CME British Pound Future March 2018

Trading Metrics calculated at close of trading on 16-Nov-2017

Day Change Summary
	Previous	Current
	15-Nov-2017	16-Nov-2017	Change	Change %	Previous Week
Open	1.3188	1.3235	0.0047	0.4%	1.3130
High	1.3261	1.3259	-0.0002	0.0%	1.3281
Low	1.3186	1.3190	0.0004	0.0%	1.3115
Close	1.3218	1.3237	0.0019	0.1%	1.3251
Range	0.0075	0.0069	-0.0006	-8.0%	0.0166
ATR	0.0101	0.0099	-0.0002	-2.3%	0.0000
Volume	136	516	380	279.4%	567

Daily Pivots for day following 16-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3436	1.3405	1.3275
R3	1.3367	1.3336	1.3256
R2	1.3298	1.3298	1.3250
R1	1.3267	1.3267	1.3243	1.3283
PP	1.3229	1.3229	1.3229	1.3236
S1	1.3198	1.3198	1.3231	1.3214
S2	1.3160	1.3160	1.3224
S3	1.3091	1.3129	1.3218
S4	1.3022	1.3060	1.3199

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.3714	1.3648	1.3342
R3	1.3548	1.3482	1.3297
R2	1.3382	1.3382	1.3281
R1	1.3316	1.3316	1.3266	1.3349
PP	1.3216	1.3216	1.3216	1.3232
S1	1.3150	1.3150	1.3236	1.3183
S2	1.3050	1.3050	1.3221
S3	1.2884	1.2984	1.3205
S4	1.2718	1.2818	1.3160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3281	1.3116	0.0165	1.2%	0.0094	0.7%	73%	False	False	287
10	1.3281	1.3099	0.0182	1.4%	0.0089	0.7%	76%	False	False	202
20	1.3370	1.3098	0.0272	2.1%	0.0100	0.8%	51%	False	False	206
40	1.3664	1.3097	0.0567	4.3%	0.0094	0.7%	25%	False	False	139

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3552
2.618	1.3440
1.618	1.3371
1.000	1.3328
0.618	1.3302
HIGH	1.3259
0.618	1.3233
0.500	1.3225
0.382	1.3216
LOW	1.3190
0.618	1.3147
1.000	1.3121
1.618	1.3078
2.618	1.3009
4.250	1.2897

Fisher Pivots for day following 16-Nov-2017
Pivot	1 day	3 day
R1	1.3233	1.3223
PP	1.3229	1.3209
S1	1.3225	1.3195

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