CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 05-Dec-2017
Day Change Summary
Previous Current
04-Dec-2017 05-Dec-2017 Change Change % Previous Week
Open 1.3526 1.3524 -0.0002 0.0% 1.3380
High 1.3585 1.3527 -0.0058 -0.4% 1.3598
Low 1.3465 1.3422 -0.0043 -0.3% 1.3271
Close 1.3519 1.3491 -0.0028 -0.2% 1.3516
Range 0.0120 0.0105 -0.0015 -12.5% 0.0327
ATR 0.0101 0.0101 0.0000 0.3% 0.0000
Volume 2,136 3,788 1,652 77.3% 18,964
Daily Pivots for day following 05-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.3795 1.3748 1.3549
R3 1.3690 1.3643 1.3520
R2 1.3585 1.3585 1.3510
R1 1.3538 1.3538 1.3501 1.3509
PP 1.3480 1.3480 1.3480 1.3466
S1 1.3433 1.3433 1.3481 1.3404
S2 1.3375 1.3375 1.3472
S3 1.3270 1.3328 1.3462
S4 1.3165 1.3223 1.3433
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.4443 1.4306 1.3696
R3 1.4116 1.3979 1.3606
R2 1.3789 1.3789 1.3576
R1 1.3652 1.3652 1.3546 1.3721
PP 1.3462 1.3462 1.3462 1.3496
S1 1.3325 1.3325 1.3486 1.3394
S2 1.3135 1.3135 1.3456
S3 1.2808 1.2998 1.3426
S4 1.2481 1.2671 1.3336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3598 1.3402 0.0196 1.5% 0.0112 0.8% 45% False False 4,728
10 1.3598 1.3267 0.0331 2.5% 0.0102 0.8% 68% False False 2,676
20 1.3598 1.3116 0.0482 3.6% 0.0094 0.7% 78% False False 1,468
40 1.3598 1.3098 0.0500 3.7% 0.0097 0.7% 79% False False 812
60 1.3719 1.3097 0.0622 4.6% 0.0102 0.8% 63% False False 584
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 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3973
2.618 1.3802
1.618 1.3697
1.000 1.3632
0.618 1.3592
HIGH 1.3527
0.618 1.3487
0.500 1.3475
0.382 1.3462
LOW 1.3422
0.618 1.3357
1.000 1.3317
1.618 1.3252
2.618 1.3147
4.250 1.2976
Fisher Pivots for day following 05-Dec-2017
Pivot 1 day 3 day
R1 1.3486 1.3510
PP 1.3480 1.3504
S1 1.3475 1.3497

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

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