CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 06-Dec-2017
Day Change Summary
Previous Current
05-Dec-2017 06-Dec-2017 Change Change % Previous Week
Open 1.3484 1.3429 -0.0055 -0.4% 1.3337
High 1.3484 1.3442 -0.0042 -0.3% 1.3556
Low 1.3375 1.3362 -0.0013 -0.1% 1.3228
Close 1.3446 1.3379 -0.0067 -0.5% 1.3473
Range 0.0109 0.0080 -0.0029 -26.6% 0.0328
ATR 0.0108 0.0106 -0.0002 -1.6% 0.0000
Volume 141,554 137,307 -4,247 -3.0% 943,205
Daily Pivots for day following 06-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.3634 1.3587 1.3423
R3 1.3554 1.3507 1.3401
R2 1.3474 1.3474 1.3394
R1 1.3427 1.3427 1.3386 1.3411
PP 1.3394 1.3394 1.3394 1.3386
S1 1.3347 1.3347 1.3372 1.3331
S2 1.3314 1.3314 1.3364
S3 1.3234 1.3267 1.3357
S4 1.3154 1.3187 1.3335
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.4403 1.4266 1.3653
R3 1.4075 1.3938 1.3563
R2 1.3747 1.3747 1.3533
R1 1.3610 1.3610 1.3503 1.3679
PP 1.3419 1.3419 1.3419 1.3453
S1 1.3282 1.3282 1.3443 1.3351
S2 1.3091 1.3091 1.3413
S3 1.2763 1.2954 1.3383
S4 1.2435 1.2626 1.3293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3556 1.3362 0.0194 1.5% 0.0112 0.8% 9% False True 176,941
10 1.3556 1.3222 0.0334 2.5% 0.0111 0.8% 47% False False 167,862
20 1.3556 1.3074 0.0482 3.6% 0.0101 0.8% 63% False False 140,948
40 1.3556 1.3053 0.0503 3.8% 0.0106 0.8% 65% False False 132,013
60 1.3695 1.3048 0.0647 4.8% 0.0114 0.9% 51% False False 131,675
80 1.3695 1.2822 0.0873 6.5% 0.0106 0.8% 64% False False 100,867
100 1.3695 1.2822 0.0873 6.5% 0.0102 0.8% 64% False False 80,725
120 1.3695 1.2663 0.1032 7.7% 0.0100 0.7% 69% False False 67,297
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 0.0028
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3782
2.618 1.3651
1.618 1.3571
1.000 1.3522
0.618 1.3491
HIGH 1.3442
0.618 1.3411
0.500 1.3402
0.382 1.3393
LOW 1.3362
0.618 1.3313
1.000 1.3282
1.618 1.3233
2.618 1.3153
4.250 1.3022
Fisher Pivots for day following 06-Dec-2017
Pivot 1 day 3 day
R1 1.3402 1.3454
PP 1.3394 1.3429
S1 1.3387 1.3404

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

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