CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 07-Sep-2017
Day Change Summary
Previous Current
06-Sep-2017 07-Sep-2017 Change Change % Previous Week
Open 1.3042 1.3047 0.0005 0.0% 1.2924
High 1.3088 1.3119 0.0031 0.2% 1.3002
Low 1.3024 1.3037 0.0013 0.1% 1.2857
Close 1.3045 1.3087 0.0042 0.3% 1.2961
Range 0.0064 0.0082 0.0018 28.1% 0.0145
ATR 0.0084 0.0084 0.0000 -0.2% 0.0000
Volume 101,962 114,968 13,006 12.8% 454,949
Daily Pivots for day following 07-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.3327 1.3289 1.3132
R3 1.3245 1.3207 1.3110
R2 1.3163 1.3163 1.3102
R1 1.3125 1.3125 1.3095 1.3144
PP 1.3081 1.3081 1.3081 1.3091
S1 1.3043 1.3043 1.3079 1.3062
S2 1.2999 1.2999 1.3072
S3 1.2917 1.2961 1.3064
S4 1.2835 1.2879 1.3042
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.3375 1.3313 1.3041
R3 1.3230 1.3168 1.3001
R2 1.3085 1.3085 1.2988
R1 1.3023 1.3023 1.2974 1.3054
PP 1.2940 1.2940 1.2940 1.2956
S1 1.2878 1.2878 1.2948 1.2909
S2 1.2795 1.2795 1.2934
S3 1.2650 1.2733 1.2921
S4 1.2505 1.2588 1.2881
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3119 1.2857 0.0262 2.0% 0.0092 0.7% 88% True False 114,127
10 1.3119 1.2783 0.0336 2.6% 0.0082 0.6% 90% True False 97,330
20 1.3119 1.2783 0.0336 2.6% 0.0080 0.6% 90% True False 95,034
40 1.3287 1.2783 0.0504 3.9% 0.0087 0.7% 60% False False 97,129
60 1.3287 1.2625 0.0662 5.1% 0.0089 0.7% 70% False False 99,166
80 1.3287 1.2625 0.0662 5.1% 0.0092 0.7% 70% False False 76,405
100 1.3287 1.2568 0.0719 5.5% 0.0091 0.7% 72% False False 61,169
120 1.3287 1.2400 0.0887 6.8% 0.0091 0.7% 77% False False 50,985
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3468
2.618 1.3334
1.618 1.3252
1.000 1.3201
0.618 1.3170
HIGH 1.3119
0.618 1.3088
0.500 1.3078
0.382 1.3068
LOW 1.3037
0.618 1.2986
1.000 1.2955
1.618 1.2904
2.618 1.2822
4.250 1.2689
Fisher Pivots for day following 07-Sep-2017
Pivot 1 day 3 day
R1 1.3084 1.3063
PP 1.3081 1.3040
S1 1.3078 1.3016

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

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