CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 28-Mar-2017
Day Change Summary
Previous Current
27-Mar-2017 28-Mar-2017 Change Change % Previous Week
Open 1.2569 1.2601 0.0032 0.3% 1.2460
High 1.2671 1.2650 -0.0021 -0.2% 1.2590
Low 1.2550 1.2499 -0.0051 -0.4% 1.2400
Close 1.2623 1.2506 -0.0117 -0.9% 1.2557
Range 0.0121 0.0151 0.0030 24.8% 0.0190
ATR 0.0089 0.0094 0.0004 5.0% 0.0000
Volume 73 102 29 39.7% 174
Daily Pivots for day following 28-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.3005 1.2906 1.2589
R3 1.2854 1.2755 1.2548
R2 1.2703 1.2703 1.2534
R1 1.2604 1.2604 1.2520 1.2578
PP 1.2552 1.2552 1.2552 1.2539
S1 1.2453 1.2453 1.2492 1.2427
S2 1.2401 1.2401 1.2478
S3 1.2250 1.2302 1.2464
S4 1.2099 1.2151 1.2423
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 1.2486 0.0185 1.5% 0.0093 0.7% 11% False False 55
10 1.2671 1.2213 0.0458 3.7% 0.0108 0.9% 64% False False 49
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 0.0030
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3292
2.618 1.3045
1.618 1.2894
1.000 1.2801
0.618 1.2743
HIGH 1.2650
0.618 1.2592
0.500 1.2575
0.382 1.2557
LOW 1.2499
0.618 1.2406
1.000 1.2348
1.618 1.2255
2.618 1.2104
4.250 1.1857
Fisher Pivots for day following 28-Mar-2017
Pivot 1 day 3 day
R1 1.2575 1.2585
PP 1.2552 1.2559
S1 1.2529 1.2532

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

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