CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 09-Aug-2017
Day Change Summary
Previous Current
08-Aug-2017 09-Aug-2017 Change Change % Previous Week
Open 1.3096 1.3047 -0.0049 -0.4% 1.3200
High 1.3107 1.3082 -0.0025 -0.2% 1.3323
Low 1.3009 1.3025 0.0016 0.1% 1.3081
Close 1.3044 1.3058 0.0014 0.1% 1.3092
Range 0.0098 0.0057 -0.0041 -41.8% 0.0242
ATR 0.0093 0.0090 -0.0003 -2.7% 0.0000
Volume 242 83 -159 -65.7% 920
Daily Pivots for day following 09-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3226 1.3199 1.3089
R3 1.3169 1.3142 1.3074
R2 1.3112 1.3112 1.3068
R1 1.3085 1.3085 1.3063 1.3099
PP 1.3055 1.3055 1.3055 1.3062
S1 1.3028 1.3028 1.3053 1.3042
S2 1.2998 1.2998 1.3048
S3 1.2941 1.2971 1.3042
S4 1.2884 1.2914 1.3027
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 1.3009 0.0314 2.4% 0.0098 0.7% 16% False False 164
10 1.3323 1.3009 0.0314 2.4% 0.0092 0.7% 16% False False 148
20 1.3323 1.2976 0.0347 2.7% 0.0089 0.7% 24% False False 131
40 1.3323 1.2663 0.0660 5.1% 0.0087 0.7% 60% False False 139
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3324
2.618 1.3231
1.618 1.3174
1.000 1.3139
0.618 1.3117
HIGH 1.3082
0.618 1.3060
0.500 1.3054
0.382 1.3047
LOW 1.3025
0.618 1.2990
1.000 1.2968
1.618 1.2933
2.618 1.2876
4.250 1.2783
Fisher Pivots for day following 09-Aug-2017
Pivot 1 day 3 day
R1 1.3057 1.3061
PP 1.3055 1.3060
S1 1.3054 1.3059

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

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