CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 20-Nov-2017
Day Change Summary
Previous Current
17-Nov-2017 20-Nov-2017 Change Change % Previous Week
Open 1.3263 1.3268 0.0005 0.0% 1.3226
High 1.3306 1.3329 0.0023 0.2% 1.3306
Low 1.3227 1.3240 0.0013 0.1% 1.3116
Close 1.3271 1.3290 0.0019 0.1% 1.3271
Range 0.0079 0.0089 0.0010 12.7% 0.0190
ATR 0.0097 0.0097 -0.0001 -0.6% 0.0000
Volume 170 579 409 240.6% 1,498
Daily Pivots for day following 20-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.3553 1.3511 1.3339
R3 1.3464 1.3422 1.3314
R2 1.3375 1.3375 1.3306
R1 1.3333 1.3333 1.3298 1.3354
PP 1.3286 1.3286 1.3286 1.3297
S1 1.3244 1.3244 1.3282 1.3265
S2 1.3197 1.3197 1.3274
S3 1.3108 1.3155 1.3266
S4 1.3019 1.3066 1.3241
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.3801 1.3726 1.3376
R3 1.3611 1.3536 1.3323
R2 1.3421 1.3421 1.3306
R1 1.3346 1.3346 1.3288 1.3384
PP 1.3231 1.3231 1.3231 1.3250
S1 1.3156 1.3156 1.3254 1.3194
S2 1.3041 1.3041 1.3236
S3 1.2851 1.2966 1.3219
S4 1.2661 1.2776 1.3167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3329 1.3129 0.0200 1.5% 0.0084 0.6% 81% True False 318
10 1.3329 1.3116 0.0213 1.6% 0.0086 0.6% 82% True False 260
20 1.3370 1.3098 0.0272 2.0% 0.0100 0.8% 71% False False 216
40 1.3581 1.3097 0.0484 3.6% 0.0092 0.7% 40% False False 156
60 1.3719 1.2943 0.0776 5.8% 0.0096 0.7% 45% False False 140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3707
2.618 1.3562
1.618 1.3473
1.000 1.3418
0.618 1.3384
HIGH 1.3329
0.618 1.3295
0.500 1.3285
0.382 1.3274
LOW 1.3240
0.618 1.3185
1.000 1.3151
1.618 1.3096
2.618 1.3007
4.250 1.2862
Fisher Pivots for day following 20-Nov-2017
Pivot 1 day 3 day
R1 1.3288 1.3280
PP 1.3286 1.3270
S1 1.3285 1.3260

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

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