CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 01-Nov-2017
Day Change Summary
Previous Current
31-Oct-2017 01-Nov-2017 Change Change % Previous Week
Open 1.3223 1.3302 0.0079 0.6% 1.3210
High 1.3307 1.3338 0.0031 0.2% 1.3298
Low 1.3209 1.3257 0.0048 0.4% 1.3088
Close 1.3301 1.3266 -0.0035 -0.3% 1.3141
Range 0.0098 0.0081 -0.0017 -17.3% 0.0210
ATR 0.0108 0.0107 -0.0002 -1.8% 0.0000
Volume 116,128 120,570 4,442 3.8% 573,635
Daily Pivots for day following 01-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.3530 1.3479 1.3311
R3 1.3449 1.3398 1.3288
R2 1.3368 1.3368 1.3281
R1 1.3317 1.3317 1.3273 1.3302
PP 1.3287 1.3287 1.3287 1.3280
S1 1.3236 1.3236 1.3259 1.3221
S2 1.3206 1.3206 1.3251
S3 1.3125 1.3155 1.3244
S4 1.3044 1.3074 1.3221
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.3806 1.3683 1.3257
R3 1.3596 1.3473 1.3199
R2 1.3386 1.3386 1.3180
R1 1.3263 1.3263 1.3160 1.3220
PP 1.3176 1.3176 1.3176 1.3154
S1 1.3053 1.3053 1.3122 1.3010
S2 1.2966 1.2966 1.3103
S3 1.2756 1.2843 1.3083
S4 1.2546 1.2633 1.3026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3338 1.3088 0.0250 1.9% 0.0098 0.7% 71% True False 113,389
10 1.3338 1.3088 0.0250 1.9% 0.0105 0.8% 71% True False 113,344
20 1.3363 1.3048 0.0315 2.4% 0.0106 0.8% 69% False False 117,169
40 1.3695 1.3048 0.0647 4.9% 0.0117 0.9% 34% False False 115,908
60 1.3695 1.2822 0.0873 6.6% 0.0103 0.8% 51% False False 77,702
80 1.3695 1.2822 0.0873 6.6% 0.0100 0.8% 51% False False 58,309
100 1.3695 1.2663 0.1032 7.8% 0.0098 0.7% 58% False False 46,676
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 0.0024
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3682
2.618 1.3550
1.618 1.3469
1.000 1.3419
0.618 1.3388
HIGH 1.3338
0.618 1.3307
0.500 1.3298
0.382 1.3288
LOW 1.3257
0.618 1.3207
1.000 1.3176
1.618 1.3126
2.618 1.3045
4.250 1.2913
Fisher Pivots for day following 01-Nov-2017
Pivot 1 day 3 day
R1 1.3298 1.3257
PP 1.3287 1.3248
S1 1.3277 1.3239

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

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