CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 28-Nov-2017
Day Change Summary
Previous Current
27-Nov-2017 28-Nov-2017 Change Change % Previous Week
Open 1.3337 1.3329 -0.0008 -0.1% 1.3226
High 1.3391 1.3396 0.0005 0.0% 1.3368
Low 1.3317 1.3228 -0.0089 -0.7% 1.3196
Close 1.3326 1.3380 0.0054 0.4% 1.3339
Range 0.0074 0.0168 0.0094 127.0% 0.0172
ATR 0.0100 0.0104 0.0005 4.9% 0.0000
Volume 104,181 240,629 136,448 131.0% 433,515
Daily Pivots for day following 28-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.3839 1.3777 1.3472
R3 1.3671 1.3609 1.3426
R2 1.3503 1.3503 1.3411
R1 1.3441 1.3441 1.3395 1.3472
PP 1.3335 1.3335 1.3335 1.3350
S1 1.3273 1.3273 1.3365 1.3304
S2 1.3167 1.3167 1.3349
S3 1.2999 1.3105 1.3334
S4 1.2831 1.2937 1.3288
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 1.3396 1.3218 0.0178 1.3% 0.0100 0.8% 91% True False 135,041
10 1.3396 1.3086 0.0310 2.3% 0.0096 0.7% 95% True False 127,942
20 1.3396 1.3053 0.0343 2.6% 0.0104 0.8% 95% True False 127,219
40 1.3396 1.3048 0.0348 2.6% 0.0104 0.8% 95% True False 120,975
60 1.3695 1.2953 0.0742 5.5% 0.0113 0.8% 58% False False 115,944
80 1.3695 1.2822 0.0873 6.5% 0.0103 0.8% 64% False False 87,126
100 1.3695 1.2822 0.0873 6.5% 0.0101 0.8% 64% False False 69,724
120 1.3695 1.2663 0.1032 7.7% 0.0100 0.7% 69% False False 58,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.4110
2.618 1.3836
1.618 1.3668
1.000 1.3564
0.618 1.3500
HIGH 1.3396
0.618 1.3332
0.500 1.3312
0.382 1.3292
LOW 1.3228
0.618 1.3124
1.000 1.3060
1.618 1.2956
2.618 1.2788
4.250 1.2514
Fisher Pivots for day following 28-Nov-2017
Pivot 1 day 3 day
R1 1.3357 1.3357
PP 1.3335 1.3335
S1 1.3312 1.3312

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

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