CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 26-Jul-2017
Day Change Summary
Previous Current
25-Jul-2017 26-Jul-2017 Change Change % Previous Week
Open 1.3047 1.3051 0.0004 0.0% 1.3136
High 1.3107 1.3147 0.0040 0.3% 1.3153
Low 1.3030 1.3021 -0.0009 -0.1% 1.2956
Close 1.3060 1.3117 0.0057 0.4% 1.3031
Range 0.0077 0.0126 0.0049 63.6% 0.0197
ATR 0.0091 0.0093 0.0003 2.8% 0.0000
Volume 82,252 104,775 22,523 27.4% 508,188
Daily Pivots for day following 26-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3473 1.3421 1.3186
R3 1.3347 1.3295 1.3152
R2 1.3221 1.3221 1.3140
R1 1.3169 1.3169 1.3129 1.3195
PP 1.3095 1.3095 1.3095 1.3108
S1 1.3043 1.3043 1.3105 1.3069
S2 1.2969 1.2969 1.3094
S3 1.2843 1.2917 1.3082
S4 1.2717 1.2791 1.3048
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3638 1.3531 1.3139
R3 1.3441 1.3334 1.3085
R2 1.3244 1.3244 1.3067
R1 1.3137 1.3137 1.3049 1.3092
PP 1.3047 1.3047 1.3047 1.3024
S1 1.2940 1.2940 1.3013 1.2895
S2 1.2850 1.2850 1.2995
S3 1.2653 1.2743 1.2977
S4 1.2456 1.2546 1.2923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3147 1.2956 0.0191 1.5% 0.0089 0.7% 84% True False 98,655
10 1.3153 1.2914 0.0239 1.8% 0.0092 0.7% 85% False False 99,710
20 1.3153 1.2827 0.0326 2.5% 0.0093 0.7% 89% False False 104,878
40 1.3153 1.2625 0.0528 4.0% 0.0096 0.7% 93% False False 80,483
60 1.3153 1.2625 0.0528 4.0% 0.0092 0.7% 93% False False 53,785
80 1.3153 1.2420 0.0733 5.6% 0.0091 0.7% 95% False False 40,370
100 1.3153 1.2177 0.0976 7.4% 0.0092 0.7% 96% False False 32,308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3683
2.618 1.3477
1.618 1.3351
1.000 1.3273
0.618 1.3225
HIGH 1.3147
0.618 1.3099
0.500 1.3084
0.382 1.3069
LOW 1.3021
0.618 1.2943
1.000 1.2895
1.618 1.2817
2.618 1.2691
4.250 1.2486
Fisher Pivots for day following 26-Jul-2017
Pivot 1 day 3 day
R1 1.3106 1.3104
PP 1.3095 1.3091
S1 1.3084 1.3079

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

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