CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 24-Oct-2017
Day Change Summary
Previous Current
23-Oct-2017 24-Oct-2017 Change Change % Previous Week
Open 1.3210 1.3218 0.0008 0.1% 1.3322
High 1.3249 1.3248 -0.0001 0.0% 1.3336
Low 1.3179 1.3134 -0.0045 -0.3% 1.3107
Close 1.3221 1.3157 -0.0064 -0.5% 1.3213
Range 0.0070 0.0114 0.0044 62.9% 0.0229
ATR 0.0106 0.0107 0.0001 0.5% 0.0000
Volume 92,706 95,959 3,253 3.5% 580,379
Daily Pivots for day following 24-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.3522 1.3453 1.3220
R3 1.3408 1.3339 1.3188
R2 1.3294 1.3294 1.3178
R1 1.3225 1.3225 1.3167 1.3203
PP 1.3180 1.3180 1.3180 1.3168
S1 1.3111 1.3111 1.3147 1.3089
S2 1.3066 1.3066 1.3136
S3 1.2952 1.2997 1.3126
S4 1.2838 1.2883 1.3094
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.3906 1.3788 1.3339
R3 1.3677 1.3559 1.3276
R2 1.3448 1.3448 1.3255
R1 1.3330 1.3330 1.3234 1.3275
PP 1.3219 1.3219 1.3219 1.3191
S1 1.3101 1.3101 1.3192 1.3046
S2 1.2990 1.2990 1.3171
S3 1.2761 1.2872 1.3150
S4 1.2532 1.2643 1.3087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3250 1.3107 0.0143 1.1% 0.0096 0.7% 35% False False 105,278
10 1.3363 1.3107 0.0256 1.9% 0.0102 0.8% 20% False False 115,314
20 1.3498 1.3048 0.0450 3.4% 0.0102 0.8% 24% False False 114,487
40 1.3695 1.2896 0.0799 6.1% 0.0113 0.9% 33% False False 98,370
60 1.3695 1.2822 0.0873 6.6% 0.0102 0.8% 38% False False 65,732
80 1.3695 1.2822 0.0873 6.6% 0.0098 0.7% 38% False False 49,328
100 1.3695 1.2663 0.1032 7.8% 0.0097 0.7% 48% False False 39,496
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3733
2.618 1.3546
1.618 1.3432
1.000 1.3362
0.618 1.3318
HIGH 1.3248
0.618 1.3204
0.500 1.3191
0.382 1.3178
LOW 1.3134
0.618 1.3064
1.000 1.3020
1.618 1.2950
2.618 1.2836
4.250 1.2650
Fisher Pivots for day following 24-Oct-2017
Pivot 1 day 3 day
R1 1.3191 1.3178
PP 1.3180 1.3171
S1 1.3168 1.3164

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

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