CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 06-Oct-2017
Day Change Summary
Previous Current
05-Oct-2017 06-Oct-2017 Change Change % Previous Week
Open 1.3282 1.3182 -0.0100 -0.8% 1.3411
High 1.3282 1.3183 -0.0099 -0.7% 1.3411
Low 1.3177 1.3097 -0.0080 -0.6% 1.3097
Close 1.3178 1.3134 -0.0044 -0.3% 1.3134
Range 0.0105 0.0086 -0.0019 -18.1% 0.0314
ATR 0.0105 0.0104 -0.0001 -1.3% 0.0000
Volume 64 140 76 118.8% 325
Daily Pivots for day following 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.3396 1.3351 1.3181
R3 1.3310 1.3265 1.3158
R2 1.3224 1.3224 1.3150
R1 1.3179 1.3179 1.3142 1.3159
PP 1.3138 1.3138 1.3138 1.3128
S1 1.3093 1.3093 1.3126 1.3073
S2 1.3052 1.3052 1.3118
S3 1.2966 1.3007 1.3110
S4 1.2880 1.2921 1.3087
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.4156 1.3959 1.3307
R3 1.3842 1.3645 1.3220
R2 1.3528 1.3528 1.3192
R1 1.3331 1.3331 1.3163 1.3273
PP 1.3214 1.3214 1.3214 1.3185
S1 1.3017 1.3017 1.3105 1.2959
S2 1.2900 1.2900 1.3076
S3 1.2586 1.2703 1.3048
S4 1.2272 1.2389 1.2961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3411 1.3097 0.0314 2.4% 0.0076 0.6% 12% False True 65
10 1.3638 1.3097 0.0541 4.1% 0.0086 0.7% 7% False True 46
20 1.3719 1.3097 0.0622 4.7% 0.0111 0.8% 6% False True 127
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3549
2.618 1.3408
1.618 1.3322
1.000 1.3269
0.618 1.3236
HIGH 1.3183
0.618 1.3150
0.500 1.3140
0.382 1.3130
LOW 1.3097
0.618 1.3044
1.000 1.3011
1.618 1.2958
2.618 1.2872
4.250 1.2732
Fisher Pivots for day following 06-Oct-2017
Pivot 1 day 3 day
R1 1.3140 1.3226
PP 1.3138 1.3195
S1 1.3136 1.3165

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

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