CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 16-Oct-2017
Day Change Summary
Previous Current
13-Oct-2017 16-Oct-2017 Change Change % Previous Week
Open 1.3329 1.3362 0.0033 0.2% 1.3147
High 1.3400 1.3370 -0.0030 -0.2% 1.3400
Low 1.3318 1.3296 -0.0022 -0.2% 1.3147
Close 1.3357 1.3310 -0.0047 -0.4% 1.3357
Range 0.0082 0.0074 -0.0008 -9.8% 0.0253
ATR 0.0100 0.0098 -0.0002 -1.8% 0.0000
Volume 59 56 -3 -5.1% 408
Daily Pivots for day following 16-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.3547 1.3503 1.3351
R3 1.3473 1.3429 1.3330
R2 1.3399 1.3399 1.3324
R1 1.3355 1.3355 1.3317 1.3340
PP 1.3325 1.3325 1.3325 1.3318
S1 1.3281 1.3281 1.3303 1.3266
S2 1.3251 1.3251 1.3296
S3 1.3177 1.3207 1.3290
S4 1.3103 1.3133 1.3269
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.4060 1.3962 1.3496
R3 1.3807 1.3709 1.3427
R2 1.3554 1.3554 1.3403
R1 1.3456 1.3456 1.3380 1.3505
PP 1.3301 1.3301 1.3301 1.3326
S1 1.3203 1.3203 1.3334 1.3252
S2 1.3048 1.3048 1.3311
S3 1.2795 1.2950 1.3287
S4 1.2542 1.2697 1.3218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3400 1.3191 0.0209 1.6% 0.0087 0.7% 57% False False 72
10 1.3400 1.3097 0.0303 2.3% 0.0081 0.6% 70% False False 72
20 1.3719 1.3097 0.0622 4.7% 0.0094 0.7% 34% False False 50
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3685
2.618 1.3564
1.618 1.3490
1.000 1.3444
0.618 1.3416
HIGH 1.3370
0.618 1.3342
0.500 1.3333
0.382 1.3324
LOW 1.3296
0.618 1.3250
1.000 1.3222
1.618 1.3176
2.618 1.3102
4.250 1.2982
Fisher Pivots for day following 16-Oct-2017
Pivot 1 day 3 day
R1 1.3333 1.3305
PP 1.3325 1.3300
S1 1.3318 1.3296

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

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