CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 15-Aug-2017
Day Change Summary
Previous Current
14-Aug-2017 15-Aug-2017 Change Change % Previous Week
Open 1.3068 1.3009 -0.0059 -0.5% 1.3087
High 1.3075 1.3022 -0.0053 -0.4% 1.3113
Low 1.3011 1.2900 -0.0111 -0.9% 1.2995
Close 1.3023 1.2916 -0.0107 -0.8% 1.3068
Range 0.0064 0.0122 0.0058 90.6% 0.0118
ATR 0.0086 0.0089 0.0003 3.0% 0.0000
Volume 511 952 441 86.3% 706
Daily Pivots for day following 15-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3312 1.3236 1.2983
R3 1.3190 1.3114 1.2950
R2 1.3068 1.3068 1.2938
R1 1.2992 1.2992 1.2927 1.2969
PP 1.2946 1.2946 1.2946 1.2935
S1 1.2870 1.2870 1.2905 1.2847
S2 1.2824 1.2824 1.2894
S3 1.2702 1.2748 1.2882
S4 1.2580 1.2626 1.2849
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 1.3085 1.2900 0.0185 1.4% 0.0079 0.6% 9% False True 375
10 1.3323 1.2900 0.0423 3.3% 0.0089 0.7% 4% False True 278
20 1.3323 1.2900 0.0423 3.3% 0.0086 0.7% 4% False True 188
40 1.3323 1.2663 0.0660 5.1% 0.0088 0.7% 38% False False 160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3541
2.618 1.3341
1.618 1.3219
1.000 1.3144
0.618 1.3097
HIGH 1.3022
0.618 1.2975
0.500 1.2961
0.382 1.2947
LOW 1.2900
0.618 1.2825
1.000 1.2778
1.618 1.2703
2.618 1.2581
4.250 1.2382
Fisher Pivots for day following 15-Aug-2017
Pivot 1 day 3 day
R1 1.2961 1.2993
PP 1.2946 1.2967
S1 1.2931 1.2942

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

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