CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 29-Nov-2017
Day Change Summary
Previous Current
28-Nov-2017 29-Nov-2017 Change Change % Previous Week
Open 1.3329 1.3366 0.0037 0.3% 1.3226
High 1.3396 1.3456 0.0060 0.4% 1.3368
Low 1.3228 1.3355 0.0127 1.0% 1.3196
Close 1.3380 1.3432 0.0052 0.4% 1.3339
Range 0.0168 0.0101 -0.0067 -39.9% 0.0172
ATR 0.0104 0.0104 0.0000 -0.2% 0.0000
Volume 240,629 215,806 -24,823 -10.3% 433,515
Daily Pivots for day following 29-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.3717 1.3676 1.3488
R3 1.3616 1.3575 1.3460
R2 1.3515 1.3515 1.3451
R1 1.3474 1.3474 1.3441 1.3495
PP 1.3414 1.3414 1.3414 1.3425
S1 1.3373 1.3373 1.3423 1.3394
S2 1.3313 1.3313 1.3413
S3 1.3212 1.3272 1.3404
S4 1.3111 1.3171 1.3376
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 1.3456 1.3222 0.0234 1.7% 0.0109 0.8% 90% True False 158,782
10 1.3456 1.3142 0.0314 2.3% 0.0095 0.7% 92% True False 137,425
20 1.3456 1.3053 0.0403 3.0% 0.0104 0.8% 94% True False 132,202
40 1.3456 1.3048 0.0408 3.0% 0.0105 0.8% 94% True False 123,734
60 1.3695 1.3048 0.0647 4.8% 0.0113 0.8% 59% False False 119,511
80 1.3695 1.2822 0.0873 6.5% 0.0104 0.8% 70% False False 89,823
100 1.3695 1.2822 0.0873 6.5% 0.0101 0.8% 70% False False 71,882
120 1.3695 1.2663 0.1032 7.7% 0.0099 0.7% 75% False False 59,929
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 0.0032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3885
2.618 1.3720
1.618 1.3619
1.000 1.3557
0.618 1.3518
HIGH 1.3456
0.618 1.3417
0.500 1.3406
0.382 1.3394
LOW 1.3355
0.618 1.3293
1.000 1.3254
1.618 1.3192
2.618 1.3091
4.250 1.2926
Fisher Pivots for day following 29-Nov-2017
Pivot 1 day 3 day
R1 1.3423 1.3402
PP 1.3414 1.3372
S1 1.3406 1.3342

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

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