CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 27-Sep-2017
Day Change Summary
Previous Current
26-Sep-2017 27-Sep-2017 Change Change % Previous Week
Open 1.3560 1.3495 -0.0065 -0.5% 1.3639
High 1.3581 1.3531 -0.0050 -0.4% 1.3719
Low 1.3486 1.3444 -0.0042 -0.3% 1.3523
Close 1.3527 1.3476 -0.0051 -0.4% 1.3600
Range 0.0095 0.0087 -0.0008 -8.4% 0.0196
ATR 0.0110 0.0108 -0.0002 -1.5% 0.0000
Volume 85 12 -73 -85.9% 88
Daily Pivots for day following 27-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.3745 1.3697 1.3524
R3 1.3658 1.3610 1.3500
R2 1.3571 1.3571 1.3492
R1 1.3523 1.3523 1.3484 1.3504
PP 1.3484 1.3484 1.3484 1.3474
S1 1.3436 1.3436 1.3468 1.3417
S2 1.3397 1.3397 1.3460
S3 1.3310 1.3349 1.3452
S4 1.3223 1.3262 1.3428
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.4202 1.4097 1.3708
R3 1.4006 1.3901 1.3654
R2 1.3810 1.3810 1.3636
R1 1.3705 1.3705 1.3618 1.3660
PP 1.3614 1.3614 1.3614 1.3591
S1 1.3509 1.3509 1.3582 1.3464
S2 1.3418 1.3418 1.3564
S3 1.3222 1.3313 1.3546
S4 1.3026 1.3117 1.3492
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3664 1.3444 0.0220 1.6% 0.0113 0.8% 15% False True 33
10 1.3719 1.3273 0.0446 3.3% 0.0138 1.0% 46% False False 45
20 1.3719 1.2943 0.0776 5.8% 0.0110 0.8% 69% False False 111
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 0.0031
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3901
2.618 1.3759
1.618 1.3672
1.000 1.3618
0.618 1.3585
HIGH 1.3531
0.618 1.3498
0.500 1.3488
0.382 1.3477
LOW 1.3444
0.618 1.3390
1.000 1.3357
1.618 1.3303
2.618 1.3216
4.250 1.3074
Fisher Pivots for day following 27-Sep-2017
Pivot 1 day 3 day
R1 1.3488 1.3541
PP 1.3484 1.3519
S1 1.3480 1.3498

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

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