CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 27-Dec-2017
Day Change Summary
Previous Current
26-Dec-2017 27-Dec-2017 Change Change % Previous Week
Open 1.3429 1.3427 -0.0002 0.0% 1.3383
High 1.3444 1.3479 0.0035 0.3% 1.3479
Low 1.3399 1.3422 0.0023 0.2% 1.3373
Close 1.3431 1.3440 0.0009 0.1% 1.3432
Range 0.0045 0.0057 0.0012 26.7% 0.0106
ATR 0.0091 0.0089 -0.0002 -2.7% 0.0000
Volume 24,689 70,513 45,824 185.6% 398,790
Daily Pivots for day following 27-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.3618 1.3586 1.3471
R3 1.3561 1.3529 1.3456
R2 1.3504 1.3504 1.3450
R1 1.3472 1.3472 1.3445 1.3488
PP 1.3447 1.3447 1.3447 1.3455
S1 1.3415 1.3415 1.3435 1.3431
S2 1.3390 1.3390 1.3430
S3 1.3333 1.3358 1.3424
S4 1.3276 1.3301 1.3409
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.3746 1.3695 1.3490
R3 1.3640 1.3589 1.3461
R2 1.3534 1.3534 1.3451
R1 1.3483 1.3483 1.3442 1.3509
PP 1.3428 1.3428 1.3428 1.3441
S1 1.3377 1.3377 1.3422 1.3403
S2 1.3322 1.3322 1.3413
S3 1.3216 1.3271 1.3403
S4 1.3110 1.3165 1.3374
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3479 1.3382 0.0097 0.7% 0.0053 0.4% 60% True False 63,688
10 1.3521 1.3364 0.0157 1.2% 0.0078 0.6% 48% False False 88,411
20 1.3598 1.3353 0.0245 1.8% 0.0096 0.7% 36% False False 53,058
40 1.3598 1.3098 0.0500 3.7% 0.0096 0.7% 68% False False 26,690
60 1.3598 1.3097 0.0501 3.7% 0.0094 0.7% 68% False False 17,839
80 1.3719 1.3001 0.0718 5.3% 0.0098 0.7% 61% False False 13,408
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 True
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3721
2.618 1.3628
1.618 1.3571
1.000 1.3536
0.618 1.3514
HIGH 1.3479
0.618 1.3457
0.500 1.3451
0.382 1.3444
LOW 1.3422
0.618 1.3387
1.000 1.3365
1.618 1.3330
2.618 1.3273
4.250 1.3180
Fisher Pivots for day following 27-Dec-2017
Pivot 1 day 3 day
R1 1.3451 1.3440
PP 1.3447 1.3439
S1 1.3444 1.3439

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

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