CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 13-Dec-2017
Day Change Summary
Previous Current
12-Dec-2017 13-Dec-2017 Change Change % Previous Week
Open 1.3388 1.3367 -0.0021 -0.2% 1.3526
High 1.3429 1.3485 0.0056 0.4% 1.3585
Low 1.3353 1.3364 0.0011 0.1% 1.3371
Close 1.3367 1.3471 0.0104 0.8% 1.3448
Range 0.0076 0.0121 0.0045 59.2% 0.0214
ATR 0.0106 0.0107 0.0001 1.0% 0.0000
Volume 68,785 140,041 71,256 103.6% 50,763
Daily Pivots for day following 13-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.3803 1.3758 1.3538
R3 1.3682 1.3637 1.3504
R2 1.3561 1.3561 1.3493
R1 1.3516 1.3516 1.3482 1.3539
PP 1.3440 1.3440 1.3440 1.3451
S1 1.3395 1.3395 1.3460 1.3418
S2 1.3319 1.3319 1.3449
S3 1.3198 1.3274 1.3438
S4 1.3077 1.3153 1.3404
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.4110 1.3993 1.3566
R3 1.3896 1.3779 1.3507
R2 1.3682 1.3682 1.3487
R1 1.3565 1.3565 1.3468 1.3517
PP 1.3468 1.3468 1.3468 1.3444
S1 1.3351 1.3351 1.3428 1.3303
S2 1.3254 1.3254 1.3409
S3 1.3040 1.3137 1.3389
S4 1.2826 1.2923 1.3330
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3571 1.3353 0.0218 1.6% 0.0126 0.9% 54% False False 57,958
10 1.3598 1.3353 0.0245 1.8% 0.0117 0.9% 48% False False 31,394
20 1.3598 1.3186 0.0412 3.1% 0.0102 0.8% 69% False False 16,080
40 1.3598 1.3098 0.0500 3.7% 0.0102 0.8% 75% False False 8,132
60 1.3719 1.3097 0.0622 4.6% 0.0099 0.7% 60% False False 5,442
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3999
2.618 1.3802
1.618 1.3681
1.000 1.3606
0.618 1.3560
HIGH 1.3485
0.618 1.3439
0.500 1.3425
0.382 1.3410
LOW 1.3364
0.618 1.3289
1.000 1.3243
1.618 1.3168
2.618 1.3047
4.250 1.2850
Fisher Pivots for day following 13-Dec-2017
Pivot 1 day 3 day
R1 1.3456 1.3454
PP 1.3440 1.3436
S1 1.3425 1.3419

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

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