CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 15-Aug-2017
Day Change Summary
Previous Current
14-Aug-2017 15-Aug-2017 Change Change % Previous Week
Open 1.3028 1.2975 -0.0053 -0.4% 1.3061
High 1.3036 1.2985 -0.0051 -0.4% 1.3077
Low 1.2970 1.2860 -0.0110 -0.8% 1.2954
Close 1.2984 1.2877 -0.0107 -0.8% 1.3028
Range 0.0066 0.0125 0.0059 89.4% 0.0123
ATR 0.0090 0.0092 0.0003 2.8% 0.0000
Volume 70,763 121,313 50,550 71.4% 433,921
Daily Pivots for day following 15-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3282 1.3205 1.2946
R3 1.3157 1.3080 1.2911
R2 1.3032 1.3032 1.2900
R1 1.2955 1.2955 1.2888 1.2931
PP 1.2907 1.2907 1.2907 1.2896
S1 1.2830 1.2830 1.2866 1.2806
S2 1.2782 1.2782 1.2854
S3 1.2657 1.2705 1.2843
S4 1.2532 1.2580 1.2808
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3389 1.3331 1.3096
R3 1.3266 1.3208 1.3062
R2 1.3143 1.3143 1.3051
R1 1.3085 1.3085 1.3039 1.3053
PP 1.3020 1.3020 1.3020 1.3003
S1 1.2962 1.2962 1.3017 1.2930
S2 1.2897 1.2897 1.3005
S3 1.2774 1.2839 1.2994
S4 1.2651 1.2716 1.2960
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3046 1.2860 0.0186 1.4% 0.0082 0.6% 9% False True 93,903
10 1.3287 1.2860 0.0427 3.3% 0.0092 0.7% 4% False True 94,891
20 1.3287 1.2860 0.0427 3.3% 0.0089 0.7% 4% False True 96,638
40 1.3287 1.2625 0.0662 5.1% 0.0094 0.7% 38% False False 101,357
60 1.3287 1.2625 0.0662 5.1% 0.0095 0.7% 38% False False 76,414
80 1.3287 1.2625 0.0662 5.1% 0.0090 0.7% 38% False False 57,374
100 1.3287 1.2420 0.0867 6.7% 0.0092 0.7% 53% False False 45,919
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 0.0021
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3516
2.618 1.3312
1.618 1.3187
1.000 1.3110
0.618 1.3062
HIGH 1.2985
0.618 1.2937
0.500 1.2923
0.382 1.2908
LOW 1.2860
0.618 1.2783
1.000 1.2735
1.618 1.2658
2.618 1.2533
4.250 1.2329
Fisher Pivots for day following 15-Aug-2017
Pivot 1 day 3 day
R1 1.2923 1.2953
PP 1.2907 1.2928
S1 1.2892 1.2902

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

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