CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 28-Aug-2017
Day Change Summary
Previous Current
25-Aug-2017 28-Aug-2017 Change Change % Previous Week
Open 1.2847 1.2956 0.0109 0.8% 1.2923
High 1.2935 1.2989 0.0054 0.4% 1.2965
Low 1.2842 1.2922 0.0080 0.6% 1.2822
Close 1.2926 1.2987 0.0061 0.5% 1.2926
Range 0.0093 0.0067 -0.0026 -28.0% 0.0143
ATR 0.0081 0.0080 -0.0001 -1.3% 0.0000
Volume 202 991 789 390.6% 3,808
Daily Pivots for day following 28-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3167 1.3144 1.3024
R3 1.3100 1.3077 1.3005
R2 1.3033 1.3033 1.2999
R1 1.3010 1.3010 1.2993 1.3022
PP 1.2966 1.2966 1.2966 1.2972
S1 1.2943 1.2943 1.2981 1.2955
S2 1.2899 1.2899 1.2975
S3 1.2832 1.2876 1.2969
S4 1.2765 1.2809 1.2950
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3333 1.3273 1.3005
R3 1.3190 1.3130 1.2965
R2 1.3047 1.3047 1.2952
R1 1.2987 1.2987 1.2939 1.3017
PP 1.2904 1.2904 1.2904 1.2920
S1 1.2844 1.2844 1.2913 1.2874
S2 1.2761 1.2761 1.2900
S3 1.2618 1.2701 1.2887
S4 1.2475 1.2558 1.2847
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2989 1.2822 0.0167 1.3% 0.0075 0.6% 99% True False 647
10 1.3022 1.2822 0.0200 1.5% 0.0076 0.6% 83% False False 718
20 1.3323 1.2822 0.0501 3.9% 0.0078 0.6% 33% False False 458
40 1.3323 1.2822 0.0501 3.9% 0.0082 0.6% 33% False False 286
60 1.3323 1.2663 0.0660 5.1% 0.0086 0.7% 49% False False 246
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3274
2.618 1.3164
1.618 1.3097
1.000 1.3056
0.618 1.3030
HIGH 1.2989
0.618 1.2963
0.500 1.2956
0.382 1.2948
LOW 1.2922
0.618 1.2881
1.000 1.2855
1.618 1.2814
2.618 1.2747
4.250 1.2637
Fisher Pivots for day following 28-Aug-2017
Pivot 1 day 3 day
R1 1.2977 1.2960
PP 1.2966 1.2933
S1 1.2956 1.2906

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

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