0.7% 1.2177
Close 1.2421 1.2459 0.0038 0.3% 1.2459
Range 0.0132 0.0078 -0.0054 -40.9% 0.0288
ATR
Volume 55 14 -41 -74.5% 362
Daily Pivots for day following 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.2671 1.2643 1.2502
R3 1.2593 1.2565 1.2480
R2 1.2515 1.2515 1.2473
R1 1.2487 1.2487 1.2466 1.2501
PP 1.2437 1.2437 1.2437 1.2444
S1 1.2409 1.2409 1.2452 1.2423
S2 1.2359 1.2359 1.2445
S3 1.2281 1.2331 1.2438
S4 1.2203 1.2253 1.2416
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.3231 1.3133 1.2617
R3 1.2943 1.2845 1.2538
R2 1.2655 1.2655 1.2512
R1 1.2557 1.2557 1.2485 1.2606
PP 1.2367 1.2367 1.2367 1.2392
S1 1.2269 1.2269 1.2433 1.2318
S2 1.2079 1.2079 1.2406
S3 1.1791 1.1981 1.2380
S4 1.1503 1.1693 1.2301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2465 1.2177 0.0288 2.3% 0.0110 0.9% 98% True False 72
10 1.2465 1.2177 0.0288 2.3% 0.0086 0.7% 98% True False 65
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 False
Stretch 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2797
2.618 1.2669
1.618 1.2591
1.000 1.2543
0.618 1.2513
HIGH 1.2465
0.618 1.2435
0.500 1.2426
0.382 1.2417
LOW 1.2387
0.618 1.2339
1.000 1.2309
1.618 1.2261
2.618 1.2183
4.250 1.2056
Fisher Pivots for day following 17-Mar-2017
Pivot 1 day 3 day
R1 1.2448 1.2419
PP 1.2437 1.2379
S1 1.2426 1.2339

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

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