CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 31-Aug-2017
Day Change Summary
Previous Current
30-Aug-2017 31-Aug-2017 Change Change % Previous Week
Open 1.2930 1.2932 0.0002 0.0% 1.2886
High 1.2946 1.2942 -0.0004 0.0% 1.2928
Low 1.2886 1.2857 -0.0029 -0.2% 1.2783
Close 1.2933 1.2940 0.0007 0.1% 1.2887
Range 0.0060 0.0085 0.0025 41.7% 0.0145
ATR 0.0081 0.0081 0.0000 0.3% 0.0000
Volume 89,841 105,712 15,871 17.7% 401,032
Daily Pivots for day following 31-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3168 1.3139 1.2987
R3 1.3083 1.3054 1.2963
R2 1.2998 1.2998 1.2956
R1 1.2969 1.2969 1.2948 1.2984
PP 1.2913 1.2913 1.2913 1.2920
S1 1.2884 1.2884 1.2932 1.2899
S2 1.2828 1.2828 1.2924
S3 1.2743 1.2799 1.2917
S4 1.2658 1.2714 1.2893
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3301 1.3239 1.2967
R3 1.3156 1.3094 1.2927
R2 1.3011 1.3011 1.2914
R1 1.2949 1.2949 1.2900 1.2980
PP 1.2866 1.2866 1.2866 1.2882
S1 1.2804 1.2804 1.2874 1.2835
S2 1.2721 1.2721 1.2860
S3 1.2576 1.2659 1.2847
S4 1.2431 1.2514 1.2807
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2988 1.2803 0.0185 1.4% 0.0078 0.6% 74% False False 86,144
10 1.2988 1.2783 0.0205 1.6% 0.0076 0.6% 77% False False 85,121
20 1.3183 1.2783 0.0400 3.1% 0.0079 0.6% 39% False False 89,760
40 1.3287 1.2783 0.0504 3.9% 0.0087 0.7% 31% False False 95,226
60 1.3287 1.2625 0.0662 5.1% 0.0091 0.7% 48% False False 93,524
80 1.3287 1.2625 0.0662 5.1% 0.0091 0.7% 48% False False 70,608
100 1.3287 1.2459 0.0828 6.4% 0.0090 0.7% 58% False False 56,522
120 1.3287 1.2177 0.1110 8.6% 0.0091 0.7% 69% False False 47,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3303
2.618 1.3165
1.618 1.3080
1.000 1.3027
0.618 1.2995
HIGH 1.2942
0.618 1.2910
0.500 1.2900
0.382 1.2889
LOW 1.2857
0.618 1.2804
1.000 1.2772
1.618 1.2719
2.618 1.2634
4.250 1.2496
Fisher Pivots for day following 31-Aug-2017
Pivot 1 day 3 day
R1 1.2927 1.2934
PP 1.2913 1.2928
S1 1.2900 1.2923

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

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