CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 17-Aug-2017
Day Change Summary
Previous Current
16-Aug-2017 17-Aug-2017 Change Change % Previous Week
Open 1.2919 1.2943 0.0024 0.2% 1.3087
High 1.2954 1.2958 0.0004 0.0% 1.3113
Low 1.2895 1.2905 0.0010 0.1% 1.2995
Close 1.2937 1.2926 -0.0011 -0.1% 1.3068
Range 0.0059 0.0053 -0.0006 -10.2% 0.0118
ATR 0.0087 0.0084 -0.0002 -2.8% 0.0000
Volume 426 327 -99 -23.2% 706
Daily Pivots for day following 17-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3089 1.3060 1.2955
R3 1.3036 1.3007 1.2941
R2 1.2983 1.2983 1.2936
R1 1.2954 1.2954 1.2931 1.2942
PP 1.2930 1.2930 1.2930 1.2924
S1 1.2901 1.2901 1.2921 1.2889
S2 1.2877 1.2877 1.2916
S3 1.2824 1.2848 1.2911
S4 1.2771 1.2795 1.2897
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% 0.0078 0.6% 16% False False 488
10 1.3219 1.2895 0.0324 2.5% 0.0078 0.6% 10% False False 311
20 1.3323 1.2895 0.0428 3.3% 0.0085 0.7% 7% False False 216
40 1.3323 1.2722 0.0601 4.6% 0.0084 0.6% 34% False False 170
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 0.0017
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3183
2.618 1.3097
1.618 1.3044
1.000 1.3011
0.618 1.2991
HIGH 1.2958
0.618 1.2938
0.500 1.2932
0.382 1.2925
LOW 1.2905
0.618 1.2872
1.000 1.2852
1.618 1.2819
2.618 1.2766
4.250 1.2680
Fisher Pivots for day following 17-Aug-2017
Pivot 1 day 3 day
R1 1.2932 1.2959
PP 1.2930 1.2948
S1 1.2928 1.2937

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

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