CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 10-Oct-2017
Day Change Summary
Previous Current
09-Oct-2017 10-Oct-2017 Change Change % Previous Week
Open 1.3109 1.3167 0.0058 0.4% 1.3415
High 1.3211 1.3253 0.0042 0.3% 1.3433
Low 1.3101 1.3158 0.0057 0.4% 1.3048
Close 1.3178 1.3227 0.0049 0.4% 1.3094
Range 0.0110 0.0095 -0.0015 -13.6% 0.0385
ATR 0.0114 0.0113 -0.0001 -1.2% 0.0000
Volume 94,039 99,799 5,760 6.1% 578,483
Daily Pivots for day following 10-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.3498 1.3457 1.3279
R3 1.3403 1.3362 1.3253
R2 1.3308 1.3308 1.3244
R1 1.3267 1.3267 1.3236 1.3288
PP 1.3213 1.3213 1.3213 1.3223
S1 1.3172 1.3172 1.3218 1.3193
S2 1.3118 1.3118 1.3210
S3 1.3023 1.3077 1.3201
S4 1.2928 1.2982 1.3175
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.4347 1.4105 1.3306
R3 1.3962 1.3720 1.3200
R2 1.3577 1.3577 1.3165
R1 1.3335 1.3335 1.3129 1.3264
PP 1.3192 1.3192 1.3192 1.3156
S1 1.2950 1.2950 1.3059 1.2879
S2 1.2807 1.2807 1.3023
S3 1.2422 1.2565 1.2988
S4 1.2037 1.2180 1.2882
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3322 1.3048 0.0274 2.1% 0.0101 0.8% 65% False False 110,705
10 1.3498 1.3048 0.0450 3.4% 0.0103 0.8% 40% False False 113,659
20 1.3695 1.3048 0.0647 4.9% 0.0130 1.0% 28% False False 131,000
40 1.3695 1.2822 0.0873 6.6% 0.0107 0.8% 46% False False 69,721
60 1.3695 1.2822 0.0873 6.6% 0.0100 0.8% 46% False False 46,533
80 1.3695 1.2663 0.1032 7.8% 0.0097 0.7% 55% False False 34,939
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3657
2.618 1.3502
1.618 1.3407
1.000 1.3348
0.618 1.3312
HIGH 1.3253
0.618 1.3217
0.500 1.3206
0.382 1.3194
LOW 1.3158
0.618 1.3099
1.000 1.3063
1.618 1.3004
2.618 1.2909
4.250 1.2754
Fisher Pivots for day following 10-Oct-2017
Pivot 1 day 3 day
R1 1.3220 1.3202
PP 1.3213 1.3176
S1 1.3206 1.3151

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

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