CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 28-Jul-2017
Day Change Summary
Previous Current
27-Jul-2017 28-Jul-2017 Change Change % Previous Week
Open 1.3170 1.3132 -0.0038 -0.3% 1.3056
High 1.3217 1.3209 -0.0008 -0.1% 1.3217
Low 1.3112 1.3122 0.0010 0.1% 1.3050
Close 1.3133 1.3208 0.0075 0.6% 1.3208
Range 0.0105 0.0087 -0.0018 -17.1% 0.0167
ATR 0.0091 0.0091 0.0000 -0.3% 0.0000
Volume 133 56 -77 -57.9% 423
Daily Pivots for day following 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3441 1.3411 1.3256
R3 1.3354 1.3324 1.3232
R2 1.3267 1.3267 1.3224
R1 1.3237 1.3237 1.3216 1.3252
PP 1.3180 1.3180 1.3180 1.3187
S1 1.3150 1.3150 1.3200 1.3165
S2 1.3093 1.3093 1.3192
S3 1.3006 1.3063 1.3184
S4 1.2919 1.2976 1.3160
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.3659 1.3601 1.3300
R3 1.3492 1.3434 1.3254
R2 1.3325 1.3325 1.3239
R1 1.3267 1.3267 1.3223 1.3296
PP 1.3158 1.3158 1.3158 1.3173
S1 1.3100 1.3100 1.3193 1.3129
S2 1.2991 1.2991 1.3177
S3 1.2824 1.2933 1.3162
S4 1.2657 1.2766 1.3116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3217 1.3050 0.0167 1.3% 0.0091 0.7% 95% False False 84
10 1.3217 1.2996 0.0221 1.7% 0.0084 0.6% 96% False False 111
20 1.3217 1.2876 0.0341 2.6% 0.0084 0.6% 97% False False 117
40 1.3217 1.2663 0.0554 4.2% 0.0088 0.7% 98% False False 137
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3579
2.618 1.3437
1.618 1.3350
1.000 1.3296
0.618 1.3263
HIGH 1.3209
0.618 1.3176
0.500 1.3166
0.382 1.3155
LOW 1.3122
0.618 1.3068
1.000 1.3035
1.618 1.2981
2.618 1.2894
4.250 1.2752
Fisher Pivots for day following 28-Jul-2017
Pivot 1 day 3 day
R1 1.3194 1.3185
PP 1.3180 1.3162
S1 1.3166 1.3139

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

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