CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 27-Oct-2017
Day Change Summary
Previous Current
26-Oct-2017 27-Oct-2017 Change Change % Previous Week
Open 1.3328 1.3203 -0.0125 -0.9% 1.3243
High 1.3332 1.3203 -0.0129 -1.0% 1.3332
Low 1.3206 1.3135 -0.0071 -0.5% 1.3135
Close 1.3215 1.3181 -0.0034 -0.3% 1.3181
Range 0.0126 0.0068 -0.0058 -46.0% 0.0197
ATR 0.0102 0.0100 -0.0002 -1.5% 0.0000
Volume 193 151 -42 -21.8% 916
Daily Pivots for day following 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.3377 1.3347 1.3218
R3 1.3309 1.3279 1.3200
R2 1.3241 1.3241 1.3193
R1 1.3211 1.3211 1.3187 1.3192
PP 1.3173 1.3173 1.3173 1.3164
S1 1.3143 1.3143 1.3175 1.3124
S2 1.3105 1.3105 1.3169
S3 1.3037 1.3075 1.3162
S4 1.2969 1.3007 1.3144
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.3807 1.3691 1.3289
R3 1.3610 1.3494 1.3235
R2 1.3413 1.3413 1.3217
R1 1.3297 1.3297 1.3199 1.3257
PP 1.3216 1.3216 1.3216 1.3196
S1 1.3100 1.3100 1.3163 1.3060
S2 1.3019 1.3019 1.3145
S3 1.2822 1.2903 1.3127
S4 1.2625 1.2706 1.3073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3332 1.3135 0.0197 1.5% 0.0106 0.8% 23% False True 183
10 1.3370 1.3135 0.0235 1.8% 0.0097 0.7% 20% False True 189
20 1.3411 1.3097 0.0314 2.4% 0.0089 0.7% 27% False False 131
40 1.3719 1.2998 0.0721 5.5% 0.0100 0.8% 25% False False 121
Crabel Price Patterns
NR True
NR4 True
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 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3492
2.618 1.3381
1.618 1.3313
1.000 1.3271
0.618 1.3245
HIGH 1.3203
0.618 1.3177
0.500 1.3169
0.382 1.3161
LOW 1.3135
0.618 1.3093
1.000 1.3067
1.618 1.3025
2.618 1.2957
4.250 1.2846
Fisher Pivots for day following 27-Oct-2017
Pivot 1 day 3 day
R1 1.3177 1.3234
PP 1.3173 1.3216
S1 1.3169 1.3199

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

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