CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 18-Oct-2017
Day Change Summary
Previous Current
17-Oct-2017 18-Oct-2017 Change Change % Previous Week
Open 1.3306 1.3242 -0.0064 -0.5% 1.3147
High 1.3321 1.3278 -0.0043 -0.3% 1.3400
Low 1.3218 1.3215 -0.0003 0.0% 1.3147
Close 1.3254 1.3264 0.0010 0.1% 1.3357
Range 0.0103 0.0063 -0.0040 -38.8% 0.0253
ATR 0.0098 0.0096 -0.0003 -2.6% 0.0000
Volume 295 31 -264 -89.5% 408
Daily Pivots for day following 18-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.3441 1.3416 1.3299
R3 1.3378 1.3353 1.3281
R2 1.3315 1.3315 1.3276
R1 1.3290 1.3290 1.3270 1.3303
PP 1.3252 1.3252 1.3252 1.3259
S1 1.3227 1.3227 1.3258 1.3240
S2 1.3189 1.3189 1.3252
S3 1.3126 1.3164 1.3247
S4 1.3063 1.3101 1.3229
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% 0.0095 0.7% 35% False False 120
10 1.3400 1.3097 0.0303 2.3% 0.0087 0.7% 55% False False 99
20 1.3664 1.3097 0.0567 4.3% 0.0089 0.7% 29% False False 65
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3546
2.618 1.3443
1.618 1.3380
1.000 1.3341
0.618 1.3317
HIGH 1.3278
0.618 1.3254
0.500 1.3247
0.382 1.3239
LOW 1.3215
0.618 1.3176
1.000 1.3152
1.618 1.3113
2.618 1.3050
4.250 1.2947
Fisher Pivots for day following 18-Oct-2017
Pivot 1 day 3 day
R1 1.3258 1.3293
PP 1.3252 1.3283
S1 1.3247 1.3274

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

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