CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 29-Aug-2017
Day Change Summary
Previous Current
28-Aug-2017 29-Aug-2017 Change Change % Previous Week
Open 1.2956 1.2981 0.0025 0.2% 1.2923
High 1.2989 1.3025 0.0036 0.3% 1.2965
Low 1.2922 1.2963 0.0041 0.3% 1.2822
Close 1.2987 1.2970 -0.0017 -0.1% 1.2926
Range 0.0067 0.0062 -0.0005 -7.5% 0.0143
ATR 0.0080 0.0079 -0.0001 -1.6% 0.0000
Volume 991 835 -156 -15.7% 3,808
Daily Pivots for day following 29-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.3172 1.3133 1.3004
R3 1.3110 1.3071 1.2987
R2 1.3048 1.3048 1.2981
R1 1.3009 1.3009 1.2976 1.2998
PP 1.2986 1.2986 1.2986 1.2980
S1 1.2947 1.2947 1.2964 1.2936
S2 1.2924 1.2924 1.2959
S3 1.2862 1.2885 1.2953
S4 1.2800 1.2823 1.2936
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 1.3025 1.2822 0.0203 1.6% 0.0067 0.5% 73% True False 723
10 1.3025 1.2822 0.0203 1.6% 0.0070 0.5% 73% True False 706
20 1.3323 1.2822 0.0501 3.9% 0.0079 0.6% 30% False False 492
40 1.3323 1.2822 0.0501 3.9% 0.0082 0.6% 30% False False 305
60 1.3323 1.2663 0.0660 5.1% 0.0086 0.7% 47% False False 260
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 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3289
2.618 1.3187
1.618 1.3125
1.000 1.3087
0.618 1.3063
HIGH 1.3025
0.618 1.3001
0.500 1.2994
0.382 1.2987
LOW 1.2963
0.618 1.2925
1.000 1.2901
1.618 1.2863
2.618 1.2801
4.250 1.2700
Fisher Pivots for day following 29-Aug-2017
Pivot 1 day 3 day
R1 1.2994 1.2958
PP 1.2986 1.2946
S1 1.2978 1.2934

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

View Archives - Comment on this page... - Back to Index of Symbols