CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 12-Sep-2017
Day Change Summary
Previous Current
11-Sep-2017 12-Sep-2017 Change Change % Previous Week
Open 1.3265 1.3350 0.0085 0.6% 1.3077
High 1.3298 1.3372 0.0074 0.6% 1.3298
Low 1.3249 1.3247 -0.0002 0.0% 1.3001
Close 1.3255 1.3372 0.0117 0.9% 1.3281
Range 0.0049 0.0125 0.0076 155.1% 0.0297
ATR
Volume 67 1,618 1,551 2,314.9% 6
Daily Pivots for day following 12-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.3705 1.3664 1.3441
R3 1.3580 1.3539 1.3406
R2 1.3455 1.3455 1.3395
R1 1.3414 1.3414 1.3383 1.3435
PP 1.3330 1.3330 1.3330 1.3341
S1 1.3289 1.3289 1.3361 1.3310
S2 1.3205 1.3205 1.3349
S3 1.3080 1.3164 1.3338
S4 1.2955 1.3039 1.3303
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.4084 1.3980 1.3444
R3 1.3787 1.3683 1.3363
R2 1.3490 1.3490 1.3335
R1 1.3386 1.3386 1.3308 1.3438
PP 1.3193 1.3193 1.3193 1.3220
S1 1.3089 1.3089 1.3254 1.3141
S2 1.2896 1.2896 1.3227
S3 1.2599 1.2792 1.3199
S4 1.2302 1.2495 1.3118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3372 1.3108 0.0264 2.0% 0.0071 0.5% 100% True False 338
10 1.3372 1.2943 0.0429 3.2% 0.0074 0.6% 100% True False 172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3903
2.618 1.3699
1.618 1.3574
1.000 1.3497
0.618 1.3449
HIGH 1.3372
0.618 1.3324
0.500 1.3310
0.382 1.3295
LOW 1.3247
0.618 1.3170
1.000 1.3122
1.618 1.3045
2.618 1.2920
4.250 1.2716
Fisher Pivots for day following 12-Sep-2017
Pivot 1 day 3 day
R1 1.3351 1.3349
PP 1.3330 1.3325
S1 1.3310 1.3302

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

View Archives - Comment on this page... - Back to Index of Symbols