CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 11-Jul-2017
Day Change Summary
Previous Current
10-Jul-2017 11-Jul-2017 Change Change % Previous Week
Open 1.2960 1.2960 0.0000 0.0% 1.3071
High 1.2969 1.2989 0.0020 0.2% 1.3085
Low 1.2919 1.2896 -0.0023 -0.2% 1.2932
Close 1.2949 1.2914 -0.0035 -0.3% 1.2946
Range 0.0050 0.0093 0.0043 86.0% 0.0153
ATR 0.0092 0.0092 0.0000 0.1% 0.0000
Volume 24 22 -2 -8.3% 675
Daily Pivots for day following 11-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3212 1.3156 1.2965
R3 1.3119 1.3063 1.2940
R2 1.3026 1.3026 1.2931
R1 1.2970 1.2970 1.2923 1.2952
PP 1.2933 1.2933 1.2933 1.2924
S1 1.2877 1.2877 1.2905 1.2859
S2 1.2840 1.2840 1.2897
S3 1.2747 1.2784 1.2888
S4 1.2654 1.2691 1.2863
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3447 1.3349 1.3030
R3 1.3294 1.3196 1.2988
R2 1.3141 1.3141 1.2974
R1 1.3043 1.3043 1.2960 1.3016
PP 1.2988 1.2988 1.2988 1.2974
S1 1.2890 1.2890 1.2932 1.2863
S2 1.2835 1.2835 1.2918
S3 1.2682 1.2737 1.2904
S4 1.2529 1.2584 1.2862
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3045 1.2896 0.0149 1.2% 0.0074 0.6% 12% False True 134
10 1.3093 1.2786 0.0307 2.4% 0.0091 0.7% 42% False False 144
20 1.3093 1.2663 0.0430 3.3% 0.0087 0.7% 58% False False 143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3384
2.618 1.3232
1.618 1.3139
1.000 1.3082
0.618 1.3046
HIGH 1.2989
0.618 1.2953
0.500 1.2943
0.382 1.2932
LOW 1.2896
0.618 1.2839
1.000 1.2803
1.618 1.2746
2.618 1.2653
4.250 1.2501
Fisher Pivots for day following 11-Jul-2017
Pivot 1 day 3 day
R1 1.2943 1.2966
PP 1.2933 1.2948
S1 1.2924 1.2931

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

View Archives - Comment on this page... - Back to Index of Symbols