CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 31-Jul-2017
Day Change Summary
Previous Current
28-Jul-2017 31-Jul-2017 Change Change % Previous Week
Open 1.3085 1.3160 0.0075 0.6% 1.3021
High 1.3174 1.3247 0.0073 0.6% 1.3181
Low 1.3083 1.3118 0.0035 0.3% 1.3010
Close 1.3170 1.3217 0.0047 0.4% 1.3170
Range 0.0091 0.0129 0.0038 41.8% 0.0171
ATR 0.0094 0.0097 0.0002 2.6% 0.0000
Volume 87,174 105,755 18,581 21.3% 478,709
Daily Pivots for day following 31-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3581 1.3528 1.3288
R3 1.3452 1.3399 1.3252
R2 1.3323 1.3323 1.3241
R1 1.3270 1.3270 1.3229 1.3297
PP 1.3194 1.3194 1.3194 1.3207
S1 1.3141 1.3141 1.3205 1.3168
S2 1.3065 1.3065 1.3193
S3 1.2936 1.3012 1.3182
S4 1.2807 1.2883 1.3146
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3633 1.3573 1.3264
R3 1.3462 1.3402 1.3217
R2 1.3291 1.3291 1.3201
R1 1.3231 1.3231 1.3186 1.3261
PP 1.3120 1.3120 1.3120 1.3136
S1 1.3060 1.3060 1.3154 1.3090
S2 1.2949 1.2949 1.3139
S3 1.2778 1.2889 1.3123
S4 1.2607 1.2718 1.3076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3247 1.3021 0.0226 1.7% 0.0106 0.8% 87% True False 100,222
10 1.3247 1.2956 0.0291 2.2% 0.0094 0.7% 90% True False 101,052
20 1.3247 1.2839 0.0408 3.1% 0.0092 0.7% 93% True False 99,166
40 1.3247 1.2625 0.0622 4.7% 0.0097 0.7% 95% True False 88,207
60 1.3247 1.2625 0.0622 4.7% 0.0094 0.7% 95% True False 59,009
80 1.3247 1.2420 0.0827 6.3% 0.0092 0.7% 96% True False 44,292
100 1.3247 1.2177 0.1070 8.1% 0.0093 0.7% 97% True False 35,447
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 0.0023
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3795
2.618 1.3585
1.618 1.3456
1.000 1.3376
0.618 1.3327
HIGH 1.3247
0.618 1.3198
0.500 1.3183
0.382 1.3167
LOW 1.3118
0.618 1.3038
1.000 1.2989
1.618 1.2909
2.618 1.2780
4.250 1.2570
Fisher Pivots for day following 31-Jul-2017
Pivot 1 day 3 day
R1 1.3206 1.3198
PP 1.3194 1.3179
S1 1.3183 1.3160

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

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