CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 03-Nov-2017
Day Change Summary
Previous Current
02-Nov-2017 03-Nov-2017 Change Change % Previous Week
Open 1.3266 1.3071 -0.0195 -1.5% 1.3150
High 1.3316 1.3150 -0.0166 -1.2% 1.3338
Low 1.3057 1.3053 -0.0004 0.0% 1.3053
Close 1.3078 1.3083 0.0005 0.0% 1.3083
Range 0.0259 0.0097 -0.0162 -62.5% 0.0285
ATR 0.0117 0.0116 -0.0001 -1.2% 0.0000
Volume 259,415 143,905 -115,510 -44.5% 737,555
Daily Pivots for day following 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.3386 1.3332 1.3136
R3 1.3289 1.3235 1.3110
R2 1.3192 1.3192 1.3101
R1 1.3138 1.3138 1.3092 1.3165
PP 1.3095 1.3095 1.3095 1.3109
S1 1.3041 1.3041 1.3074 1.3068
S2 1.2998 1.2998 1.3065
S3 1.2901 1.2944 1.3056
S4 1.2804 1.2847 1.3030
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.4013 1.3833 1.3240
R3 1.3728 1.3548 1.3161
R2 1.3443 1.3443 1.3135
R1 1.3263 1.3263 1.3109 1.3211
PP 1.3158 1.3158 1.3158 1.3132
S1 1.2978 1.2978 1.3057 1.2926
S2 1.2873 1.2873 1.3031
S3 1.2588 1.2693 1.3005
S4 1.2303 1.2408 1.2926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3338 1.3053 0.0285 2.2% 0.0126 1.0% 11% False True 147,511
10 1.3338 1.3053 0.0285 2.2% 0.0119 0.9% 11% False True 131,119
20 1.3363 1.3053 0.0310 2.4% 0.0112 0.9% 10% False True 123,475
40 1.3695 1.3048 0.0647 4.9% 0.0121 0.9% 5% False False 125,361
60 1.3695 1.2822 0.0873 6.7% 0.0107 0.8% 30% False False 84,420
80 1.3695 1.2822 0.0873 6.7% 0.0103 0.8% 30% False False 63,348
100 1.3695 1.2663 0.1032 7.9% 0.0099 0.8% 41% False False 50,708
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3562
2.618 1.3404
1.618 1.3307
1.000 1.3247
0.618 1.3210
HIGH 1.3150
0.618 1.3113
0.500 1.3102
0.382 1.3090
LOW 1.3053
0.618 1.2993
1.000 1.2956
1.618 1.2896
2.618 1.2799
4.250 1.2641
Fisher Pivots for day following 03-Nov-2017
Pivot 1 day 3 day
R1 1.3102 1.3196
PP 1.3095 1.3158
S1 1.3089 1.3121

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

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