CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 27-Mar-2017
Day Change Summary
Previous Current
24-Mar-2017 27-Mar-2017 Change Change % Previous Week
Open 1.2545 1.2569 0.0024 0.2% 1.2460
High 1.2579 1.2671 0.0092 0.7% 1.2590
Low 1.2529 1.2550 0.0021 0.2% 1.2400
Close 1.2557 1.2623 0.0066 0.5% 1.2557
Range 0.0050 0.0121 0.0071 142.0% 0.0190
ATR 0.0087 0.0089 0.0002 2.8% 0.0000
Volume 21 73 52 247.6% 174
Daily Pivots for day following 27-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.2978 1.2921 1.2690
R3 1.2857 1.2800 1.2656
R2 1.2736 1.2736 1.2645
R1 1.2679 1.2679 1.2634 1.2708
PP 1.2615 1.2615 1.2615 1.2629
S1 1.2558 1.2558 1.2612 1.2587
S2 1.2494 1.2494 1.2601
S3 1.2373 1.2437 1.2590
S4 1.2252 1.2316 1.2556
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.3086 1.3011 1.2662
R3 1.2896 1.2821 1.2609
R2 1.2706 1.2706 1.2592
R1 1.2631 1.2631 1.2574 1.2669
PP 1.2516 1.2516 1.2516 1.2534
S1 1.2441 1.2441 1.2540 1.2479
S2 1.2326 1.2326 1.2522
S3 1.2136 1.2251 1.2505
S4 1.1946 1.2061 1.2453
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2671 1.2406 0.0265 2.1% 0.0093 0.7% 82% True False 43
10 1.2671 1.2177 0.0494 3.9% 0.0103 0.8% 90% True False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3185
2.618 1.2988
1.618 1.2867
1.000 1.2792
0.618 1.2746
HIGH 1.2671
0.618 1.2625
0.500 1.2611
0.382 1.2596
LOW 1.2550
0.618 1.2475
1.000 1.2429
1.618 1.2354
2.618 1.2233
4.250 1.2036
Fisher Pivots for day following 27-Mar-2017
Pivot 1 day 3 day
R1 1.2619 1.2615
PP 1.2615 1.2607
S1 1.2611 1.2599

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

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