CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 02-Oct-2017
Day Change Summary
Previous Current
29-Sep-2017 02-Oct-2017 Change Change % Previous Week
Open 1.3451 1.3411 -0.0040 -0.3% 1.3575
High 1.3481 1.3411 -0.0070 -0.5% 1.3638
Low 1.3421 1.3330 -0.0091 -0.7% 1.3420
Close 1.3477 1.3353 -0.0124 -0.9% 1.3477
Range 0.0060 0.0081 0.0021 35.0% 0.0218
ATR 0.0107 0.0110 0.0003 2.7% 0.0000
Volume 7 64 57 814.3% 136
Daily Pivots for day following 02-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.3608 1.3561 1.3398
R3 1.3527 1.3480 1.3375
R2 1.3446 1.3446 1.3368
R1 1.3399 1.3399 1.3360 1.3382
PP 1.3365 1.3365 1.3365 1.3356
S1 1.3318 1.3318 1.3346 1.3301
S2 1.3284 1.3284 1.3338
S3 1.3203 1.3237 1.3331
S4 1.3122 1.3156 1.3308
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.4166 1.4039 1.3597
R3 1.3948 1.3821 1.3537
R2 1.3730 1.3730 1.3517
R1 1.3603 1.3603 1.3497 1.3558
PP 1.3512 1.3512 1.3512 1.3489
S1 1.3385 1.3385 1.3457 1.3340
S2 1.3294 1.3294 1.3437
S3 1.3076 1.3167 1.3417
S4 1.2858 1.2949 1.3357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3581 1.3330 0.0251 1.9% 0.0086 0.6% 9% False True 36
10 1.3719 1.3330 0.0389 2.9% 0.0108 0.8% 6% False True 27
20 1.3719 1.3001 0.0718 5.4% 0.0112 0.8% 49% False False 114
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 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3755
2.618 1.3623
1.618 1.3542
1.000 1.3492
0.618 1.3461
HIGH 1.3411
0.618 1.3380
0.500 1.3371
0.382 1.3361
LOW 1.3330
0.618 1.3280
1.000 1.3249
1.618 1.3199
2.618 1.3118
4.250 1.2986
Fisher Pivots for day following 02-Oct-2017
Pivot 1 day 3 day
R1 1.3371 1.3428
PP 1.3365 1.3403
S1 1.3359 1.3378

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

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