CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 19-Sep-2017
Day Change Summary
Previous Current
18-Sep-2017 19-Sep-2017 Change Change % Previous Week
Open 1.3639 1.3601 -0.0038 -0.3% 1.3265
High 1.3683 1.3624 -0.0059 -0.4% 1.3680
Low 1.3546 1.3545 -0.0001 0.0% 1.3247
Close 1.3563 1.3596 0.0033 0.2% 1.3644
Range 0.0137 0.0079 -0.0058 -42.3% 0.0433
ATR 0.0103 0.0101 -0.0002 -1.6% 0.0000
Volume 12 13 1 8.3% 1,998
Daily Pivots for day following 19-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.3825 1.3790 1.3639
R3 1.3746 1.3711 1.3618
R2 1.3667 1.3667 1.3610
R1 1.3632 1.3632 1.3603 1.3610
PP 1.3588 1.3588 1.3588 1.3578
S1 1.3553 1.3553 1.3589 1.3531
S2 1.3509 1.3509 1.3582
S3 1.3430 1.3474 1.3574
S4 1.3351 1.3395 1.3553
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 1.3272 0.0411 3.0% 0.0152 1.1% 79% False False 67
10 1.3683 1.3108 0.0575 4.2% 0.0112 0.8% 85% False False 202
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3960
2.618 1.3831
1.618 1.3752
1.000 1.3703
0.618 1.3673
HIGH 1.3624
0.618 1.3594
0.500 1.3585
0.382 1.3575
LOW 1.3545
0.618 1.3496
1.000 1.3466
1.618 1.3417
2.618 1.3338
4.250 1.3209
Fisher Pivots for day following 19-Sep-2017
Pivot 1 day 3 day
R1 1.3592 1.3589
PP 1.3588 1.3581
S1 1.3585 1.3574

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

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