CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 07-Aug-2017
Day Change Summary
Previous Current
04-Aug-2017 07-Aug-2017 Change Change % Previous Week
Open 1.3198 1.3087 -0.0111 -0.8% 1.3200
High 1.3219 1.3113 -0.0106 -0.8% 1.3323
Low 1.3081 1.3071 -0.0010 -0.1% 1.3081
Close 1.3092 1.3088 -0.0004 0.0% 1.3092
Range 0.0138 0.0042 -0.0096 -69.6% 0.0242
ATR 0.0096 0.0092 -0.0004 -4.0% 0.0000
Volume 191 51 -140 -73.3% 920
Daily Pivots for day following 07-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3217 1.3194 1.3111
R3 1.3175 1.3152 1.3100
R2 1.3133 1.3133 1.3096
R1 1.3110 1.3110 1.3092 1.3122
PP 1.3091 1.3091 1.3091 1.3096
S1 1.3068 1.3068 1.3084 1.3080
S2 1.3049 1.3049 1.3080
S3 1.3007 1.3026 1.3076
S4 1.2965 1.2984 1.3065
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3891 1.3734 1.3225
R3 1.3649 1.3492 1.3159
R2 1.3407 1.3407 1.3136
R1 1.3250 1.3250 1.3114 1.3208
PP 1.3165 1.3165 1.3165 1.3144
S1 1.3008 1.3008 1.3070 1.2966
S2 1.2923 1.2923 1.3048
S3 1.2681 1.2766 1.3025
S4 1.2439 1.2524 1.2959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3323 1.3071 0.0252 1.9% 0.0089 0.7% 7% False True 162
10 1.3323 1.3061 0.0262 2.0% 0.0096 0.7% 10% False False 136
20 1.3323 1.2876 0.0447 3.4% 0.0090 0.7% 47% False False 120
40 1.3323 1.2663 0.0660 5.0% 0.0089 0.7% 64% False False 141
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0023
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3292
2.618 1.3223
1.618 1.3181
1.000 1.3155
0.618 1.3139
HIGH 1.3113
0.618 1.3097
0.500 1.3092
0.382 1.3087
LOW 1.3071
0.618 1.3045
1.000 1.3029
1.618 1.3003
2.618 1.2961
4.250 1.2893
Fisher Pivots for day following 07-Aug-2017
Pivot 1 day 3 day
R1 1.3092 1.3197
PP 1.3091 1.3161
S1 1.3089 1.3124

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

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