CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 08-Aug-2017
Day Change Summary
Previous Current
07-Aug-2017 08-Aug-2017 Change Change % Previous Week
Open 1.3061 1.3055 -0.0006 0.0% 1.3160
High 1.3077 1.3071 -0.0006 0.0% 1.3287
Low 1.3032 1.2969 -0.0063 -0.5% 1.3041
Close 1.3049 1.3005 -0.0044 -0.3% 1.3053
Range 0.0045 0.0102 0.0057 126.7% 0.0246
ATR 0.0095 0.0096 0.0000 0.5% 0.0000
Volume 68,297 88,184 19,887 29.1% 527,605
Daily Pivots for day following 08-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3321 1.3265 1.3061
R3 1.3219 1.3163 1.3033
R2 1.3117 1.3117 1.3024
R1 1.3061 1.3061 1.3014 1.3038
PP 1.3015 1.3015 1.3015 1.3004
S1 1.2959 1.2959 1.2996 1.2936
S2 1.2913 1.2913 1.2986
S3 1.2811 1.2857 1.2977
S4 1.2709 1.2755 1.2949
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3865 1.3705 1.3188
R3 1.3619 1.3459 1.3121
R2 1.3373 1.3373 1.3098
R1 1.3213 1.3213 1.3076 1.3170
PP 1.3127 1.3127 1.3127 1.3106
S1 1.2967 1.2967 1.3030 1.2924
S2 1.2881 1.2881 1.3008
S3 1.2635 1.2721 1.2985
S4 1.2389 1.2475 1.2918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3287 1.2969 0.0318 2.4% 0.0102 0.8% 11% False True 95,880
10 1.3287 1.2969 0.0318 2.4% 0.0102 0.8% 11% False True 99,719
20 1.3287 1.2839 0.0448 3.4% 0.0096 0.7% 37% False False 100,315
40 1.3287 1.2625 0.0662 5.1% 0.0095 0.7% 57% False False 100,111
60 1.3287 1.2625 0.0662 5.1% 0.0096 0.7% 57% False False 68,615
80 1.3287 1.2568 0.0719 5.5% 0.0094 0.7% 61% False False 51,516
100 1.3287 1.2387 0.0900 6.9% 0.0093 0.7% 69% False False 41,226
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 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3505
2.618 1.3338
1.618 1.3236
1.000 1.3173
0.618 1.3134
HIGH 1.3071
0.618 1.3032
0.500 1.3020
0.382 1.3008
LOW 1.2969
0.618 1.2906
1.000 1.2867
1.618 1.2804
2.618 1.2702
4.250 1.2536
Fisher Pivots for day following 08-Aug-2017
Pivot 1 day 3 day
R1 1.3020 1.3076
PP 1.3015 1.3052
S1 1.3010 1.3029

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

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