CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 24-Aug-2017
Day Change Summary
Previous Current
23-Aug-2017 24-Aug-2017 Change Change % Previous Week
Open 1.2855 1.2853 -0.0002 0.0% 1.3068
High 1.2881 1.2883 0.0002 0.0% 1.3075
Low 1.2829 1.2822 -0.0007 -0.1% 1.2883
Close 1.2854 1.2850 -0.0004 0.0% 1.2927
Range 0.0052 0.0061 0.0009 17.3% 0.0192
ATR 0.0082 0.0080 -0.0001 -1.8% 0.0000
Volume 337 1,252 915 271.5% 2,893
Daily Pivots for day following 24-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3035 1.3003 1.2884
R3 1.2974 1.2942 1.2867
R2 1.2913 1.2913 1.2861
R1 1.2881 1.2881 1.2856 1.2867
PP 1.2852 1.2852 1.2852 1.2844
S1 1.2820 1.2820 1.2844 1.2806
S2 1.2791 1.2791 1.2839
S3 1.2730 1.2759 1.2833
S4 1.2669 1.2698 1.2816
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 1.2967 1.2822 0.0145 1.1% 0.0072 0.6% 19% False True 856
10 1.3085 1.2822 0.0263 2.0% 0.0075 0.6% 11% False True 672
20 1.3323 1.2822 0.0501 3.9% 0.0081 0.6% 6% False True 409
40 1.3323 1.2822 0.0501 3.9% 0.0083 0.6% 6% False True 265
60 1.3323 1.2663 0.0660 5.1% 0.0086 0.7% 28% False False 227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3142
2.618 1.3043
1.618 1.2982
1.000 1.2944
0.618 1.2921
HIGH 1.2883
0.618 1.2860
0.500 1.2853
0.382 1.2845
LOW 1.2822
0.618 1.2784
1.000 1.2761
1.618 1.2723
2.618 1.2662
4.250 1.2563
Fisher Pivots for day following 24-Aug-2017
Pivot 1 day 3 day
R1 1.2853 1.2891
PP 1.2852 1.2877
S1 1.2851 1.2864

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

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