CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 18-Sep-2017
Day Change Summary
Previous Current
15-Sep-2017 18-Sep-2017 Change Change % Previous Week
Open 1.3481 1.3639 0.0158 1.2% 1.3265
High 1.3680 1.3683 0.0003 0.0% 1.3680
Low 1.3465 1.3546 0.0081 0.6% 1.3247
Close 1.3644 1.3563 -0.0081 -0.6% 1.3644
Range 0.0215 0.0137 -0.0078 -36.3% 0.0433
ATR 0.0100 0.0103 0.0003 2.7% 0.0000
Volume 33 12 -21 -63.6% 1,998
Daily Pivots for day following 18-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.4008 1.3923 1.3638
R3 1.3871 1.3786 1.3601
R2 1.3734 1.3734 1.3588
R1 1.3649 1.3649 1.3576 1.3623
PP 1.3597 1.3597 1.3597 1.3585
S1 1.3512 1.3512 1.3550 1.3486
S2 1.3460 1.3460 1.3538
S3 1.3323 1.3375 1.3525
S4 1.3186 1.3238 1.3488
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.4823 1.4666 1.3882
R3 1.4390 1.4233 1.3763
R2 1.3957 1.3957 1.3723
R1 1.3800 1.3800 1.3684 1.3879
PP 1.3524 1.3524 1.3524 1.3563
S1 1.3367 1.3367 1.3604 1.3446
S2 1.3091 1.3091 1.3565
S3 1.2658 1.2934 1.3525
S4 1.2225 1.2501 1.3406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3683 1.3247 0.0436 3.2% 0.0161 1.2% 72% True False 388
10 1.3683 1.3001 0.0682 5.0% 0.0116 0.9% 82% True False 201
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4265
2.618 1.4042
1.618 1.3905
1.000 1.3820
0.618 1.3768
HIGH 1.3683
0.618 1.3631
0.500 1.3615
0.382 1.3598
LOW 1.3546
0.618 1.3461
1.000 1.3409
1.618 1.3324
2.618 1.3187
4.250 1.2964
Fisher Pivots for day following 18-Sep-2017
Pivot 1 day 3 day
R1 1.3615 1.3535
PP 1.3597 1.3506
S1 1.3580 1.3478

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

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