CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 19-Dec-2017
Day Change Summary
Previous Current
18-Dec-2017 19-Dec-2017 Change Change % Previous Week
Open 1.3383 1.3440 0.0057 0.4% 1.3434
High 1.3479 1.3456 -0.0023 -0.2% 1.3521
Low 1.3373 1.3384 0.0011 0.1% 1.3353
Close 1.3441 1.3435 -0.0006 0.0% 1.3383
Range 0.0106 0.0072 -0.0034 -32.1% 0.0168
ATR 0.0107 0.0105 -0.0003 -2.3% 0.0000
Volume 94,825 80,726 -14,099 -14.9% 498,695
Daily Pivots for day following 19-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.3641 1.3610 1.3475
R3 1.3569 1.3538 1.3455
R2 1.3497 1.3497 1.3448
R1 1.3466 1.3466 1.3442 1.3446
PP 1.3425 1.3425 1.3425 1.3415
S1 1.3394 1.3394 1.3428 1.3374
S2 1.3353 1.3353 1.3422
S3 1.3281 1.3322 1.3415
S4 1.3209 1.3250 1.3395
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.3923 1.3821 1.3475
R3 1.3755 1.3653 1.3429
R2 1.3587 1.3587 1.3414
R1 1.3485 1.3485 1.3398 1.3452
PP 1.3419 1.3419 1.3419 1.3403
S1 1.3317 1.3317 1.3368 1.3284
S2 1.3251 1.3251 1.3352
S3 1.3083 1.3149 1.3337
S4 1.2915 1.2981 1.3291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3521 1.3364 0.0157 1.2% 0.0102 0.8% 45% False False 113,135
10 1.3571 1.3353 0.0218 1.6% 0.0109 0.8% 38% False False 71,908
20 1.3598 1.3267 0.0331 2.5% 0.0106 0.8% 51% False False 37,292
40 1.3598 1.3098 0.0500 3.7% 0.0103 0.8% 67% False False 18,754
60 1.3598 1.3097 0.0501 3.7% 0.0096 0.7% 67% False False 12,535
80 1.3719 1.2943 0.0776 5.8% 0.0098 0.7% 63% False False 9,428
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3762
2.618 1.3644
1.618 1.3572
1.000 1.3528
0.618 1.3500
HIGH 1.3456
0.618 1.3428
0.500 1.3420
0.382 1.3412
LOW 1.3384
0.618 1.3340
1.000 1.3312
1.618 1.3268
2.618 1.3196
4.250 1.3078
Fisher Pivots for day following 19-Dec-2017
Pivot 1 day 3 day
R1 1.3430 1.3435
PP 1.3425 1.3434
S1 1.3420 1.3434

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

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