CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 20-Jul-2017
Day Change Summary
Previous Current
19-Jul-2017 20-Jul-2017 Change Change % Previous Week
Open 1.3068 1.3050 -0.0018 -0.1% 1.2917
High 1.3079 1.3057 -0.0022 -0.2% 1.3141
Low 1.3037 1.2956 -0.0081 -0.6% 1.2839
Close 1.3052 1.2999 -0.0053 -0.4% 1.3114
Range 0.0042 0.0101 0.0059 140.5% 0.0302
ATR 0.0095 0.0095 0.0000 0.5% 0.0000
Volume 77,559 130,856 53,297 68.7% 508,602
Daily Pivots for day following 20-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3307 1.3254 1.3055
R3 1.3206 1.3153 1.3027
R2 1.3105 1.3105 1.3018
R1 1.3052 1.3052 1.3008 1.3028
PP 1.3004 1.3004 1.3004 1.2992
S1 1.2951 1.2951 1.2990 1.2927
S2 1.2903 1.2903 1.2980
S3 1.2802 1.2850 1.2971
S4 1.2701 1.2749 1.2943
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 1.2956 0.0197 1.5% 0.0102 0.8% 22% False True 109,282
10 1.3153 1.2839 0.0314 2.4% 0.0094 0.7% 51% False False 102,347
20 1.3153 1.2687 0.0466 3.6% 0.0091 0.7% 67% False False 103,087
40 1.3153 1.2625 0.0528 4.1% 0.0098 0.8% 71% False False 71,493
60 1.3153 1.2625 0.0528 4.1% 0.0091 0.7% 71% False False 47,755
80 1.3153 1.2420 0.0733 5.6% 0.0093 0.7% 79% False False 35,844
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3486
2.618 1.3321
1.618 1.3220
1.000 1.3158
0.618 1.3119
HIGH 1.3057
0.618 1.3018
0.500 1.3007
0.382 1.2995
LOW 1.2956
0.618 1.2894
1.000 1.2855
1.618 1.2793
2.618 1.2692
4.250 1.2527
Fisher Pivots for day following 20-Jul-2017
Pivot 1 day 3 day
R1 1.3007 1.3055
PP 1.3004 1.3036
S1 1.3002 1.3018

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

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