CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 15-Dec-2017
Day Change Summary
Previous Current
14-Dec-2017 15-Dec-2017 Change Change % Previous Week
Open 1.3411 1.3427 0.0016 0.1% 1.3394
High 1.3470 1.3448 -0.0022 -0.2% 1.3470
Low 1.3394 1.3301 -0.0093 -0.7% 1.3301
Close 1.3446 1.3321 -0.0125 -0.9% 1.3321
Range 0.0076 0.0147 0.0071 93.4% 0.0169
ATR 0.0109 0.0112 0.0003 2.5% 0.0000
Volume 163,843 62,672 -101,171 -61.7% 753,578
Daily Pivots for day following 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.3798 1.3706 1.3402
R3 1.3651 1.3559 1.3361
R2 1.3504 1.3504 1.3348
R1 1.3412 1.3412 1.3334 1.3385
PP 1.3357 1.3357 1.3357 1.3343
S1 1.3265 1.3265 1.3308 1.3238
S2 1.3210 1.3210 1.3294
S3 1.3063 1.3118 1.3281
S4 1.2916 1.2971 1.3240
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.3871 1.3765 1.3414
R3 1.3702 1.3596 1.3367
R2 1.3533 1.3533 1.3352
R1 1.3427 1.3427 1.3336 1.3396
PP 1.3364 1.3364 1.3364 1.3348
S1 1.3258 1.3258 1.3306 1.3227
S2 1.3195 1.3195 1.3290
S3 1.3026 1.3089 1.3275
S4 1.2857 1.2920 1.3228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3470 1.3301 0.0169 1.3% 0.0105 0.8% 12% False True 150,715
10 1.3545 1.3301 0.0244 1.8% 0.0117 0.9% 8% False True 166,480
20 1.3556 1.3178 0.0378 2.8% 0.0110 0.8% 38% False False 158,710
40 1.3556 1.3053 0.0503 3.8% 0.0109 0.8% 53% False False 140,084
60 1.3630 1.3048 0.0582 4.4% 0.0108 0.8% 47% False False 133,633
80 1.3695 1.2822 0.0873 6.6% 0.0110 0.8% 57% False False 115,341
100 1.3695 1.2822 0.0873 6.6% 0.0105 0.8% 57% False False 92,344
120 1.3695 1.2822 0.0873 6.6% 0.0102 0.8% 57% False False 76,974
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4073
2.618 1.3833
1.618 1.3686
1.000 1.3595
0.618 1.3539
HIGH 1.3448
0.618 1.3392
0.500 1.3375
0.382 1.3357
LOW 1.3301
0.618 1.3210
1.000 1.3154
1.618 1.3063
2.618 1.2916
4.250 1.2676
Fisher Pivots for day following 15-Dec-2017
Pivot 1 day 3 day
R1 1.3375 1.3386
PP 1.3357 1.3364
S1 1.3339 1.3343

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

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