CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 21-Aug-2017
Day Change Summary
Previous Current
18-Aug-2017 21-Aug-2017 Change Change % Previous Week
Open 1.2882 1.2886 0.0004 0.0% 1.3028
High 1.2931 1.2928 -0.0003 0.0% 1.3036
Low 1.2844 1.2862 0.0018 0.1% 1.2844
Close 1.2888 1.2911 0.0023 0.2% 1.2888
Range 0.0087 0.0066 -0.0021 -24.1% 0.0192
ATR 0.0088 0.0086 -0.0002 -1.8% 0.0000
Volume 100,812 70,584 -30,228 -30.0% 502,906
Daily Pivots for day following 21-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3098 1.3071 1.2947
R3 1.3032 1.3005 1.2929
R2 1.2966 1.2966 1.2923
R1 1.2939 1.2939 1.2917 1.2953
PP 1.2900 1.2900 1.2900 1.2907
S1 1.2873 1.2873 1.2905 1.2887
S2 1.2834 1.2834 1.2899
S3 1.2768 1.2807 1.2893
S4 1.2702 1.2741 1.2875
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3499 1.3385 1.2994
R3 1.3307 1.3193 1.2941
R2 1.3115 1.3115 1.2923
R1 1.3001 1.3001 1.2906 1.2962
PP 1.2923 1.2923 1.2923 1.2903
S1 1.2809 1.2809 1.2870 1.2770
S2 1.2731 1.2731 1.2853
S3 1.2539 1.2617 1.2835
S4 1.2347 1.2425 1.2782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2985 1.2844 0.0141 1.1% 0.0080 0.6% 48% False False 100,545
10 1.3071 1.2844 0.0227 1.8% 0.0079 0.6% 30% False False 93,911
20 1.3287 1.2844 0.0443 3.4% 0.0089 0.7% 15% False False 96,518
40 1.3287 1.2740 0.0547 4.2% 0.0091 0.7% 31% False False 100,376
60 1.3287 1.2625 0.0662 5.1% 0.0094 0.7% 43% False False 82,745
80 1.3287 1.2625 0.0662 5.1% 0.0090 0.7% 43% False False 62,132
100 1.3287 1.2420 0.0867 6.7% 0.0091 0.7% 57% False False 49,731
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3209
2.618 1.3101
1.618 1.3035
1.000 1.2994
0.618 1.2969
HIGH 1.2928
0.618 1.2903
0.500 1.2895
0.382 1.2887
LOW 1.2862
0.618 1.2821
1.000 1.2796
1.618 1.2755
2.618 1.2689
4.250 1.2582
Fisher Pivots for day following 21-Aug-2017
Pivot 1 day 3 day
R1 1.2906 1.2903
PP 1.2900 1.2895
S1 1.2895 1.2888

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

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