CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 20-Sep-2017
Day Change Summary
Previous Current
19-Sep-2017 20-Sep-2017 Change Change % Previous Week
Open 1.3601 1.3643 0.0042 0.3% 1.3265
High 1.3624 1.3719 0.0095 0.7% 1.3680
Low 1.3545 1.3534 -0.0011 -0.1% 1.3247
Close 1.3596 1.3555 -0.0041 -0.3% 1.3644
Range 0.0079 0.0185 0.0106 134.2% 0.0433
ATR 0.0101 0.0107 0.0006 6.0% 0.0000
Volume 13 8 -5 -38.5% 1,998
Daily Pivots for day following 20-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.4158 1.4041 1.3657
R3 1.3973 1.3856 1.3606
R2 1.3788 1.3788 1.3589
R1 1.3671 1.3671 1.3572 1.3637
PP 1.3603 1.3603 1.3603 1.3586
S1 1.3486 1.3486 1.3538 1.3452
S2 1.3418 1.3418 1.3521
S3 1.3233 1.3301 1.3504
S4 1.3048 1.3116 1.3453
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 1.3719 1.3273 0.0446 3.3% 0.0163 1.2% 63% True False 57
10 1.3719 1.3120 0.0599 4.4% 0.0125 0.9% 73% True False 203
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4505
2.618 1.4203
1.618 1.4018
1.000 1.3904
0.618 1.3833
HIGH 1.3719
0.618 1.3648
0.500 1.3627
0.382 1.3605
LOW 1.3534
0.618 1.3420
1.000 1.3349
1.618 1.3235
2.618 1.3050
4.250 1.2748
Fisher Pivots for day following 20-Sep-2017
Pivot 1 day 3 day
R1 1.3627 1.3627
PP 1.3603 1.3603
S1 1.3579 1.3579

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

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