CME British Pound Future September 2017


Trading Metrics calculated at close of trading on 18-Sep-2017
Day Change Summary
Previous Current
15-Sep-2017 18-Sep-2017 Change Change % Previous Week
Open 1.3397 1.3590 0.0193 1.4% 1.3195
High 1.3616 1.3618 0.0002 0.0% 1.3616
Low 1.3383 1.3534 0.0151 1.1% 1.3150
Close 1.3573 1.3563 -0.0010 -0.1% 1.3573
Range 0.0233 0.0084 -0.0149 -63.9% 0.0466
ATR 0.0115 0.0113 -0.0002 -1.9% 0.0000
Volume 43,347 3,641 -39,706 -91.6% 761,830
Daily Pivots for day following 18-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.3824 1.3777 1.3609
R3 1.3740 1.3693 1.3586
R2 1.3656 1.3656 1.3578
R1 1.3609 1.3609 1.3571 1.3591
PP 1.3572 1.3572 1.3572 1.3562
S1 1.3525 1.3525 1.3555 1.3507
S2 1.3488 1.3488 1.3548
S3 1.3404 1.3441 1.3540
S4 1.3320 1.3357 1.3517
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.4844 1.4675 1.3829
R3 1.4378 1.4209 1.3701
R2 1.3912 1.3912 1.3658
R1 1.3743 1.3743 1.3616 1.3828
PP 1.3446 1.3446 1.3446 1.3489
S1 1.3277 1.3277 1.3530 1.3362
S2 1.2980 1.2980 1.3488
S3 1.2514 1.2811 1.3445
S4 1.2048 1.2345 1.3317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3618 1.3150 0.0468 3.5% 0.0172 1.3% 88% True False 128,056
10 1.3618 1.2913 0.0705 5.2% 0.0133 1.0% 92% True False 126,408
20 1.3618 1.2783 0.0835 6.2% 0.0105 0.8% 93% True False 106,003
40 1.3618 1.2783 0.0835 6.2% 0.0097 0.7% 93% True False 101,580
60 1.3618 1.2709 0.0909 6.7% 0.0096 0.7% 94% True False 102,510
80 1.3618 1.2625 0.0993 7.3% 0.0097 0.7% 94% True False 87,685
100 1.3618 1.2625 0.0993 7.3% 0.0093 0.7% 94% True False 70,203
120 1.3618 1.2420 0.1198 8.8% 0.0094 0.7% 95% True False 58,522
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3975
2.618 1.3838
1.618 1.3754
1.000 1.3702
0.618 1.3670
HIGH 1.3618
0.618 1.3586
0.500 1.3576
0.382 1.3566
LOW 1.3534
0.618 1.3482
1.000 1.3450
1.618 1.3398
2.618 1.3314
4.250 1.3177
Fisher Pivots for day following 18-Sep-2017
Pivot 1 day 3 day
R1 1.3576 1.3503
PP 1.3572 1.3444
S1 1.3567 1.3384

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

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