CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 21-Aug-2017
Day Change Summary
Previous Current
18-Aug-2017 21-Aug-2017 Change Change % Previous Week
Open 1.2920 1.2923 0.0003 0.0% 1.3068
High 1.2967 1.2965 -0.0002 0.0% 1.3075
Low 1.2883 1.2901 0.0018 0.1% 1.2883
Close 1.2927 1.2950 0.0023 0.2% 1.2927
Range 0.0084 0.0064 -0.0020 -23.8% 0.0192
ATR 0.0084 0.0083 -0.0001 -1.7% 0.0000
Volume 677 1,562 885 130.7% 2,893
Daily Pivots for day following 21-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3131 1.3104 1.2985
R3 1.3067 1.3040 1.2968
R2 1.3003 1.3003 1.2962
R1 1.2976 1.2976 1.2956 1.2990
PP 1.2939 1.2939 1.2939 1.2945
S1 1.2912 1.2912 1.2944 1.2926
S2 1.2875 1.2875 1.2938
S3 1.2811 1.2848 1.2932
S4 1.2747 1.2784 1.2915
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3538 1.3424 1.3033
R3 1.3346 1.3232 1.2980
R2 1.3154 1.3154 1.2962
R1 1.3040 1.3040 1.2945 1.3001
PP 1.2962 1.2962 1.2962 1.2942
S1 1.2848 1.2848 1.2909 1.2809
S2 1.2770 1.2770 1.2892
S3 1.2578 1.2656 1.2874
S4 1.2386 1.2464 1.2821
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3022 1.2883 0.0139 1.1% 0.0076 0.6% 48% False False 788
10 1.3107 1.2883 0.0224 1.7% 0.0075 0.6% 30% False False 511
20 1.3323 1.2883 0.0440 3.4% 0.0086 0.7% 15% False False 323
40 1.3323 1.2776 0.0547 4.2% 0.0086 0.7% 32% False False 224
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3237
2.618 1.3133
1.618 1.3069
1.000 1.3029
0.618 1.3005
HIGH 1.2965
0.618 1.2941
0.500 1.2933
0.382 1.2925
LOW 1.2901
0.618 1.2861
1.000 1.2837
1.618 1.2797
2.618 1.2733
4.250 1.2629
Fisher Pivots for day following 21-Aug-2017
Pivot 1 day 3 day
R1 1.2944 1.2942
PP 1.2939 1.2933
S1 1.2933 1.2925

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

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