CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 28-Sep-2017
Day Change Summary
Previous Current
27-Sep-2017 28-Sep-2017 Change Change % Previous Week
Open 1.3495 1.3438 -0.0057 -0.4% 1.3639
High 1.3531 1.3525 -0.0006 0.0% 1.3719
Low 1.3444 1.3420 -0.0024 -0.2% 1.3523
Close 1.3476 1.3516 0.0040 0.3% 1.3600
Range 0.0087 0.0105 0.0018 20.7% 0.0196
ATR 0.0108 0.0108 0.0000 -0.2% 0.0000
Volume 12 15 3 25.0% 88
Daily Pivots for day following 28-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.3802 1.3764 1.3574
R3 1.3697 1.3659 1.3545
R2 1.3592 1.3592 1.3535
R1 1.3554 1.3554 1.3526 1.3573
PP 1.3487 1.3487 1.3487 1.3497
S1 1.3449 1.3449 1.3506 1.3468
S2 1.3382 1.3382 1.3497
S3 1.3277 1.3344 1.3487
S4 1.3172 1.3239 1.3458
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 1.3420 0.0244 1.8% 0.0112 0.8% 39% False True 33
10 1.3719 1.3420 0.0299 2.2% 0.0129 1.0% 32% False True 25
20 1.3719 1.2943 0.0776 5.7% 0.0113 0.8% 74% False False 112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3971
2.618 1.3800
1.618 1.3695
1.000 1.3630
0.618 1.3590
HIGH 1.3525
0.618 1.3485
0.500 1.3473
0.382 1.3460
LOW 1.3420
0.618 1.3355
1.000 1.3315
1.618 1.3250
2.618 1.3145
4.250 1.2974
Fisher Pivots for day following 28-Sep-2017
Pivot 1 day 3 day
R1 1.3502 1.3511
PP 1.3487 1.3506
S1 1.3473 1.3501

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

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