CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 18-Jul-2017
Day Change Summary
Previous Current
17-Jul-2017 18-Jul-2017 Change Change % Previous Week
Open 1.3136 1.3084 -0.0052 -0.4% 1.2917
High 1.3140 1.3153 0.0013 0.1% 1.3141
Low 1.3072 1.3031 -0.0041 -0.3% 1.2839
Close 1.3083 1.3075 -0.0008 -0.1% 1.3114
Range 0.0068 0.0122 0.0054 79.4% 0.0302
ATR 0.0097 0.0099 0.0002 1.8% 0.0000
Volume 82,123 125,609 43,486 53.0% 508,602
Daily Pivots for day following 18-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3452 1.3386 1.3142
R3 1.3330 1.3264 1.3109
R2 1.3208 1.3208 1.3097
R1 1.3142 1.3142 1.3086 1.3114
PP 1.3086 1.3086 1.3086 1.3073
S1 1.3020 1.3020 1.3064 1.2992
S2 1.2964 1.2964 1.3053
S3 1.2842 1.2898 1.3041
S4 1.2720 1.2776 1.3008
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3937 1.3828 1.3280
R3 1.3635 1.3526 1.3197
R2 1.3333 1.3333 1.3169
R1 1.3224 1.3224 1.3142 1.3279
PP 1.3031 1.3031 1.3031 1.3059
S1 1.2922 1.2922 1.3086 1.2977
S2 1.2729 1.2729 1.3059
S3 1.2427 1.2620 1.3031
S4 1.2125 1.2318 1.2948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3153 1.2839 0.0314 2.4% 0.0107 0.8% 75% True False 108,613
10 1.3153 1.2839 0.0314 2.4% 0.0093 0.7% 75% True False 101,591
20 1.3153 1.2625 0.0528 4.0% 0.0098 0.7% 85% True False 106,077
40 1.3153 1.2625 0.0528 4.0% 0.0098 0.7% 85% True False 66,302
60 1.3153 1.2625 0.0528 4.0% 0.0091 0.7% 85% True False 44,286
80 1.3153 1.2420 0.0733 5.6% 0.0093 0.7% 89% True False 33,240
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3672
2.618 1.3472
1.618 1.3350
1.000 1.3275
0.618 1.3228
HIGH 1.3153
0.618 1.3106
0.500 1.3092
0.382 1.3078
LOW 1.3031
0.618 1.2956
1.000 1.2909
1.618 1.2834
2.618 1.2712
4.250 1.2513
Fisher Pivots for day following 18-Jul-2017
Pivot 1 day 3 day
R1 1.3092 1.3069
PP 1.3086 1.3063
S1 1.3081 1.3058

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

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