CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 10-May-2017
Day Change Summary
Previous Current
09-May-2017 10-May-2017 Change Change % Previous Week
Open 1.2996 1.2996 0.0000 0.0% 1.2975
High 1.3008 1.3036 0.0028 0.2% 1.3034
Low 1.2953 1.2979 0.0026 0.2% 1.2881
Close 1.2976 1.2992 0.0016 0.1% 1.3024
Range 0.0055 0.0057 0.0002 3.6% 0.0153
ATR 0.0084 0.0082 -0.0002 -2.0% 0.0000
Volume 46 241 195 423.9% 1,436
Daily Pivots for day following 10-May-2017
Classic Woodie Camarilla DeMark
R4 1.3173 1.3140 1.3023
R3 1.3116 1.3083 1.3008
R2 1.3059 1.3059 1.3002
R1 1.3026 1.3026 1.2997 1.3014
PP 1.3002 1.3002 1.3002 1.2997
S1 1.2969 1.2969 1.2987 1.2957
S2 1.2945 1.2945 1.2982
S3 1.2888 1.2912 1.2976
S4 1.2831 1.2855 1.2961
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 1.3439 1.3384 1.3108
R3 1.3286 1.3231 1.3066
R2 1.3133 1.3133 1.3052
R1 1.3078 1.3078 1.3038 1.3106
PP 1.2980 1.2980 1.2980 1.2993
S1 1.2925 1.2925 1.3010 1.2953
S2 1.2827 1.2827 1.2996
S3 1.2674 1.2772 1.2982
S4 1.2521 1.2619 1.2940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3036 1.2881 0.0155 1.2% 0.0070 0.5% 72% True False 267
10 1.3036 1.2881 0.0155 1.2% 0.0070 0.5% 72% True False 229
20 1.3036 1.2534 0.0502 3.9% 0.0085 0.7% 91% True False 190
40 1.3036 1.2213 0.0823 6.3% 0.0092 0.7% 95% True False 127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3278
2.618 1.3185
1.618 1.3128
1.000 1.3093
0.618 1.3071
HIGH 1.3036
0.618 1.3014
0.500 1.3008
0.382 1.3001
LOW 1.2979
0.618 1.2944
1.000 1.2922
1.618 1.2887
2.618 1.2830
4.250 1.2737
Fisher Pivots for day following 10-May-2017
Pivot 1 day 3 day
R1 1.3008 1.2995
PP 1.3002 1.2994
S1 1.2997 1.2993

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

View Archives - Comment on this page... - Back to Index of Symbols