CME British Pound Future December 2017

Trading Metrics calculated at close of trading on 24-Jul-2017

Day Change Summary
	Previous	Current
	21-Jul-2017	24-Jul-2017	Change	Change %	Previous Week
Open	1.3041	1.3056	0.0015	0.1%	1.3171
High	1.3079	1.3116	0.0037	0.3%	1.3188
Low	1.3015	1.3050	0.0035	0.3%	1.2996
Close	1.3068	1.3097	0.0029	0.2%	1.3068
Range	0.0064	0.0066	0.0002	3.1%	0.0192
ATR	0.0090	0.0089	-0.0002	-1.9%	0.0000
Volume	67	29	-38	-56.7%	691

Daily Pivots for day following 24-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3286	1.3257	1.3133
R3	1.3220	1.3191	1.3115
R2	1.3154	1.3154	1.3109
R1	1.3125	1.3125	1.3103	1.3140
PP	1.3088	1.3088	1.3088	1.3095
S1	1.3059	1.3059	1.3091	1.3074
S2	1.3022	1.3022	1.3085
S3	1.2956	1.2993	1.3079
S4	1.2890	1.2927	1.3061

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3660	1.3556	1.3174
R3	1.3468	1.3364	1.3121
R2	1.3276	1.3276	1.3103
R1	1.3172	1.3172	1.3086	1.3128
PP	1.3084	1.3084	1.3084	1.3062
S1	1.2980	1.2980	1.3050	1.2936
S2	1.2892	1.2892	1.3033
S3	1.2700	1.2788	1.3015
S4	1.2508	1.2596	1.2962

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%	0.0077	0.6%	53%	False	False	128
10	1.3188	1.2876	0.0312	2.4%	0.0085	0.6%	71%	False	False	103
20	1.3188	1.2776	0.0412	3.1%	0.0086	0.7%	78%	False	False	125

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3397
2.618	1.3289
1.618	1.3223
1.000	1.3182
0.618	1.3157
HIGH	1.3116
0.618	1.3091
0.500	1.3083
0.382	1.3075
LOW	1.3050
0.618	1.3009
1.000	1.2984
1.618	1.2943
2.618	1.2877
4.250	1.2770

Fisher Pivots for day following 24-Jul-2017
Pivot	1 day	3 day
R1	1.3092	1.3083
PP	1.3088	1.3070
S1	1.3083	1.3056

Download as Excel Spreadsheet

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

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