CME British Pound Future March 2018


Trading Metrics calculated at close of trading on 04-Jan-2018
Day Change Summary
Previous Current
03-Jan-2018 04-Jan-2018 Change Change % Previous Week
Open 1.3624 1.3545 -0.0079 -0.6% 1.3429
High 1.3646 1.3591 -0.0055 -0.4% 1.3579
Low 1.3525 1.3536 0.0011 0.1% 1.3399
Close 1.3547 1.3586 0.0039 0.3% 1.3557
Range 0.0121 0.0055 -0.0066 -54.5% 0.0180
ATR 0.0092 0.0089 -0.0003 -2.9% 0.0000
Volume 105,289 67,604 -37,685 -35.8% 242,751
Daily Pivots for day following 04-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.3736 1.3716 1.3616
R3 1.3681 1.3661 1.3601
R2 1.3626 1.3626 1.3596
R1 1.3606 1.3606 1.3591 1.3616
PP 1.3571 1.3571 1.3571 1.3576
S1 1.3551 1.3551 1.3581 1.3561
S2 1.3516 1.3516 1.3576
S3 1.3461 1.3496 1.3571
S4 1.3406 1.3441 1.3556
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.4052 1.3984 1.3656
R3 1.3872 1.3804 1.3607
R2 1.3692 1.3692 1.3590
R1 1.3624 1.3624 1.3574 1.3658
PP 1.3512 1.3512 1.3512 1.3529
S1 1.3444 1.3444 1.3541 1.3478
S2 1.3332 1.3332 1.3524
S3 1.3152 1.3264 1.3508
S4 1.2972 1.3084 1.3458
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3646 1.3433 0.0213 1.6% 0.0091 0.7% 72% False False 84,184
10 1.3646 1.3382 0.0264 1.9% 0.0072 0.5% 77% False False 73,936
20 1.3646 1.3353 0.0293 2.2% 0.0091 0.7% 80% False False 72,922
40 1.3646 1.3116 0.0530 3.9% 0.0092 0.7% 89% False False 37,195
60 1.3646 1.3098 0.0548 4.0% 0.0095 0.7% 89% False False 24,849
80 1.3719 1.3097 0.0622 4.6% 0.0099 0.7% 79% False False 18,669
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3825
2.618 1.3735
1.618 1.3680
1.000 1.3646
0.618 1.3625
HIGH 1.3591
0.618 1.3570
0.500 1.3564
0.382 1.3557
LOW 1.3536
0.618 1.3502
1.000 1.3481
1.618 1.3447
2.618 1.3392
4.250 1.3302
Fisher Pivots for day following 04-Jan-2018
Pivot 1 day 3 day
R1 1.3579 1.3586
PP 1.3571 1.3586
S1 1.3564 1.3586

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

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