CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 19-Jul-2017
Day Change Summary
Previous Current
18-Jul-2017 19-Jul-2017 Change Change % Previous Week
Open 1.3127 1.3089 -0.0038 -0.3% 1.2960
High 1.3188 1.3114 -0.0074 -0.6% 1.3174
Low 1.3070 1.3075 0.0005 0.0% 1.2876
Close 1.3113 1.3089 -0.0024 -0.2% 1.3150
Range 0.0118 0.0039 -0.0079 -66.9% 0.0298
ATR 0.0096 0.0092 -0.0004 -4.2% 0.0000
Volume 359 14 -345 -96.1% 340
Daily Pivots for day following 19-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3210 1.3188 1.3110
R3 1.3171 1.3149 1.3100
R2 1.3132 1.3132 1.3096
R1 1.3110 1.3110 1.3093 1.3109
PP 1.3093 1.3093 1.3093 1.3092
S1 1.3071 1.3071 1.3085 1.3070
S2 1.3054 1.3054 1.3082
S3 1.3015 1.3032 1.3078
S4 1.2976 1.2993 1.3068
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3961 1.3853 1.3314
R3 1.3663 1.3555 1.3232
R2 1.3365 1.3365 1.3205
R1 1.3257 1.3257 1.3177 1.3311
PP 1.3067 1.3067 1.3067 1.3094
S1 1.2959 1.2959 1.3123 1.3013
S2 1.2769 1.2769 1.3095
S3 1.2471 1.2661 1.3068
S4 1.2173 1.2363 1.2986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3188 1.2976 0.0212 1.6% 0.0087 0.7% 53% False False 133
10 1.3188 1.2876 0.0312 2.4% 0.0084 0.6% 68% False False 130
20 1.3188 1.2663 0.0525 4.0% 0.0084 0.6% 81% False False 122
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3280
2.618 1.3216
1.618 1.3177
1.000 1.3153
0.618 1.3138
HIGH 1.3114
0.618 1.3099
0.500 1.3095
0.382 1.3090
LOW 1.3075
0.618 1.3051
1.000 1.3036
1.618 1.3012
2.618 1.2973
4.250 1.2909
Fisher Pivots for day following 19-Jul-2017
Pivot 1 day 3 day
R1 1.3095 1.3129
PP 1.3093 1.3116
S1 1.3091 1.3102

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

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