CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 20-Jul-2017
Day Change Summary
Previous Current
19-Jul-2017 20-Jul-2017 Change Change % Previous Week
Open 1.3089 1.3088 -0.0001 0.0% 1.2960
High 1.3114 1.3092 -0.0022 -0.2% 1.3174
Low 1.3075 1.2996 -0.0079 -0.6% 1.2876
Close 1.3089 1.3036 -0.0053 -0.4% 1.3150
Range 0.0039 0.0096 0.0057 146.2% 0.0298
ATR 0.0092 0.0092 0.0000 0.3% 0.0000
Volume 14 175 161 1,150.0% 340
Daily Pivots for day following 20-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3329 1.3279 1.3089
R3 1.3233 1.3183 1.3062
R2 1.3137 1.3137 1.3054
R1 1.3087 1.3087 1.3045 1.3064
PP 1.3041 1.3041 1.3041 1.3030
S1 1.2991 1.2991 1.3027 1.2968
S2 1.2945 1.2945 1.3018
S3 1.2849 1.2895 1.3010
S4 1.2753 1.2799 1.2983
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 1.2996 0.0192 1.5% 0.0099 0.8% 21% False True 154
10 1.3188 1.2876 0.0312 2.4% 0.0087 0.7% 51% False False 104
20 1.3188 1.2722 0.0466 3.6% 0.0083 0.6% 67% False False 123
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3500
2.618 1.3343
1.618 1.3247
1.000 1.3188
0.618 1.3151
HIGH 1.3092
0.618 1.3055
0.500 1.3044
0.382 1.3033
LOW 1.2996
0.618 1.2937
1.000 1.2900
1.618 1.2841
2.618 1.2745
4.250 1.2588
Fisher Pivots for day following 20-Jul-2017
Pivot 1 day 3 day
R1 1.3044 1.3092
PP 1.3041 1.3073
S1 1.3039 1.3055

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

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