CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 24-Nov-2017
Day Change Summary
Previous Current
22-Nov-2017 24-Nov-2017 Change Change % Previous Week
Open 1.3252 1.3330 0.0078 0.6% 1.3226
High 1.3340 1.3368 0.0028 0.2% 1.3368
Low 1.3222 1.3285 0.0063 0.5% 1.3196
Close 1.3330 1.3339 0.0009 0.1% 1.3339
Range 0.0118 0.0083 -0.0035 -29.7% 0.0172
ATR 0.0103 0.0102 -0.0001 -1.4% 0.0000
Volume 111,687 121,611 9,924 8.9% 433,515
Daily Pivots for day following 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.3580 1.3542 1.3385
R3 1.3497 1.3459 1.3362
R2 1.3414 1.3414 1.3354
R1 1.3376 1.3376 1.3347 1.3395
PP 1.3331 1.3331 1.3331 1.3340
S1 1.3293 1.3293 1.3331 1.3312
S2 1.3248 1.3248 1.3324
S3 1.3165 1.3210 1.3316
S4 1.3082 1.3127 1.3293
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.3817 1.3750 1.3434
R3 1.3645 1.3578 1.3386
R2 1.3473 1.3473 1.3371
R1 1.3406 1.3406 1.3355 1.3440
PP 1.3301 1.3301 1.3301 1.3318
S1 1.3234 1.3234 1.3323 1.3268
S2 1.3129 1.3129 1.3307
S3 1.2957 1.3062 1.3292
S4 1.2785 1.2890 1.3244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3368 1.3178 0.0190 1.4% 0.0089 0.7% 85% True False 113,238
10 1.3368 1.3074 0.0294 2.2% 0.0095 0.7% 90% True False 116,411
20 1.3368 1.3053 0.0315 2.4% 0.0101 0.8% 91% True False 120,762
40 1.3471 1.3048 0.0423 3.2% 0.0104 0.8% 69% False False 118,517
60 1.3695 1.2896 0.0799 6.0% 0.0112 0.8% 55% False False 110,260
80 1.3695 1.2822 0.0873 6.5% 0.0104 0.8% 59% False False 82,821
100 1.3695 1.2822 0.0873 6.5% 0.0100 0.7% 59% False False 66,281
120 1.3695 1.2663 0.1032 7.7% 0.0099 0.7% 66% False False 55,262
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3721
2.618 1.3585
1.618 1.3502
1.000 1.3451
0.618 1.3419
HIGH 1.3368
0.618 1.3336
0.500 1.3327
0.382 1.3317
LOW 1.3285
0.618 1.3234
1.000 1.3202
1.618 1.3151
2.618 1.3068
4.250 1.2932
Fisher Pivots for day following 24-Nov-2017
Pivot 1 day 3 day
R1 1.3335 1.3324
PP 1.3331 1.3308
S1 1.3327 1.3293

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

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