CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 21-Sep-2017
Day Change Summary
Previous Current
20-Sep-2017 21-Sep-2017 Change Change % Previous Week
Open 1.3643 1.3555 -0.0088 -0.6% 1.3265
High 1.3719 1.3657 -0.0062 -0.5% 1.3680
Low 1.3534 1.3544 0.0010 0.1% 1.3247
Close 1.3555 1.3646 0.0091 0.7% 1.3644
Range 0.0185 0.0113 -0.0072 -38.9% 0.0433
ATR 0.0107 0.0107 0.0000 0.4% 0.0000
Volume 8 18 10 125.0% 1,998
Daily Pivots for day following 21-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.3955 1.3913 1.3708
R3 1.3842 1.3800 1.3677
R2 1.3729 1.3729 1.3667
R1 1.3687 1.3687 1.3656 1.3708
PP 1.3616 1.3616 1.3616 1.3626
S1 1.3574 1.3574 1.3636 1.3595
S2 1.3503 1.3503 1.3625
S3 1.3390 1.3461 1.3615
S4 1.3277 1.3348 1.3584
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 1.3465 0.0254 1.9% 0.0146 1.1% 71% False False 16
10 1.3719 1.3231 0.0488 3.6% 0.0130 1.0% 85% False False 205
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4137
2.618 1.3953
1.618 1.3840
1.000 1.3770
0.618 1.3727
HIGH 1.3657
0.618 1.3614
0.500 1.3601
0.382 1.3587
LOW 1.3544
0.618 1.3474
1.000 1.3431
1.618 1.3361
2.618 1.3248
4.250 1.3064
Fisher Pivots for day following 21-Sep-2017
Pivot 1 day 3 day
R1 1.3631 1.3640
PP 1.3616 1.3633
S1 1.3601 1.3627

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

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