CME British Pound Future December 2017


Trading Metrics calculated at close of trading on 18-Dec-2017
Day Change Summary
Previous Current
15-Dec-2017 18-Dec-2017 Change Change % Previous Week
Open 1.3427 1.3321 -0.0106 -0.8% 1.3394
High 1.3448 1.3419 -0.0029 -0.2% 1.3470
Low 1.3301 1.3310 0.0009 0.1% 1.3301
Close 1.3321 1.3405 0.0084 0.6% 1.3321
Range 0.0147 0.0109 -0.0038 -25.9% 0.0169
ATR 0.0112 0.0112 0.0000 -0.2% 0.0000
Volume 62,672 9,283 -53,389 -85.2% 753,578
Daily Pivots for day following 18-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.3705 1.3664 1.3465
R3 1.3596 1.3555 1.3435
R2 1.3487 1.3487 1.3425
R1 1.3446 1.3446 1.3415 1.3467
PP 1.3378 1.3378 1.3378 1.3388
S1 1.3337 1.3337 1.3395 1.3358
S2 1.3269 1.3269 1.3385
S3 1.3160 1.3228 1.3375
S4 1.3051 1.3119 1.3345
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% 0.0106 0.8% 62% False False 124,799
10 1.3524 1.3301 0.0223 1.7% 0.0115 0.9% 47% False False 145,082
20 1.3556 1.3196 0.0360 2.7% 0.0111 0.8% 58% False False 152,540
40 1.3556 1.3053 0.0503 3.8% 0.0109 0.8% 70% False False 137,200
60 1.3605 1.3048 0.0557 4.2% 0.0108 0.8% 64% False False 130,433
80 1.3695 1.2842 0.0853 6.4% 0.0111 0.8% 66% False False 115,442
100 1.3695 1.2822 0.0873 6.5% 0.0105 0.8% 67% False False 92,435
120 1.3695 1.2822 0.0873 6.5% 0.0101 0.8% 67% False False 77,049
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3882
2.618 1.3704
1.618 1.3595
1.000 1.3528
0.618 1.3486
HIGH 1.3419
0.618 1.3377
0.500 1.3365
0.382 1.3352
LOW 1.3310
0.618 1.3243
1.000 1.3201
1.618 1.3134
2.618 1.3025
4.250 1.2847
Fisher Pivots for day following 18-Dec-2017
Pivot 1 day 3 day
R1 1.3392 1.3399
PP 1.3378 1.3392
S1 1.3365 1.3386

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

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