CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 16-Aug-2017
Day Change Summary
Previous Current
15-Aug-2017 16-Aug-2017 Change Change % Previous Week
Open 1.3009 1.2919 -0.0090 -0.7% 1.3087
High 1.3022 1.2954 -0.0068 -0.5% 1.3113
Low 1.2900 1.2895 -0.0005 0.0% 1.2995
Close 1.2916 1.2937 0.0021 0.2% 1.3068
Range 0.0122 0.0059 -0.0063 -51.6% 0.0118
ATR 0.0089 0.0087 -0.0002 -2.4% 0.0000
Volume 952 426 -526 -55.3% 706
Daily Pivots for day following 16-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3106 1.3080 1.2969
R3 1.3047 1.3021 1.2953
R2 1.2988 1.2988 1.2948
R1 1.2962 1.2962 1.2942 1.2975
PP 1.2929 1.2929 1.2929 1.2935
S1 1.2903 1.2903 1.2932 1.2916
S2 1.2870 1.2870 1.2926
S3 1.2811 1.2844 1.2921
S4 1.2752 1.2785 1.2905
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 1.2895 0.0190 1.5% 0.0079 0.6% 22% False True 443
10 1.3323 1.2895 0.0428 3.3% 0.0088 0.7% 10% False True 304
20 1.3323 1.2895 0.0428 3.3% 0.0087 0.7% 10% False True 209
40 1.3323 1.2663 0.0660 5.1% 0.0086 0.7% 42% False False 165
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3205
2.618 1.3108
1.618 1.3049
1.000 1.3013
0.618 1.2990
HIGH 1.2954
0.618 1.2931
0.500 1.2925
0.382 1.2918
LOW 1.2895
0.618 1.2859
1.000 1.2836
1.618 1.2800
2.618 1.2741
4.250 1.2644
Fisher Pivots for day following 16-Aug-2017
Pivot 1 day 3 day
R1 1.2933 1.2985
PP 1.2929 1.2969
S1 1.2925 1.2953

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

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