CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 03-Oct-2017
Day Change Summary
Previous Current
02-Oct-2017 03-Oct-2017 Change Change % Previous Week
Open 1.3415 1.3305 -0.0110 -0.8% 1.3528
High 1.3433 1.3317 -0.0116 -0.9% 1.3605
Low 1.3286 1.3250 -0.0036 -0.3% 1.3374
Close 1.3315 1.3274 -0.0041 -0.3% 1.3439
Range 0.0147 0.0067 -0.0080 -54.4% 0.0231
ATR 0.0120 0.0117 -0.0004 -3.2% 0.0000
Volume 113,312 105,483 -7,829 -6.9% 601,182
Daily Pivots for day following 03-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.3481 1.3445 1.3311
R3 1.3414 1.3378 1.3292
R2 1.3347 1.3347 1.3286
R1 1.3311 1.3311 1.3280 1.3296
PP 1.3280 1.3280 1.3280 1.3273
S1 1.3244 1.3244 1.3268 1.3229
S2 1.3213 1.3213 1.3262
S3 1.3146 1.3177 1.3256
S4 1.3079 1.3110 1.3237
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.4166 1.4033 1.3566
R3 1.3935 1.3802 1.3503
R2 1.3704 1.3704 1.3481
R1 1.3571 1.3571 1.3460 1.3522
PP 1.3473 1.3473 1.3473 1.3448
S1 1.3340 1.3340 1.3418 1.3291
S2 1.3242 1.3242 1.3397
S3 1.3011 1.3109 1.3375
S4 1.2780 1.2878 1.3312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3498 1.3250 0.0248 1.9% 0.0104 0.8% 10% False True 116,614
10 1.3695 1.3250 0.0445 3.4% 0.0123 0.9% 5% False True 132,979
20 1.3695 1.3062 0.0633 4.8% 0.0129 1.0% 33% False False 111,067
40 1.3695 1.2822 0.0873 6.6% 0.0103 0.8% 52% False False 55,912
60 1.3695 1.2822 0.0873 6.6% 0.0099 0.7% 52% False False 37,314
80 1.3695 1.2663 0.1032 7.8% 0.0096 0.7% 59% False False 28,026
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 0.0030
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.3602
2.618 1.3492
1.618 1.3425
1.000 1.3384
0.618 1.3358
HIGH 1.3317
0.618 1.3291
0.500 1.3284
0.382 1.3276
LOW 1.3250
0.618 1.3209
1.000 1.3183
1.618 1.3142
2.618 1.3075
4.250 1.2965
Fisher Pivots for day following 03-Oct-2017
Pivot 1 day 3 day
R1 1.3284 1.3361
PP 1.3280 1.3332
S1 1.3277 1.3303

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

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