CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 14-Aug-2017
Day Change Summary
Previous Current
11-Aug-2017 14-Aug-2017 Change Change % Previous Week
Open 1.3047 1.3068 0.0021 0.2% 1.3087
High 1.3085 1.3075 -0.0010 -0.1% 1.3113
Low 1.2995 1.3011 0.0016 0.1% 1.2995
Close 1.3068 1.3023 -0.0045 -0.3% 1.3068
Range 0.0090 0.0064 -0.0026 -28.9% 0.0118
ATR 0.0088 0.0086 -0.0002 -2.0% 0.0000
Volume 227 511 284 125.1% 706
Daily Pivots for day following 14-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3228 1.3190 1.3058
R3 1.3164 1.3126 1.3041
R2 1.3100 1.3100 1.3035
R1 1.3062 1.3062 1.3029 1.3049
PP 1.3036 1.3036 1.3036 1.3030
S1 1.2998 1.2998 1.3017 1.2985
S2 1.2972 1.2972 1.3011
S3 1.2908 1.2934 1.3005
S4 1.2844 1.2870 1.2988
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3413 1.3358 1.3133
R3 1.3295 1.3240 1.3100
R2 1.3177 1.3177 1.3090
R1 1.3122 1.3122 1.3079 1.3091
PP 1.3059 1.3059 1.3059 1.3043
S1 1.3004 1.3004 1.3057 1.2973
S2 1.2941 1.2941 1.3046
S3 1.2823 1.2886 1.3036
S4 1.2705 1.2768 1.3003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3107 1.2995 0.0112 0.9% 0.0074 0.6% 25% False False 233
10 1.3323 1.2995 0.0328 2.5% 0.0081 0.6% 9% False False 197
20 1.3323 1.2995 0.0328 2.5% 0.0086 0.7% 9% False False 158
40 1.3323 1.2663 0.0660 5.1% 0.0087 0.7% 55% False False 157
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3347
2.618 1.3243
1.618 1.3179
1.000 1.3139
0.618 1.3115
HIGH 1.3075
0.618 1.3051
0.500 1.3043
0.382 1.3035
LOW 1.3011
0.618 1.2971
1.000 1.2947
1.618 1.2907
2.618 1.2843
4.250 1.2739
Fisher Pivots for day following 14-Aug-2017
Pivot 1 day 3 day
R1 1.3043 1.3040
PP 1.3036 1.3034
S1 1.3030 1.3029

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

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