CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 11-Oct-2017

Day Change Summary
	Previous	Current
	10-Oct-2017	11-Oct-2017	Change	Change %	Previous Week
Open	1.3209	1.3271	0.0062	0.5%	1.3411
High	1.3289	1.3296	0.0007	0.1%	1.3411
Low	1.3209	1.3247	0.0038	0.3%	1.3097
Close	1.3267	1.3284	0.0017	0.1%	1.3134
Range	0.0080	0.0049	-0.0031	-38.8%	0.0314
ATR	0.0101	0.0097	-0.0004	-3.7%	0.0000
Volume	60	28	-32	-53.3%	325

Daily Pivots for day following 11-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3423	1.3402	1.3311
R3	1.3374	1.3353	1.3297
R2	1.3325	1.3325	1.3293
R1	1.3304	1.3304	1.3288	1.3315
PP	1.3276	1.3276	1.3276	1.3281
S1	1.3255	1.3255	1.3280	1.3266
S2	1.3227	1.3227	1.3275
S3	1.3178	1.3206	1.3271
S4	1.3129	1.3157	1.3257

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	1.3296	1.3097	0.0199	1.5%	0.0078	0.6%	94%	True	False	78
10	1.3525	1.3097	0.0428	3.2%	0.0074	0.6%	44%	False	False	53
20	1.3719	1.3097	0.0622	4.7%	0.0106	0.8%	30%	False	False	49

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0010
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.3504
2.618	1.3424
1.618	1.3375
1.000	1.3345
0.618	1.3326
HIGH	1.3296
0.618	1.3277
0.500	1.3272
0.382	1.3266
LOW	1.3247
0.618	1.3217
1.000	1.3198
1.618	1.3168
2.618	1.3119
4.250	1.3039

Fisher Pivots for day following 11-Oct-2017
Pivot	1 day	3 day
R1	1.3280	1.3263
PP	1.3276	1.3242
S1	1.3272	1.3222

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols