CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 14-Dec-2017
Day Change Summary
Previous Current
13-Dec-2017 14-Dec-2017 Change Change % Previous Week
Open 1.3367 1.3468 0.0101 0.8% 1.3526
High 1.3485 1.3521 0.0036 0.3% 1.3585
Low 1.3364 1.3449 0.0085 0.6% 1.3371
Close 1.3471 1.3501 0.0030 0.2% 1.3448
Range 0.0121 0.0072 -0.0049 -40.5% 0.0214
ATR 0.0107 0.0105 -0.0003 -2.3% 0.0000
Volume 140,041 97,049 -42,992 -30.7% 50,763
Daily Pivots for day following 14-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.3706 1.3676 1.3541
R3 1.3634 1.3604 1.3521
R2 1.3562 1.3562 1.3514
R1 1.3532 1.3532 1.3508 1.3547
PP 1.3490 1.3490 1.3490 1.3498
S1 1.3460 1.3460 1.3494 1.3475
S2 1.3418 1.3418 1.3488
S3 1.3346 1.3388 1.3481
S4 1.3274 1.3316 1.3461
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% 0.0107 0.8% 68% False False 76,336
10 1.3598 1.3353 0.0245 1.8% 0.0110 0.8% 60% False False 39,728
20 1.3598 1.3190 0.0408 3.0% 0.0102 0.8% 76% False False 20,926
40 1.3598 1.3098 0.0500 3.7% 0.0102 0.8% 81% False False 10,557
60 1.3664 1.3097 0.0567 4.2% 0.0098 0.7% 71% False False 7,060
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0032
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3827
2.618 1.3709
1.618 1.3637
1.000 1.3593
0.618 1.3565
HIGH 1.3521
0.618 1.3493
0.500 1.3485
0.382 1.3477
LOW 1.3449
0.618 1.3405
1.000 1.3377
1.618 1.3333
2.618 1.3261
4.250 1.3143
Fisher Pivots for day following 14-Dec-2017
Pivot 1 day 3 day
R1 1.3496 1.3480
PP 1.3490 1.3458
S1 1.3485 1.3437

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

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