CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 12-Oct-2017
Day Change Summary
Previous Current
11-Oct-2017 12-Oct-2017 Change Change % Previous Week
Open 1.3271 1.3304 0.0033 0.2% 1.3411
High 1.3296 1.3343 0.0047 0.4% 1.3411
Low 1.3247 1.3191 -0.0056 -0.4% 1.3097
Close 1.3284 1.3339 0.0055 0.4% 1.3134
Range 0.0049 0.0152 0.0103 210.2% 0.0314
ATR 0.0097 0.0101 0.0004 4.0% 0.0000
Volume 28 159 131 467.9% 325
Daily Pivots for day following 12-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.3747 1.3695 1.3423
R3 1.3595 1.3543 1.3381
R2 1.3443 1.3443 1.3367
R1 1.3391 1.3391 1.3353 1.3417
PP 1.3291 1.3291 1.3291 1.3304
S1 1.3239 1.3239 1.3325 1.3265
S2 1.3139 1.3139 1.3311
S3 1.2987 1.3087 1.3297
S4 1.2835 1.2935 1.3255
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 1.3343 1.3097 0.0246 1.8% 0.0088 0.7% 98% True False 97
10 1.3481 1.3097 0.0384 2.9% 0.0079 0.6% 63% False False 68
20 1.3719 1.3097 0.0622 4.7% 0.0104 0.8% 39% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.3989
2.618 1.3741
1.618 1.3589
1.000 1.3495
0.618 1.3437
HIGH 1.3343
0.618 1.3285
0.500 1.3267
0.382 1.3249
LOW 1.3191
0.618 1.3097
1.000 1.3039
1.618 1.2945
2.618 1.2793
4.250 1.2545
Fisher Pivots for day following 12-Oct-2017
Pivot 1 day 3 day
R1 1.3315 1.3315
PP 1.3291 1.3291
S1 1.3267 1.3267

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

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